Proper efficiency with respect to cones

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Abstract

Strict separation by a cone is used here to redefine proper efficiency. Two versions of the properness, which unify and generalize known definitions, are presented. Necessary and sufficient conditions for the existence of the set of properly efficient decisions and characterization of this set in terms of the supports of the decision set are given.

Original languageEnglish
Pages (from-to)387-407
Number of pages21
JournalJournal of Optimization Theory and Applications
Volume36
Issue number3
DOIs
StatePublished - Mar 1982

Keywords

  • Multicriteria optimization
  • cone separation
  • convex analysis

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