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Scalarizing functions for generating the weakly efficient solution set in convex multiobjective problems. (English) Zbl 1114.90115

Summary: A method that uses normal directions of convex sets is proposed to construct a sequence of scalarizing functions which generates all weakly efficient solutions of a convex multiobjective optimization problem. The convergence of the method is proven and some small-scale numerical examples are given.

MSC:

90C29 Multi-objective and goal programming
90C25 Convex programming
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