Charnes-Cooper Scalarization and Convex Vector Optimization
Poonam Kesarwani, Joydeep Dutta
TL;DR
This paper introduces a new scalarization-based approach using Charnes-Cooper technique to characterize Pareto minimizers and develop an efficient algorithm for convex vector optimization, supported by numerical examples.
Contribution
It develops KKT conditions for Pareto minimizers and proposes a simple, efficient algorithm for convex vector optimization problems using scalarization.
Findings
Effective characterization of Pareto minimizers
Development of a simple, efficient algorithm
Numerical examples demonstrating algorithm performance
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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