Fenchel duality theorem in multiobjective programming problems with set functions (Q1429341)
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scientific article; zbMATH DE number 2064699
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| English | Fenchel duality theorem in multiobjective programming problems with set functions |
scientific article; zbMATH DE number 2064699 |
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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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0.92084503
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0.91699994
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0.91563404
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