Duality in Vector Optimization
From MaRDI portal
Recommendations
- Vector optimization and monotone operators via convex duality. Recent advances
- scientific article; zbMATH DE number 193898
- Conjugate duality in constrained set-valued vector optimization problems
- Duality for vector optimization problems via a general scalarization
- The duality on vector optimization problems
Cited in
(only showing first 100 items - show all)- Conjugate duality in convex optimization
- Conjugate duality in vector optimization
- Stable and total Fenchel duality for composed convex optimization problems
- Complete characterizations of robust strong duality for robust vector optimization problems
- Minimax rule for energy optimization
- Characterizations via linear scalarization of minimal and properly minimal elements
- Duality results for nonlinear single minimax location problems via multi-composed optimization
- Gap functions for quasi-variational inequalities via duality
- Necessary and sufficient conditions for strong Fenchel-Lagrange duality via a coupling conjugation scheme
- Geometry of the expected value set and the set-valued sample mean process
- Convergent hierarchy of SDP relaxations for a class of semi-infinite convex polynomial programs and applications
- On gap functions for nonsmooth multiobjective optimization problems
- Guaranteeing highly robust weakly efficient solutions for uncertain multi-objective convex programs
- Error bound results for convex inequality systems via conjugate duality
- Infimal convolution, c -subdifferentiability, and Fenchel duality in evenly convex optimization
- A double smoothing technique for solving unconstrained nondifferentiable convex optimization problems
- Mixed \(E\)-duality for \(E\)-differentiable vector optimization problems under (generalized) \(V\)-\(E\)-invexity
- An approach to -duality theorems for nonconvex semi-infinite multiobjective optimization problems
- Constraint qualifications for Karush-Kuhn-Tucker conditions in multiobjective optimization
- Duality in nonconvex vector optimization
- Min-sup-type zero duality gap properties for DC composite optimization problem
- Differential stability properties in convex scalar and vector optimization
- Decision making and games with vector outcomes
- Robust Pareto solutions for convex quadratic multiobjective optimization problems under data uncertainty
- Vector optimization w.r.t. relatively solid convex cones in real linear spaces
- Second-order cone programming relaxations for a class of multiobjective convex polynomial problems
- Sequential approximate weak optimality conditions for multiobjective fractional programming problems via sequential calculus rules for the Brøndsted-Rockafellar approximate subdifferential
- A perturbation approach to vector optimization problems: Lagrange and Fenchel-Lagrange duality
- Duality in balance optimization subset selection
- Duality results for interval-valued pseudoconvex optimization problem with equilibrium constraints with applications
- Second-order optimality conditions for efficiency in \(C^{1,1}\)-smooth quasiconvex multiobjective programming problem
- Lagrange duality in set optimization
- Characterizations of \(\varepsilon\)-duality gap statements for composed optimization problems
- Strong and total Fenchel dualities for robust convex optimization problems
- A Fenchel-Moreau-Rockafellar type theorem on the Kantorovich-Wasserstein space with applications in partially observable Markov decision processes
- New Farkas-type results for vector-valued functions: a non-abstract approach
- Valuation and pricing of electricity delivery contracts: the producer's view
- Primal-dual optimization conditions for the robust sum of functions with applications
- Convex risk minimization via proximal splitting methods
- Farkas-type results for vector-valued functions with applications
- A Lagrange duality approach for multi-composed optimization problems
- Proper or weak efficiency via saddle point conditions in cone-constrained nonconvex vector optimization problems
- A proximal method for solving nonlinear minmax location problems with perturbed minimal time functions via conjugate duality
- Characterizations of \(\varepsilon\)-duality gap statements for constrained optimization problems
- Bouligand-Severi tangents in MV-algebras.
- Scaling-invariant maximum margin preference learning
- Preconditioned three-operator splitting algorithm with applications to image restoration
- Convex robust sum optimization problems with conic and set constraints: duality and optimality conditions revisited
- Set Optimization—A Rather Short Introduction
- On biconjugates of infimal functions
- On the use of the quasi-relative interior in optimization
- Gap functions for generalized vector equilibrium problems via conjugate duality and applications
- Solution smoothness of ill-posed equations in Hilbert spaces: four concepts and their cross connections
- Vector optimization and monotone operators via convex duality. Recent advances
- The differential semantics of Łukasiewicz syntactic consequence
- Conjugate duality in constrained set-valued vector optimization problems
- Duality for vector optimization problems via a general scalarization
- A Fenchel-Rockafellar duality theorem for set-valued optimization
- Inertial forward–backward methods for solving vector optimization problems
- Duality results for extended multifacility location problems
- scientific article; zbMATH DE number 3886629 (Why is no real title available?)
- Solving monotone inclusions involving parallel sums of linearly composed maximally monotone operators
- Quadratic scalarization for decomposed multiobjective optimization
- scientific article; zbMATH DE number 7399392 (Why is no real title available?)
- On duality for mathematical programs with vanishing constraints
- Duality for nonsmooth optimization problems with equilibrium constraints, using convexificators
- Revisiting the construction of gap functions for variational inequalities and equilibrium problems via conjugate duality
- Generalized fractal transforms and self-similar objects in cone metric spaces
- Surrogate duality for vector optimization
- Sensitivity analysis for a Lagrange dual problem to a vector optimization problem
- Theory of Duality in Mathematical Programming
- Bouligand-Severi k-tangents and strongly semisimple MV-algebras.
- scientific article; zbMATH DE number 193898 (Why is no real title available?)
- Saddle points and scalarizing sets in multiple objective linear programming
- Asymptotic closure condition and Fenchel duality for DC optimization problems in locally convex spaces
- scientific article; zbMATH DE number 2006093 (Why is no real title available?)
- Duality for an extended equilibrium problem
- scientific article; zbMATH DE number 3998611 (Why is no real title available?)
- Applications of convex analysis within mathematics
- The duality on vector optimization problems
- An algorithm to solve polyhedral convex set optimization problems
- Lagrange duality, stability and subdifferentials in vector optimization
- Duality and gap function for generalized multivalued \(\varepsilon\)-vector variational inequality
- Existence results for generalized -vector equilibrium problems
- A Fenchel-Moreau theorem for \bar L^0-valued functions
- On the acceleration of the double smoothing technique for unconstrained convex optimization problems
- On the intrinsic core of convex cones in real linear spaces
- Moreau Envelope of Supremum Functions with Applications to Infinite and Stochastic Programming
- A new approach to strong duality for composite vector optimization problems
- Abstract convexity of set-valued topical functions with application in DC-type optimization
- Formulation and properties of a divergence used to compare probability measures without absolute continuity
- (f,)-divergences: interpolating between f-divergences and integral probability metrics
- Algebraic core and convex calculus without topology
- Sequential Pareto subdifferential multi-composition rule and application to multiobjective minimax location problems
- On the stability of approximate solutions to set-valued equilibrium problems
- New duality results for evenly convex optimization problems
- Characterizations of approximate duality and saddle point theorems for nonsmooth robust vector optimization
- On the Fritz John saddle point problem for differentiable multiobjective optimization
- Near equality and almost convexity of functions with applications to optimization and error bounds
- A set-valued Lagrange theorem based on a process for convex vector programming
This page was built for publication: Duality in Vector Optimization
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3181987)
