Multiobjective programming

Abstract

We present our view of the state of the art in multiobjective programming. After an introduction we formulate the multiobjective program (MOP) and define the most important solution concepts. We then summarize the properties of efficient and nondominated sets. In Section 4 optimality conditions are reviewed. The main part of the chapter consists of Sections 5 and 6 that deal with solution techniques for MOPs and approximation of efficient and nondominated sets. In Section 7 we discuss specially-structured problems including linear and discrete MOPs as well as selected nonlinear MOPs. In Section 8 we present our perspective on future research directions.