Two characterizations of Pareto minima in convex multicriteria optimization
Applications of Mathematics, Tome 29 (1984) no. 5, pp. 342-349
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Two conditions are given each of which is both necessary and sufficient for a point to be a global Pareto minimum. The first one is obtained by studying programs where each criterion appears as a single objective function, while the second one is given in terms of a "restricted Lagrangian". The conditions are compared with the familiar characterizations of properly efficient and weakly efficient points of Karlin and Geoffrion.
Two conditions are given each of which is both necessary and sufficient for a point to be a global Pareto minimum. The first one is obtained by studying programs where each criterion appears as a single objective function, while the second one is given in terms of a "restricted Lagrangian". The conditions are compared with the familiar characterizations of properly efficient and weakly efficient points of Karlin and Geoffrion.
DOI : 10.21136/AM.1984.104104
Classification : 90C25, 90C31
Keywords: optimality conditions; properly efficient point; weakly efficient point; characterization of optimality; convex multicriteria optimization; global Pareto minimum; restricted Lagrangian
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Zlobec, Sanjo. Two characterizations of Pareto minima in convex multicriteria optimization. Applications of Mathematics, Tome 29 (1984) no. 5, pp. 342-349. doi: 10.21136/AM.1984.104104

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