Restricting the parameter set of the Pascoletti-Serafini scalarization

Document Type : ORO2013

Author

Faculty of Mathematics and Computer Sciences, Amirkabir University of Technology, No. 424, Hafez Ave, 15914, Tehran, Iran

Abstract

‎A common approach to determine efficient solutions of a multiple objective optimization problem‎ ‎is reformulating it to a parameter dependent scalar optimization problem‎. ‎This reformulation is called scalarization approach‎. Here, a well-known scalarization approach named Pascoletti-Serafini scalarization is considered‎. First, some difficulties of this scalarization are discussed and then removed by restricting the parameter set‎. A method is presented to convert a space ordered by a specific‎ ‎ordering cone to an equivalent space ordered by the natural ordering cone‎. ‎Utilizing the presented conversion‎, ‎all confirmed results and theorems for‎ ‎multiple objective optimization problems ordered by the natural‎ ‎ordering cone can be extended to multiple objective optimization‎ ‎problems ordered by specific ordering cones.

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Bulletin of the Iranian Mathematical Society
Volume 42, Issue 7 (Special Issue)
December 2016
Pages 89-112

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History

  • Receive Date: 08 March 2016
  • Revise Date: 13 June 2016
  • Accept Date: 14 December 2016

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