| Article ID: | iaor19921528 |
| Country: | United Kingdom |
| Volume: | 28 |
| Start Page Number: | 1 |
| End Page Number: | 11 |
| Publication Date: | Feb 1988 |
| Journal: | USSR Computational Mathematics and Mathematical Physics |
| Authors: | Zhadan V.G. |
A Lagrange function containing efficient criterion values is introduced for the constrained multicriterion optimization problem. This function is used to develop a solution procedure which is a generalization of the augmented Lagrange function method of non-linear programming. The validity of the method is proved and cases when it is useful for solving multicriterion minimization problems are described.