Optimality condition and duality in multi objective programming with generalized (φ,ρ)-univexity

On optimality and duality for multiple-objective optimization under generalized type I univexity

OPTIMALITY AND DUALITY FOR MULTIOBJECTIVE FRACTIONAL PROGRAMMING PROBLEMS WITH n-SET FUNCTIONS AND GENERALIZED V -TYPE-I UNIVEXITY

Problems of multiobjective optimization are widespread in mathematical modelling of real world systems for a very broad range of applications. In particular, several classes of multiobjective problems with set and n-set functions have been the subject of several papers in the last few decades. For a historical survey of optimality conditions and duality for programming problems involving set an...

Duality of Multi-objective Programming

The convexity theory plays an important role in many aspects of mathematical programming. In recent years, in order to relax convexity assumption, various generalized convexity notions have been obtained. One of them is the concept of ) , ( r p B− invexity defined by T.Antczak [1], which extended the class of B − invex functions with respect toη and b and the classes of ) , ( r p invex function...

Second - Order Duality for Nondifferentiable Multiobjective Programming Involving ( , Ρ ) - Univexity

The concepts of ( , ρ)-invexity have been given by Carsiti,Ferrara and Stefanescu[32]. We consider a second-order dual model associated to a multiobjective programming problem involving support functions and a weak duality result is established under appropriate second-order ( , ρ)-univexity conditions. AMS 2002 Subject Classification: 90C29, 90C30, 90C46.

Duality and optimality in multistagestochastic programming

A model of multistage stochastic programming over a scenario tree is developed in which the evolution of information states, as represented by the nodes of a scenario tree, is supplemented by a dynamical system of state vectors controlled by recourse decisions. A dual problem is obtained in which multipliers associated with the primal dynamics are price vectors that are propagated backward in t...