Article ID: | iaor2003791 |
Country: | Germany |
Volume: | 92 |
Issue: | 1 |
Start Page Number: | 141 |
End Page Number: | 151 |
Publication Date: | Jan 2002 |
Journal: | Mathematical Programming |
Authors: | Miettinen K., Mkel M.M. |
Trade-off information related to Pareto optimal solutions is important in multiobjective optimization problems with conflicting objectives. Recently, the concept of trade-off directions has been introduced for convex problems. These trade-offs are characterized with the help of tangent cones. Generalized trade-off directions for nonconvex problems can be defined by replacing convex tangent cones with nonconvex contingent cones. Here we study how the convex concepts and results can be generalized into a nonconvex case. Giving up convexity naturally means that we need local instead of global analysis.