A saddle-point characterization of Pareto optima

A saddle-point characterization of Pareto optima

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Article ID: iaor19961405
Country: Netherlands
Volume: 67
Issue: 1
Start Page Number: 77
End Page Number: 88
Publication Date: Oct 1994
Journal: Mathematical Programming (Series A)
Authors: , ,
Keywords: programming: convex
Abstract:

This paper provides an answer to the following basic problem of convex multi-objective optimization: Find a saddle-point condition that is both necessary and sufficient that a given point be Pareto optimal. No regularity conditions is assumed for the constraints or the objectives.

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