Saddle Points and Pareto Points in Multiple Objective Programming

  • In this paper relationships between Pareto points and saddle points in multiple objective programming are investigated. Convex and nonconvex problems are considered and the equivalence between Pareto points and saddle points is proved in both cases. The results are based on scalarizations of multiple objective programs and related linear and augmented Lagrangian functions. Partitions of the index sets of objectives and constranints are introduced to reduce the size of the problems. The relevance of the results in the context of decision making is also discussed.

Export metadata

  • Export Bibtex
  • Export RIS

Additional Services

Share in Twitter Search Google Scholar
Author:Matthias Ehrgott, Margaret M. Wiecek
URN (permanent link):urn:nbn:de:hbz:386-kluedo-4737
Serie (Series number):Report in Wirtschaftsmathematik (WIMA Report) (30)
Document Type:Preprint
Language of publication:English
Year of Completion:1999
Year of Publication:1999
Publishing Institute:Technische Universität Kaiserslautern
Tag:Lagrangian Functions; Multiple Objective Programs ; Pareto Points ; Saddle Points
Faculties / Organisational entities:Fachbereich Mathematik
DDC-Cassification:510 Mathematik
MSC-Classification (mathematics):90C26 Nonconvex programming, global optimization
90C29 Multi-objective and goal programming

$Rev: 12793 $