Two characterizations of Pareto minima in convex multicriteria optimization. (English) Zbl 0549.90085

Summary: We give two conditions, each of which is both necessary and sufficient for a point to be a global Pareto minimum. The first one is obtained by studying programs where each criterion appears as a single objective function, while the second one is given in terms of a ”restricted Lagrangian”. The conditions are compared with the familiar characterization of properly efficient and weakly efficient points of Karlin and Geoffrion.


90C31 Sensitivity, stability, parametric optimization
90C25 Convex programming
Full Text: DOI EuDML


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