Necessary and Sufficient Conditions for a Pareto-Optimum in Convex Programming.

Abstract

Necessary and sufficient conditions for Pareto optimality are derived for problems involving convex criteria and convex constraints. For a wide class of convex functions, the characterization of Pareto optimality is given in terms of systems of linear programs, which, under suitable regularization conditions, reduce to a single linear program. The consideration of a system of linear programs and their duals leads naturally to a system of partial prices associated with a Pareto optimum. (Author)

Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1976
Accession Number
ADA022686

Entities

People

  • A. Ben-israel
  • A. Ben-tal
  • Abraham Charnes

Organizations

  • University of Texas at Austin

Tags

DTIC Thesaurus Topics

  • Applied Mathematics
  • Computer Programming
  • Convex Programming
  • Interdisciplinary Science
  • Linear Programming
  • Mathematical Programming
  • Mathematics
  • Operations Research

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Graph Algorithms and Convex Optimization.
  • Mathematical Modeling and Probability Theory.