Geoffrion proper efficiency in an infinite dimensional space

Kristin Winkler · Optimization · 2004

We present a generalization of Geoffrions proper efficiency in the space of continuous real-valued functions on a compact set T. As an important advantage, our definition keeps the componentwise structure used in the original definition. Further, we investigate the relations between our generalized Geoffrion proper efficiency and other types of proper efficiency such as those of Borwein and Benson or points received via linear scalarization.

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