Saddle Points and Pareto Points in Multiple Objective Programming

@article{Ehrgott2005SaddlePA,
  title={Saddle Points and Pareto Points in Multiple Objective Programming},
  author={Matthias Ehrgott and Margaret M. Wiecek},
  journal={Journal of Global Optimization},
  year={2005},
  volume={32},
  pages={11-33}
}
In this paper relationships between Pareto points and saddle points are studied in convex and nonconvex multiple objective programming. The analysis is based on partitioning the index sets of objectives and constraints and splitting the original problem into subproblems having a special structure. The results are based on scalarizations of multiple objective programs and related linear and augmented Lagrangian functions. In the nonconvex case, a saddle point characterization of Pareto points is… 

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