Exact generation of epsilon-efficient solutions in multiple objective programming

摘要

It is a common characteristic of many multiple objective programming problems that the efficient solution set can only be identified in approximation: as this set often contains an infinite number of points, only a discrete representation can be computed, and due to numerical difficulties, each of these points itself might, in general, be only approximate to some efficient point. From among the various approximation concepts, this paper considers the notion of epsilon-efficient solutions and proposes several new methods for their generation. Supporting theoretical results are established and a numerical example is provided.