A New Approach to a Multicriteria Optimization Problem

We present a new approach to a multicriteria optimization problem, where the objective and the constraints are linear functions. From an equivalent equilibrium problem, first suggested in 5,6,8], we show new characterizations of weakly efficient points based on the partial order induced by a nonempty closed convex cone in a finite-dimensional linear space, as in 7]. Thus, we are able to apply the analytic center cutting plane algorithm that finds equilibrium points approximately, by Raupp and Sosa 10], in order to find approximate weakly efficient solutions of MOP.