Convexification of a noninferior frontier

被引：4

作者：

Goh, CJ ^{[1
]}

Yang, XQ ^{[1
]}

机构：

[1] Univ Western Australia, Dept Math, Nedlands, WA 6009, Australia

来源：

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 1998年 / 97卷 / 03期

基金：

澳大利亚研究理事会;

关键词：

nonconvex vector optimization; weighted p-norm problems; efficient frontier;

D O I：

10.1023/A:1022654528902

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

In a recent paper by Li (Ref. 1), a scheme was proposed to convexify an efficient frontier for a vector optimization problem by rescaling each component of the vector objective functions by its p-power. For sufficiently large p, it was shown that the transformed efficient frontier is cone-convex; hence, the usual linear scalarization (or supporting hyperplane) method can be used to find the efficient solutions. An outstanding question remains: What is the minimum value of p such that the efficient frontier can be convexified? In this note, we answer the above question by deriving some theoretical lower bounds for p.

引用

页码：759 / 768

页数：10