On Optimality Conditions for Multi-objective Problems with a Euclidean Cone of Preferences
Optimization and Control
2014-01-10 v1
Abstract
The paper suggests a new --- to the best of the author's knowledge --- characterization of decisions which are optimal in the multi-objective optimization problem with respect to a definite proper preference cone, a Euclidean cone with a prescribed angular radius. The main idea is to use the angle distances between the unit vector and points of utility space. A necessary and sufficient condition for the optimality in the form of an equation is derived. The first-order necessary optimality conditions are also obtained.
Keywords
Cite
@article{arxiv.1401.2070,
title = {On Optimality Conditions for Multi-objective Problems with a Euclidean Cone of Preferences},
author = {A. Y. Golubin},
journal= {arXiv preprint arXiv:1401.2070},
year = {2014}
}