Lagrange multipliers, duality, and sensitivity in set-valued convex programming via pointed processes (Q2116620)
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| Language | Label | Description | Also known as |
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| English | Lagrange multipliers, duality, and sensitivity in set-valued convex programming via pointed processes |
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Lagrange multipliers, duality, and sensitivity in set-valued convex programming via pointed processes (English)
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18 March 2022
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A new approach in Lagrangian duality for set-valued convex optimization problems defined on preordered normed spaces is proposed and investigated. The new theory uses pointed closed convex processes as dual variables. The existence of dual efficient solutions is shown to be closely related to the sensitivity of the primal problem. Some examples illustrate the theoretical achievements.
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Lagrange multiplier
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set-valued convex optimization
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process
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duality
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sensitivity
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