Charnes-Cooper scalarization and convex vector optimization

DOI10.1007/S11590-019-01502-0MaRDI QIDQ828709zbMATH OpenOpenAlexWikidataFDO

Authors Poonam Kesarwani, Joydeep Dutta

Publication date 5 May 2021

Published in Optimization Letters (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1909.00710

zbMATH Keywords

convex optimizationconvex functionsmultiobjective optimizationKKT conditionsnumerical algorithmsscalarization techniques

Mathematics Subject Classification ID

Convex programming (90C25) Multi-objective and goal programming (90C29) Optimality conditions and duality in mathematical programming (90C46)

Abstract: Our aim in this article is two-fold. We use the Charnes-Cooper scalarization technique to develop KKT type conditions to completely characterize Pareto minimizers of convex vector optimization problems and further, we use that scalarization technique to develop a simple and efficient algorithm for convex vector optimization problems. Numerical examples are presented to illustrate the use of our algorithm.

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Cites work

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Cited in

(1)

• Constraint qualifications for Karush-Kuhn-Tucker conditions in multiobjective optimization

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