Conjugate duality for multiobjective composed optimization problems

Given a multiobjective optimization problem with the components of the objective function as well as the constraint functions being composed convex functions, we introduce, by using the Fenchel-Moreau conjugate of the functions involved, a suitable dual problem. Under a standard constraint qualifica...

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Veröffentlicht in:Acta mathematica Hungarica 2007-08, Vol.116 (3), p.177-196
Hauptverfasser: Boţ, R. I., Vargyas, E., Wanka, G.
Format: Artikel
Sprache:eng
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Zusammenfassung:Given a multiobjective optimization problem with the components of the objective function as well as the constraint functions being composed convex functions, we introduce, by using the Fenchel-Moreau conjugate of the functions involved, a suitable dual problem. Under a standard constraint qualification and some convexity as well as monotonicity conditions we prove the existence of strong duality. Finally, some particular cases of this problem are presented.
ISSN:0236-5294
1588-2632
DOI:10.1007/s10474-007-4273-0