The maximization of a function over the efficient set via a penalty function approach

The maximization of a function over the efficient set via a penalty function approach

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Article ID: iaor1999938
Country: Netherlands
Volume: 94
Issue: 1
Start Page Number: 143
End Page Number: 153
Publication Date: Oct 1996
Journal: European Journal of Operational Research
Authors:
Keywords: penalty functions
Abstract:

In this paper we present several equivalent mathematical programming formulations of the problem of maximizing a function over the efficient set, in the case of a polytopal feasible region and linear functions. Penalty function formulations and their properties are given. An examination is made of computational aspects, epsilon efficiency, the appropriateness of the original problem formulation, and of nonlinear extensions.

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