Pareto-Optimal Linear Programming
Optimization and Control
2025-09-23 v1
Abstract
Pareto-optimality plays a central role in evaluating the efficiency of solutions to allocation problems, such as house allocation, school choice, and kidney exchange. We introduce a general linear programming problem subject to Pareto-optimality conditions, which we call Max-Pareto. Using the novel result that Pareto-optimal bipartite matchings are fractionally Pareto-optimal, we prove that Max-Pareto is -complete. We propose a bilinear programming formulation of Max-Pareto, and evaluate its computational performance on the problem of finding Pareto-optimal allocations of highest welfare.
Cite
@article{arxiv.2509.18073,
title = {Pareto-Optimal Linear Programming},
author = {Bart van Rossum and Twan Dollevoet},
journal= {arXiv preprint arXiv:2509.18073},
year = {2025}
}