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Optimization over the efficient set
Authors:Jerald P Dauer  Timothy A Fosnaugh
Institution:(1) Department of Mathematics, University of Tennessee at Chattanooga, 37403-2598 Chattanooga, TN, USA;(2) Mathematics and Computer Science, Emporia State University, Emporia, Kansas, USA
Abstract:This paper deals with the problem of maximizing a function over the efficient set of a linear multiple objective program. The approach is to formulate a biobjective program with an appropriate efficient set. The penalty function approach is motivated by an auxiliary problem due to Benson.
Keywords:Optimization  efficiency set  linear multiple objective programming  penalty function
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