1. Trade-Off Ratio Functions for Linear and Piecewise Linear Multi-objective Optimization Problems
- Author
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Siming Pan, Shaokai Lu, Shengkun Zhu, and Kaiwen Meng
- Subjects
Mathematical optimization ,021103 operations research ,Control and Optimization ,Optimization problem ,Property (programming) ,Applied Mathematics ,0211 other engineering and technologies ,Solution set ,010103 numerical & computational mathematics ,02 engineering and technology ,Function (mathematics) ,Management Science and Operations Research ,01 natural sciences ,Multi-objective optimization ,Piecewise linear function ,Bounded function ,Theory of computation ,0101 mathematics ,Mathematics - Abstract
In this paper, we introduce the concept of trade-off ratio function, which is closely related to the well-known Geoffrion’s proper efficiency for multi-objective optimization problems, and investigate its boundedness property. For linear multi-objective optimization problems, we show that the trade-off ratio function is bounded on the efficient solution set. For piecewise linear multi-objective optimization problems, we show that all efficient solutions are always properly efficient in Borwein’s sense, and moreover, all efficient solutions are properly efficient in Geoffrion’s sense if and only if a recession condition holds. Finally, we provide an example to illustrate that the trade-off ratio function may be unbounded on the efficient solution set to piecewise linear multi-objective optimization problems, even if the recession condition holds, while it is bounded on the supported efficient solution set.
- Published
- 2020
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