On the properly efficient points of nonconvex sets

On the properly efficient points of nonconvex sets

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Article ID: iaor19981983
Country: Netherlands
Volume: 86
Issue: 2
Start Page Number: 332
End Page Number: 336
Publication Date: Oct 1995
Journal: European Journal of Operational Research
Authors:
Abstract:

In this note we give a negative answer to the question of Belkezis and Pirlot's paper: whether a supported properly efficient point of a compact set Z⊆Rn can be obtained as an optimal solution of the problem max{⟨λ, z⟩:z∈Z} with a strictly positive vector λ∈Rn. A discussion on characterizations of properly efficient points and supported points of an arbitrary set is addressed.

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