| Article ID: | iaor19912081 |
| Country: | Netherlands |
| Volume: | 10 |
| Issue: | 2 |
| Start Page Number: | 83 |
| End Page Number: | 86 |
| Publication Date: | Mar 1991 |
| Journal: | Operations Research Letters |
| Authors: | Geromel J.C., Ferreira P.A. Valente |
| Keywords: | programming: convex |
An upper bound on properly efficient solutions in multiobjective optimization is derived for the case of convex programs. The upper bound is derived through simple computations without solving any parametric problem. Further developments lead to a compact set that contains the whole set of properly efficient solutions with prescribed maximal rates of substitution.