Showing 1 - 10 of 21
A class of scalarizations is studied in order to characterize weakly efficient, efficient and properly efficient points of a non convex vector problem.A parallelism is established between the different solutions of the scalarized problem and the various efficient frontiers.In particular,...
Persistent link: https://www.econbiz.de/10005827391
are based on the well-known Markowitz model, yet imposing scalarization on the components of the objective function. …
Persistent link: https://www.econbiz.de/10005827599
 is chosen as scalarization, the upper bound can be improved to <InlineEquation ID="IEq5"> <EquationSource Format="TEX">$$2 |Z …
Persistent link: https://www.econbiz.de/10011240893
presented and their properties are discussed. The scalarization approach suggested in the paper does not require convexity and …
Persistent link: https://www.econbiz.de/10011151249
using a class of scalar problems. Having a vectorial problem, the scalarization technique we use allows us to construct a …
Persistent link: https://www.econbiz.de/10010759153
This paper is focused on approximate ( $$\varepsilon$$ -efficient) solutions of multiobjective mathematical programs. We introduce a new $$\varepsilon$$ -efficiency concept which extends and unifies different notions of approximate solution defined in the literature. We characterize these...
Persistent link: https://www.econbiz.de/10010759222
The aim of this paper is to characterize in terms of classical convexity and quasiconvexity of extended real-valued functions those set-valued maps which are K-convex or K-quasiconvex with respect to a convex cone K. In particular, we recover some known characterizations of K-convex and...
Persistent link: https://www.econbiz.de/10010759587
This paper compares dierent centralized collective models for maximizing the utility of a household from the point of view of the single members that compose it. We describe the collective maximization program as a vector optimization problem and analyze the household welfare and Pareto...
Persistent link: https://www.econbiz.de/10010729307
generalized strong vector equilibrium problem with setvalued mappings by using a scalarization method and a density result. The …
Persistent link: https://www.econbiz.de/10010845785
In multicriteria optimization, several objective functions have to be minimized simultaneously. For this kind of problem, approximations to the whole solution set are of particular importance to decision makers. Usually, approximating this set involves solving a family of parameterized...
Persistent link: https://www.econbiz.de/10010847904