Nonlinear multiple objective optimization: An algorithm and some theory (Q1196170)

This paper develops an algorithm and the necessary theory for extending Zionts' and Wallenius' interactive methods to the case of concave objective and value functions and convex feasible regions. This paper presents the necessary conditions for optimality and the proof of the convergence. The authors discussed briefly also the more general case of nonlinear objective functions and nonconvex feasible regions and concave value functions. The authors have proposed modifications of their method for problems with nonconvex feasible regions and nonlinear objective functions.