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Charnes–Cooper scalarization and convex vector optimization

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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.

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Correspondence to Joydeep Dutta.

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Kesarwani, P., Dutta, J. Charnes–Cooper scalarization and convex vector optimization. Optim Lett 15, 833–846 (2021). https://doi.org/10.1007/s11590-019-01502-0

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