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Introducing oblique norms into multiple criteria programming |
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| Authors: | Bernd Schandl Kathrin Klamroth Margaret M Wiecek |
| Institution: | (1) Department of Mathematical Sciences, Clemson University, Clemson, SC, USA;(2) Department of Computer Science and Mathematics, University of Applied Sciences Dresden, Dresden, Germany |
| Abstract: | We propose to use block norms to generate nondominated solutions of multiple criteria programs and introduce the new concept of the oblique norm that is specially tailored to handle general problems. We prove the equivalence of finding the properly nondominated solutions of a multiple criteria program and solving its scalarization by means of oblique norms. |
| Keywords: | Multiple criteria programming Oblique norms Block norms Properly nondominated solutions |
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