On Efficient Solutions to Multiple Objective Mathematical Programs
T. J. Lowe, J.-F. Thisse, J. E. Ward, R. E. Wendell
Management Science · 1984 · Volume 30 · Issue 11
Abstract
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.
Keywords
efficient solutions, mathematical programming, multiple objectives
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