Geometric duality for convex vector optimization problems

MaRDI QIDQ2850733zbMATH OpenFDO

Authors Frank Heyde

Publication date 30 September 2013

Published in Journal of Convex Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1109.3592, http://www.heldermann.de/JCA/JCA20/JCA203/jca20044.htm

zbMATH Keywords

Dupin indicatrixgeometric duality theoryLegendre-Fenchel conjugatesecond-order subdifferentialvector optimization

Mathematics Subject Classification ID

Convex sets in (n) dimensions (including convex hypersurfaces) (52A20) Convex functions and convex programs in convex geometry (52A41) Multi-objective and goal programming (90C29) Optimality conditions and duality in mathematical programming (90C46)

Abstract: Geometric duality theory for multiple objective linear programming problems turned out to be very useful for the development of efficient algorithms to generate or approximate the whole set of nondominated points in the outcome space. This article extends the geometric duality theory to convex vector optimization problems.

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Cited in

(18)

• Tractability of convex vector optimization problems in the sense of polyhedral approximations
• Set Optimization—A Rather Short Introduction
• Linear vector optimization and European option pricing under proportional transaction costs
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• Geometric Duality in Multiple Objective Linear Programming
• The attainment of the solution of the dual program in vertices for vectorial linear programs
• Duality in geometric vector optimization
• Primal and dual approximation algorithms for convex vector optimization problems
• Generalized duality and the geometry of linear programming
• scientific article; zbMATH DE number 1419376 (Why is no real title available?)
• Geometric duality and parametric duality for multiple objective linear programs are equivalent
• Multiobjective problems of convex geometry
• Symmetry in the duality theory for vector optimization problems
• Geometric Duality Results and Approximation Algorithms for Convex Vector Optimization Problems
• Algorithms to Solve Unbounded Convex Vector Optimization Problems
• Benson type algorithms for linear vector optimization and applications
• Geometric consideration of duality in vector optimization
• Geometric programming and dual entropy-optimization problem

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