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arXiv · 1909.00710

Charnes-Cooper Scalarization and Convex Vector Optimization

Poonam Kesarwani·Joydeep Dutta
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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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Poonam Kesarwani, Joydeep Dutta. 2019-09-02. Charnes-Cooper Scalarization and Convex Vector Optimization. https://arxiv.org/abs/1909.00710

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