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Authors: TRAIAN IONUŢ LUCA, DOREL I. DUCA.
In this article we study approximation methods for solving bi-criteria optimization problems. Initial problem is approximated by a new one consisting of the second order approximation of feasible set and components of objective function might be initial function, first or second approximation of it. Conditions such that efficient solution of the approximate problem will remain efficient for initial problem and reciprocally are studied. Numerical examples are developed to emphasize the importance of these conditions.
Keywords: Efficient solution, bi-criteria optimization, η-approximation, invex and incave function.
