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9.2.1.1
Bicriteria Case
In this section we restrict ourselves to the bicriteria case, which, as will be seen later,
is the basis for solving the Q-criteria case. To this end, we are looking for the Pareto
solutions of the vector optimization problem in
2 ,
R
f 1 .x/ WD
w i i .x a i / ! ;
X
M
X
M
w i i .x a i /; f 2 .x/ WD
min
x2 R
2
iD1
iD1
where the weights w i are non negative (i D 1;:::;M; q D 1;2). The following
theorem provides a geometric characterization of the set
X Par .
X Par f 1 ;f 2 is a connected chain from
X .f 1 / to
X .f 2 /
Theorem 9.4
consisting of faces or vertices of cells, or complete cells.
X .f q / ¤; for q D 1;2 (see Puerto and Fernández
Proof First, we note that
X .f q / ¤; for q D 1;2. Therefore, we know that
X Par ¤; , so we can choose x 2
X Par \
2000 ). Moreover,
X Par . There exists at least one cell C 2
with
x 2 C. We can assume without loss of generality that C is bounded. We also note
that the functions f 1 and f 2 are linear within each cell (see Rodríguez-Chía et al.
2000 ). Given a set A, in what follows, conv(A), bd(A) and int(A) will denote the
convex hull, the boundary and the interior of the set A, respectively. Hence three
cases may occur:
C
X Par we obtain
Case 1: x 2 int.C/.Sincex 2
\
2
\
2
L .f q ;f q .x// D
L D .f q ;f q .x//
qD1
qD1
and by linearity of the median problem in each cell we have
\
2
\
2
L .f q ;f q .y// D
L D .f q ;f q .y// 8 y 2 C
qD1
qD1
X Par .
Case 2: x 2 ab WD conv. f a;b g / bd.C/ and a;b 2 Ext.C/. We can choose
y 2 int.C/ and two cases can occur:
Case 2.1: y 2
which means y 2
X Par 8 y 2 C, hence C
X Par . Hence we can continue as in Case 1.
X Par . Therefore using the linearity we first obtain
Case 2.2: y
\
2
\
2
L .f q ;f q . z // ¤
L D .f q ;f q . z // 8 z 2 int.C/:
qD1
qD1
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