Charnes-Cooper Scalarization and Convex Vector Optimization
Optimization and Control
2019-09-04 v1
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.
Keywords
Cite
@article{arxiv.1909.00710,
title = {Charnes-Cooper Scalarization and Convex Vector Optimization},
author = {Poonam Kesarwani and Joydeep Dutta},
journal= {arXiv preprint arXiv:1909.00710},
year = {2019}
}