General duality in vector optimization

General duality in vector optimization

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Article ID: iaor19942439
Country: Germany
Volume: 27
Start Page Number: 97
End Page Number: 119
Publication Date: Mar 1993
Journal: Optimization
Authors: ,
Abstract:

Vector minimization of a relation F valued in an ordered vector space under a constraint A consists in findings equ1,equ2, uch that equ3 is minimal in FA. To a family of vector minimization problems equ4, equ5 one to an associates a Lagrange relation equ6 where equ7 belongs arbitrary class equ8 of mappings, the main purpose being to recover solutions of the original problem from the vector minimization of the Lagrange relation for an appropriate equ9. This equ10 turns out to be a solution of a dual vector maximization problem. Characterizations of exact and approximate duality in terms of vector (generalized with respect to equ11)convexity and subdifferentiability are given. They extend the thoery existing in scalar optimization. Verifiable criteria for exact penalities are also provided.

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