In this paper, the decision problem with multi-objectives is considered, and the nondominated solutions associated with a polyhedral domination cone are discussed. The necessary and sufficient conditions for the solutions are given in the decision space rather than the objective space. The similarity of the solution conditions obtained in this article to the Kuhn-Tucker condition of a convex programming problem is examined. As an application of the solution condition, an algorithm to locate the set of all nondominated solutions is shown for the linear multi-objective decision problem.
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The author would like to thank the reviewer for his helpful comments.
Communicated by G. Leitmann
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Tamura, K., Miura, S. Necessary and sufficient conditions for local and global nondominated solutions in decision problems with multi-objectives. J Optim Theory Appl 28, 501–523 (1979). https://doi.org/10.1007/BF00932220
- Decision problems with multi-objectives
- nondominated solutions
- domination cones
- polar cones
- edge vectors