A new scheme for approximating the weakly efficient solution set of vector rational optimization problems

Abstract

In this paper, we provide a new scheme for approximating the weakly efficient solution set for a class of vector optimization problems with rational objectives over a feasible set defined by finitely many polynomial inequalities. More precisely, we present a procedure to obtain a sequence of explicit approximations of the weakly efficient solution set of the problem in question. Each approximation is the intersection of the sublevel set of a single polynomial and the feasible set. To this end, we make use of the achievement function associated with the considered problem and construct polynomial approximations of it over the feasible set from above. Remarkably, the construction can be converted to semidefinite programming problems. Several nontrivial examples are designed to illustrate the proposed new scheme.