A saddle-point characterization of Pareto optima (Q1340067)

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A saddle-point characterization of Pareto optima
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    A saddle-point characterization of Pareto optima (English)
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    11 December 1994
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    This paper offers a necessary and sufficient condition which characterizes the Pareto minimum points through the agency of saddle points for the following multiobjective optimization problems \[ \text{Min}\{\Phi^ k(x): k= 1,\dots q\},\quad\text{s.t.}\quad f^ i(x)\leq 0,\quad i= 1,\dots, m,\tag{MP} \] where the objective \(\Phi^ k: \mathbb{R}^ n\to \mathbb{R}\) \((k= 1,\dots, q)\) and the constraints \(f^ i: \mathbb{R}^ n\to \mathbb{R}\), \(i= 1,\dots, m\). The authors give also a characterization of Pareto minimum points for the above type of finite- dimensional vectorial optimization programs using the subgradients. Generalizations of the indicated theorems for vectorial optimizations problems with multifunctions may be found in the book of \textit{G. Isac} and the reviewer [`The best of approximation and optimization in locally convex spaces' (1993; Zbl 0776.41023)].
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    necessary and sufficient condition
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    Pareto minimum points
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    multiobjective optimization
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    finite-dimensional vectorial optimization
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    subgradients
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