Scalarizing Functions for Generating the Weakly Efficient Solution Set in Convex Multiobjective Problems
Dinh The Luc, Thai Quynh Phong, Michel Volle · SIAM Journal on Optimization · 2005
A method that uses normal directions of convex sets is proposed to construct a sequence of scalarizing functions which generates all weakly efficient solutions of a convex multiobjective optimization problem. The convergence of the method is proven and some small-scale numerical examples are given.