Abstract
Over the past decade, numerous approaches have been put forward to address multi-objective optimization problems-focusing on approximating proper efficient solutions instead of the efficient solutions. These methods are important because, according to Geoffrion’s conjecture, proper non-dominated solutions constitute a dense subset of the non-dominated solution set. In the current study, first, using the definition of Kuhn-Tucker’s proper efficiency, we present a linear subproblem that investigates the proper efficiency of a randomly selected feasible point. Additionally, the relationship between the different types of solutions to this sub-problem and the proper efficient solutions of the main problem has been analyzed. Next, we presented another sub-problem that upgrades the first sub-problem to a scalarization method to verify the efficiency of an arbitrary feasible point. Finally, we conducted an in-depth analysis of the interaction between the solutions of this upgraded sub-problem and the critical points of the main problem.We also include examples to showcase how our results can be applied in practice.
Recommended Citation
Bavali, Javad and Basirzadeh, Hadi
(2026).
(R2140) Verifying the Proper Efficiency in Multi-objective Problems,
Applications and Applied Mathematics: An International Journal (AAM), Vol. 21,
Iss.
1, Article 22.
Available at:
https://digitalcommons.pvamu.edu/aam/vol21/iss1/22
Included in
Operations Research, Systems Engineering and Industrial Engineering Commons, Other Applied Mathematics Commons