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Fenchel duality theorem in multiobjective programming problems with set functions
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    Fenchel duality theorem in multiobjective programming problems with set functions (English)
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    18 May 2004
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    This paper derives a Fenchel duality theorem for a multiobjective programming problem with set functions. For this purpose the authors firstly propose to characterize the convexity of a vector-valued set function (suitably defined) through its epigraph. Then, the notion of conjugate for a vector-valued convex/concave set function is introduced. Afterwards, a Fenchel-type duality theorem in a multiobjective programming problem with set functions is established.
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    set functions
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    Fenchel duality theorem
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