Abstract
The convexity of a noninferior frontier can be achieved in an appropriate equivalent objective space for general nonconvex multi-objective optimization problems. Specifically, this paper proves that applying thep-power to the objective functions can act as a convexification scheme for a noninferior frontier.
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Communicated by P. L. Yu
The author appreciates the discussions with Jian-Bo Yang and the comments from Yacov Y. Haimes.
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Li, D. Convexification of a noninferior frontier. J Optim Theory Appl 88, 177–196 (1996). https://doi.org/10.1007/BF02192028
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DOI: https://doi.org/10.1007/BF02192028