Duality in nonlinear multiobjective programming using augmented Lagrangian functions

DOI10.1007/BF02192203zbMath0851.90107OpenAlexW2027847984MaRDI QIDQ1918292

Davinder Bhatia, Norma G. Rueda, Chanchal Singh

Publication date: 18 September 1996

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02192203

zbMATH Keywords

weak and strong duality theoremsPareto efficiencynonlinear multiobjective programmingvector-valued generalized Lagrangian

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Nonlinear programming (90C30)

Related Items (5)

Duality for set-valued multiobjective optimization problems. I: Mathematical programming ⋮ A survey of recent developments in multiobjective optimization ⋮ Duality and exact penalization for vector optimization via augmented Lagrangian ⋮ Weak-subdifferentials for vector functions and applications to multiobjective semi-infinite optimization problems ⋮ Saddle points and Pareto points in multiple objective programming

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• Proper efficiency and the theory of vector maximization
• Weak minimization and duality
• Duality for a Class of Nondifferentiable Multiple Objective Programming Problems
• Generalized Proper Efficiency in Multiobjective Programming
• On $\Phi $-Convexity in Extremal Problems
• Extensions of Lagrange Multipliers in Nonlinear Programming

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