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Efficiency and Solution Approaches to Bicriteria Nonconvex Programs

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Abstract

A new nonlinear scalarization specially designed for bicriteria nonconvexprogramming problems is presented. The scalarization is based on generalizedLagrangian duality theory and uses an augmented Lagrange function. The newconcepts, q i-approachable points and augmented duality gap, are introducedin order to determine the location of nondominated solutions with respect to aduality gap as well as the connectedness of the nondominated set.

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TENHUISEN, M.L., Wiecek, M.M. Efficiency and Solution Approaches to Bicriteria Nonconvex Programs. Journal of Global Optimization 11, 225–251 (1997). https://doi.org/10.1023/A:1008270131268

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