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Acta Mathematica Vietnamica

NORMAL CONES TO A POLYHEDRAL CONVEX SET AND GENERATING EFFICIENT FACES IN LINEAR MULTIOBJECTIVE PROGRAMMING

NGUYEN THI BACH KIM, DINH THE LUC

Abstract

In this paper we describe the normal cones to a polyhedral convex set and their polarity with the faces of the set. Then we express optimaltity conditions in terms of negative normal cones and propose a method for generating efficient solution faces of a linear multiobjective programming problem together with some computational examples.