A New Duality Approach to Solving Concave Vector Maximization Problems

A New Duality Approach to Solving Concave Vector Maximization Problems

We introduce a special class of monotonic functions with the help of support functions and polar sets, and use it to construct a scalarized problem and its dual for a vector optimization problem. The dual construction allows us to develop a new method for generating weak efficient solutions of a con...

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Veröffentlicht in:Journal of global optimization 2006-11, Vol.36 (3), p.401-423
Hauptverfasser: The, Luc Dinh, Quynh, Phong Thai, Michel, Volle
Format: Artikel
Sprache:eng
Schlagworte:
Methods
Operations research
Optimization techniques
Problem solving
Studies
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Zusammenfassung:We introduce a special class of monotonic functions with the help of support functions and polar sets, and use it to construct a scalarized problem and its dual for a vector optimization problem. The dual construction allows us to develop a new method for generating weak efficient solutions of a concave vector maximization problem and establish its convergence. Some numerical examples are given to illustrate the applicability of the method. [PUBLICATION ABSTRACT]
ISSN:0925-5001
1573-2916
DOI:10.1007/s10898-006-9018-z