On Efficient Solutions to Multiple Objective Mathematical Programs

This note develops properties of quasi-efficient solutions and explores interrelationships to the classical concept of efficiency. In particular, a point is a quasi-efficient solution to a multiple objective mathematical program if and only if it is an optimal solution to a scalar maximum problem for some set of nonnegative weights on the objectives. This result is then used to characterize the set of quasi-efficient solutions as the union of efficient solutions to a multiple objective problem over all nonempty subsets of the objectives.

• 저널Management Science · 30(11) · 1346–1349
• 토픽Optimization and Mathematical Programming · Control and Systems Engineering
• DOI10.1287/mnsc.30.11.1346
• 저자Timothy J. Lowe, Jacques‐François Thisse, James E. Ward, R. E. Wendell