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 condition is assumed for the constraints or the objectives.
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Research partly supported by the Natural Sciences and Engineering Research Council of Canada.
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Contribution of this author is a part of her M.Sc. Thesis in Applied Mathematics.
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van Rooyen, M., Zhou, X. & Zlobec, S. A saddle-point characterization of Pareto optima. Mathematical Programming 67, 77–88 (1994). https://doi.org/10.1007/BF01582213
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DOI: https://doi.org/10.1007/BF01582213