Approximations of bi-criteria optimization problem
DOI:
https://doi.org/10.24193/subbmath.2018.4.10Keywords:
efficient solution, bi-criteria optimization, eta-approximation, invex and incave functionAbstract
In this article we study approximation methods for solving bi-criteria optimization problems. Initial problem is approximated by a new one
consisting of the second order approximation of feasible set and components of objective function might be initial function, first or
second approximation of it.
Conditions such that efficient solution of the approximate problem will remain efficient for initial problem and reciprocally are studied.
Numerical examples are developed to emphasize the importance of these conditions.
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