Conjugate duality for multiobjective composed optimization problems

نویسندگان

  • Gert Wanka
  • Radu Ioan Boţ
  • Emese Vargyas
چکیده

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 to it. 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.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Benson's algorithm for nonconvex multiobjective problems via nonsmooth Wolfe duality

‎In this paper‎, ‎we propose an algorithm to obtain an approximation set of the (weakly) nondominated points of nonsmooth multiobjective optimization problems with equality and inequality constraints‎. ‎We use an extension of the Wolfe duality to construct the separating hyperplane in Benson's outer algorithm for multiobjective programming problems with subdifferentiable functions‎. ‎We also fo...

متن کامل

A general approach for studying duality in multiobjective optimization

A general duality framework in convex multiobjective optimization is established using the scalarization with K-strongly increasing functions and the conjugate duality for composed convex cone-constrained optimization problems. Other scalarizations used in the literature arise as particular cases and the general duality is specialized for some of them, namely linear scalarization, maximum(-line...

متن کامل

A note on symmetric duality in vector optimization problems

In this paper, we establish weak and strong duality theorems for a pair of multiobjective symmetric dual problems. This removes several omissions in the paper "Symmetric and self duality in vector optimization problem, Applied Mathematics and Computation 183 (2006) 1121-1126".

متن کامل

Duality for multiobjective optimization problems with convex objective functions and D.C. constraints

In this paper we provide a duality theory for multiobjective optimization problems with convex objective functions and finitely many D.C. constraints. In order to do this, we study first the duality for a scalar convex optimization problem with inequality constraints defined by extended real-valued convex functions. For a family of multiobjective problems associated to the initial one we determ...

متن کامل

New Constraint Qualification and Conjugate Duality for Composed Convex Optimization Problems

We present a new constraint qualification which guarantees strong duality between a cone-constrained convex optimization problem and its Fenchel-Lagrange dual. This result is applied to a convex optimization problem having, for a given nonempty convex cone K , as objective function a K-convex function postcomposed with a K-increasing convex function. For this so-called composed convex optimizat...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2007