We consider a general multiobjective optimization problem with five basic optimality principles: efficiency, weak and proper Pareto optimality, strong efficiency and lexicographic optimality. We generalize the concept of trade-off directions defining them as some optimal surface of appropriate cones. In convex optimization, the contingent cone can be used for all optimality principles except lexicographic...
Financed by the National Centre for Research and Development under grant No. SP/I/1/77065/10 by the strategic scientific research and experimental development program:
SYNAT - “Interdisciplinary System for Interactive Scientific and Scientific-Technical Information”.