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Normal cone method in solving linear multiobjective problems. (English) Zbl 1079.90598

Summary: We express optimality conditions for weakly efficient solutions of a linear multiobjective programming problem in terms of normal cones and give an algorithm for finding all weakly efficient solutions of the problem.

MSC:

90C29 Multi-objective and goal programming
90C46 Optimality conditions and duality in mathematical programming
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