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 functionsconvex optimizationKKT conditionsmultiobjective optimizationnumerical 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.

Review text

The Charnes-Cooper scalarization method is employed for deriving Karush-Kuhn-Tucker type optimality conditions that completely characterize efficient (Pareto) solutions to convex vector optimization problems with geometrical constraints. An algorithm based on this technique is also proposed for solving convex vector optimization problems, with computational examples given in order to illustrate its usage.

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Cited in

(3)

• Constraint qualifications for Karush-Kuhn-Tucker conditions in multiobjective optimization
• Necessary optimality conditions for a semivectorial bilevel optimization problem via a revisited Charnes–Cooper scalarization
• Charnes-Cooper scalarization to non-smooth semivectorial bilevel optimization problems

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