Fenchel duality theorem in multiobjective programming problems with set functions (Q1429341)

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.