Abstract
The convexification of a noninferior frontier can be achieved in an appropriate equivalent objective space for general nonconvex multiobjective optimization problems. Specifically, this paper proves that taking the exponentials of the objective functions can act as a convexification scheme. This convexification scheme further leads to the exponential generating method that guarantees the identification of the entire set of noninferior solutions.
Similar content being viewed by others
References
Chankong, V., and Haimes, Y. Y., Multiobjective Decision Making Theory and Methodology, Elsevier Science Publishing, North Holland, Amsterdam, Holland, 1983.
Yu, P. L., Multicriteria Decision Making: Concepts, Techniques, and Extensions, Plenum, New York, New York, 1985.
Chankong, V., and Haimes, Y. Y., On the Characterization of Noninferior Solutions of the Vector Optimization Problem, Automatica, Vol. 18, pp. 697–707, 1982.
Wierzbicki, A. P., On the Completeness and Constructiveness of Parametric Characterizations to Vector Optimization Problems, OR Spektrum, Vol. 8, pp. 73–87, 1986.
Gearhart, W. B., Characterization of Properly Efficient Solutions by Generalized Scalarization Methods, Journal of Optimization Theory and Applications, Vol. 41, pp. 491–502, 1983.
Gearhart, W. B., Families of Differentiable Scalarization Functions, Journal of Optimization Theory and Applications, Vol. 62, pp. 321–332, 1989.
Yu, P. L., Cone Convexity, Cone Extreme Points, and Nondominated Solutions in Decision Problems with Multiobjectives, Journal of Optimization Theory and Applications, Vol. 14, pp. 319–377, 1974.
Li, D., Convexification of Noninferior Frontier, Journal of Optimization Theory and Applications, Vol. 88, pp. 177–196, 1996.
Geoffrion, A. M., Proper Efficiency and the Theory of Vector Maximization, Journal of Mathematical Analysis and Applications, Vol. 22, pp. 613–630, 1968.
Muir, T., and Metzler, W. H., A Treatise of the Theory of Determinants, Dover, New York, New York, 1960.
Horst, R., On the Convexification of Nonlinear Programming Problems: An Applications-Oriented Survey, European Journal of Operational Research, Vol. 15, pp. 382–392, 1984.
Li, D., Zero Duality Gap for a Class of Nonconvex Optimization Problems, Journal of Optimization Theory and Applications, Vol. 85, pp. 309–324, 1995.
Madden, P., Concavity and Optimization in Microeconomics, Basil Blackwell, Oxford, England, 1986.
Author information
Authors and Affiliations
Rights and permissions
About this article
Cite this article
Li, D., Biswal, M.P. Exponential Transformation in Convexifying a Noninferior Frontier and Exponential Generating Method. Journal of Optimization Theory and Applications 99, 183–199 (1998). https://doi.org/10.1023/A:1021708412776
Issue Date:
DOI: https://doi.org/10.1023/A:1021708412776