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Keywords:
optimality conditions; properly efficient point; weakly efficient point; characterization of optimality; convex multicriteria optimization; global Pareto minimum; restricted Lagrangian
optimality conditions; properly efficient point; weakly efficient point; characterization of optimality; convex multicriteria optimization; global Pareto minimum; restricted Lagrangian
Summary:
Two conditions are given each of which is both necessary and sufficient for a point to be a global Pareto minimum. The first one is obtained by studying programs where each criterion appears as a single objective function, while the second one is given in terms of a "restricted Lagrangian". The conditions are compared with the familiar characterizations of properly efficient and weakly efficient points of Karlin and Geoffrion.
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