A saddle-point characterization of Pareto optima

DOI10.1007/BF01582213zbMath0822.90118OpenAlexW2011794233MaRDI QIDQ1340067

V. Pereyra

Publication date: 11 December 1994

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01582213

zbMATH Keywords

multiobjective optimizationnecessary and sufficient conditionsubgradientsfinite-dimensional vectorial optimizationPareto minimum points

Mathematics Subject Classification ID

Convex programming (90C25) Multi-objective and goal programming (90C29)

Related Items (12)

Higher Order Efficiency, Saddle Point Optimality, and Duality for Vector Optimization Problems ⋮ LFS functions in multi-objective programming ⋮ Goal-optimal Pareto solution of multiobjective linear programs and its computing with standard single objective LP software ⋮ Characterizing strict efficiency for convex multiobjective programming problems ⋮ On first order optimality conditions for vector optimization ⋮ Multiobjective DC programs with infinite convex constraints ⋮ Duality of nonscalarized multiobjective linear programs: dual balance, level sets, and dual clusters of optimal vectors. ⋮ Balance set and Pareto solutions in linear space with application to ongoing optimal resource allocation, investment planning, production, and control problems with multiple objectives ⋮ Set contraction algorithm for computing Pareto set in nonconvex nonsmooth multiobjective optimization ⋮ Asymptotic conditions for weak and proper optimality in infinite dimensional convex vector optimization ⋮ Saddle point criteria and Wolfe duality in nonsmooth (Φ, ρ)-invex vector optimization problems with inequality and equality constraints ⋮ Saddle points and Pareto points in multiple objective programming

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Coincidence properties of birth and death processes
• Characterizing optimality in mathematical programming models
• Vector-valued optimization problems in control theory. Transl. from the Russian by John L. Casti
• Global analysis and economics. III: Pareto Optima and price equilibria
• Global analysis and economics. VI: Geometric analysis of Pareto optima and price equilibria under classical hypotheses
• A simplified test for optimality
• A simple constraint qualification in convex programming
• Approximate saddle-point theorems in vector optimization
• Proper efficiency and the theory of vector maximization
• Necessary and Sufficient Conditions for a Pareto Optimum in Convex Programming

This page was built for publication: A saddle-point characterization of Pareto optima