A saddle-point characterization of Pareto optima

DOI10.1007/BF01582213zbMath0822.90118MaRDI QIDQ1340067

V. Pereyra

Publication date: 11 December 1994

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

zbMATH Keywords

multiobjective optimization; necessary and sufficient condition; subgradients; finite-dimensional vectorial optimization; Pareto minimum points

Mathematics Subject Classification ID

90C25: Convex programming

90C29: Multi-objective and goal programming

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

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