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Tangent and Normal Cones in Nonconvex Multiobjective Optimization

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Research and Practice in Multiple Criteria Decision Making

Part of the book series: Lecture Notes in Economics and Mathematical Systems ((LNE,volume 487))

Abstract

Trade-off information is important in multiobjective optimization. It describes the relationships of changes in objective function values. For example, in interactive methods we need information about the local behavior of solutions when looking for improved search directions.

Henig and Buchanan have generalized in Mathematical Programming 78(3), 1997 the concept of trade-offs in convex multiobjective optimization problems. With the help of tangent cones they define a cone of trade-off directions.

In this paper, we examine the possibility of extending the results of Henig and Buchanan for nonconvex multiobjective optimization problems. We carry out the generalization in the sense of Clarke’s nonconvex analysis.

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Miettinen, K., Mäkelä, M.M. (2000). Tangent and Normal Cones in Nonconvex Multiobjective Optimization. In: Haimes, Y.Y., Steuer, R.E. (eds) Research and Practice in Multiple Criteria Decision Making. Lecture Notes in Economics and Mathematical Systems, vol 487. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-57311-8_9

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  • DOI: https://doi.org/10.1007/978-3-642-57311-8_9

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-67266-1

  • Online ISBN: 978-3-642-57311-8

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