This article develops a convex polyhedral cone-based preference modeling framework for decision making with multiple criteria which extends the classical notion of Pareto optimality and accounts for relative importance of the criteria. The decision maker's perception of the relative importance...

Algorithms generating piecewise linear approximations of the nondominated set for general, convex and nonconvex, multicriteria programs are developed. Polyhedral distance functions are used to construct the approximation and evaluate its quality. The functions automatically adapt to the problem...