Efficiency and Solution Approaches to Bicriteria Nonconvex Programs

A new nonlinear scalarization specially designed for bicriteria nonconvexprogramming problems is presented. The scalarization is based on generalizedLagrangian duality theory and uses an augmented Lagrange function. The newconcepts, q_i-approachable points and augmented duality gap, are introducedin order to determine the location of nondominated solutions with respect to aduality gap as well as the connectedness of the nondominated set.