Mathematical Programming

, Volume 67, Issue 1–3, pp 77–88 | Cite as

A saddle-point characterization of Pareto optima

  • M. van Rooyen
  • X. Zhou
  • S. Zlobec
Article
Received:
Revised:

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.

AMS Subject Classification

90C25 90C29 

Keywords

Welfare economics Pareto optima Saddle point Lagrangian function 
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Copyright information

© The Mathematical Programming Society, Inc 1994

Authors and Affiliations

  • M. van Rooyen
    • 1
  • X. Zhou
    • 2
  • S. Zlobec
    • 2
  1. 1.Department of Computational and Applied MathematicsUniversity of the WitwatersrandJohannesburgSouth Africa
  2. 2.Department of Mathematics and StatisticsMcGill UniversityMontrealCanada

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