Charnes-Cooper scalarization and convex vector optimization

DOI10.1007/S11590-019-01502-0zbMATH Open1471.90130arXiv1909.00710OpenAlexW2983632188WikidataQ126809039 ScholiaQ126809039MaRDI QIDQ828709FDOQ828709

Authors: Poonam Kesarwani, Joydeep Dutta 

Publication date: 5 May 2021

Published in: Optimization Letters (Search for Journal in Brave)

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.

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

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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)

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Cited In (1)

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

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