Optimizing over the efficient set of a convex multiple objective problem: Two special cases 1

Abstract

Optimizing over the efficient set is a very hard and interesting task in multiple objective optimization. Besides, this problem has some important applications in finance, economics, engineering, and other fields. In this article, we propose convex programming procedures for solving the problem of minimizing a real function over the efficient set of a convex multiple objective programming problem in the two special cases. Preliminary computational experiments show that these procedures can work well.