Isaac Scientific Publishing

Journal of Advances in Applied Mathematics

Scalarizations for Maximization with Respect to Polyhedral Cones

Download PDF (403.1 KB) PP. 151 - 163 Pub. Date: July 31, 2017

DOI: 10.22606/jaam.2017.23005

Author(s)

  • H.W Corley*
    Center On Stochastic Modeling, Optimization, & Statistics (COSMOS), The University of Texas at Arlington, Arlington, Texas, United States

Abstract

Efficient points are obtained for cone-ordered maximizations in Rn using the method of scalarization. Various scalarizations are presented for ordering cones in general and then for the important special case of polyhedral cones. For polyhedral cones, it is shown how to find vectors in the positive dual cone that are needed for a scalarized objective function. Instructive examples are presented.

Keywords

Multiobjective optimization, polyhedral cones, cone maximization, Pareto maximization, scalarization.

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