
doi: 10.1007/bf02591748
This paper deals with the characterization of the efficient set of a set \(Z\subseteq {\mathbb{R}}^ n\), further constrained by constraints \(g_ k(x)\leq 0\), \(1\leq k\leq p\), with respect to a multiple objective vector function \(f: {\mathbb{R}}^ n\to {\mathbb{R}}^ m\). This characterization is obtained by extending the usual scalar Lagrangean function to a vector Lagrangean function \(f_{\mu}=f-\mu g\), with \(\mu \in {\mathbb{R}}^ p\), \(\mu\geq 0\). If \(X=\{x\in Z:\) \(g_ k(x)\leq 0\), \(1\leq k\leq p\}\), the paper looks at the relationships between E(X,f) and \(E(Z,f_{\mu})\), where these sets are, respectively, the efficient sets of X with respect to f and of Z with respect to \(f_{\mu}.\) The first part of the paper deals with some elementary vector saddle point results. The middle part of the paper deals with four theorems producing similar results but under different analytic conditions on the functions f, g. Corollary 3 for example derives the following complete characterization of E(X,f). \(E(x,f)=\cup \{E^ 0(Z,f_{\mu}):\) \(\mu \in {\mathbb{R}}^ p\), \(\mu\geq 0\}\) where \(E^ 0(Z,f_{\mu})=\{x\in E(Z,f_{\mu}):\) \(\mu g(x)=0\}^ i.\)e. those members of \(E(Z,f_{\mu})\) which satisfy the complementary slackness condition. (Note that in Lemma 3, h should have been defined as \(h=(f,-g)).\) The final part deals with vector Lagrangean relaxation, and extends Everett's scalar Lagrangrean relaxation method to give the following result: \(E(Z,f_{\mu})=\cup \{E(X_ y,f):\) \(y\in E(Z,f_{\mu})\) for all \(\mu \in {\mathbb{R}}^ P\) and \(\mu\geq 0\}\) where \(X_ y=\{x\in Z:\) g(x)\(\leq g(y)\}\).
vector saddle point results, Management decision making, including multiple objectives, characterization of the efficient set, vector Lagrangean function, Sensitivity, stability, parametric optimization, vector Lagrangean relaxation, complementary slackness
vector saddle point results, Management decision making, including multiple objectives, characterization of the efficient set, vector Lagrangean function, Sensitivity, stability, parametric optimization, vector Lagrangean relaxation, complementary slackness
| selected citations These citations are derived from selected sources. This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically). | 18 | |
| popularity This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network. | Average | |
| influence This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically). | Top 10% | |
| impulse This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network. | Top 10% |
