Anchor points in multiobjective optimization: definition, characterization and detection
Javad Koushki, Majid Soleimani-damaneh · Optimization methods & software · 2018
In this paper, we introduce the anchor point notion for multiobjective optimization problems. These points are special properly efficient points. We characterize anchor points via some theorems. The theoretical results lead to two tests which are able to recognize whether a given feasible point is an anchor point or not. One of these tests works by solving several linear programming problems and another one is done by solving a single mixed-integer programming problem. We compare the obtained procedures by implementing them on various randomly generated numerical examples. Some discussions about the density and connectedness of the set of nonanchor points are provided as well.