Efficient points are obtained for cone-ordered maximizations in n R using the method of scalarization.Various scalarizations are presented for ordering cones in general and then for the important special case of polyhedral cones.For polyhedral cones, it is shown how to find vectors in the positive dual cone that are needed for a scalarized objective function.Instructive examples are presented.
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Herbert W. Corley (2017) studied this question.
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