Nonlinear scalarization in multiobjective optimization with a polyhedral ordering cone

Author:

Gutiérrez César1,Huerga Lidia2,Novo Vicente3

Affiliation:

1. Departamento de Matemática Aplicada, E.T.S. de Ingenieros de Telecomunicación; Universidad de Valladolid; Valladolid Spain

2. Departamento de Economía, Facultad de Ciencias Sociales y Jurídicas; Universidad Carlos III de Madrid; Madrid Spain

3. Departamento de Matemática Aplicada, E.T.S.I. Industriales; Universidad Nacional de Educación a Distancia; Madrid Spain

Funder

Ministerio de Economía y Competitividad

Publisher

Wiley

Subject

Management of Technology and Innovation,Management Science and Operations Research,Strategy and Management,Computer Science Applications,Business and International Management

Reference31 articles.

1. Coherent measures of risk;Artzner;Mathematical Finance,1999

2. An improved definition of proper efficiency for vector maximization with respect to cones;Benson;Journal of Mathematical Analysis and Applications,1979

3. Proper efficient points for maximizations with respect to cones;Borwein;SIAM Journal on Control and Optimization,1977

4. Super efficiency in vector optimization;Borwein;Transactions of the American Mathematical Society,1993

5. Proper efficiency in nonconvex multicriteria programming;Choo;Mathematics of Operations Research,1983

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