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arXiv · 1401.2070

On Optimality Conditions for Multi-objective Problems with a Euclidean Cone of Preferences

A. Y. Golubin
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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.

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A. Y. Golubin. 2014-01-09. On Optimality Conditions for Multi-objective Problems with a Euclidean Cone of Preferences. https://arxiv.org/abs/1401.2070

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