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Necessary and Sufficient Conditions for a Pareto Optimum in Convex Programming
A. Ben-Israel
A. Ben-Tal
A. Charnes
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.
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