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 |
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Hauptverfasser: | , , |
Format: | Artikel |
Sprache: | eng |
Online-Zugang: | Volltext |
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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. |
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ISSN: | 0236-5294 1588-2632 |
DOI: | 10.1007/s10474-007-4273-0 |