Article ID: | iaor1992313 |
Country: | Germany |
Volume: | 35 |
Start Page Number: | 175 |
End Page Number: | 184 |
Publication Date: | May 1991 |
Journal: | Mathematical Methods of Operations Research (Heidelberg) |
Authors: | Borwein J.M., Zhuang D.M. |
The authors establish a Lagrange Multiplier Theorem for super efficient in convex vector optimization and express super efficiency solutions as saddle points of appropriate Lagrangian functions. An example is given to show that the boundedness of the base of the ordering cone is essential for the existence of super efficient points.