Vector optimization and generalized Lagrangian duality

DOI10.1007/BF02032078zbMath0822.90119OpenAlexW1984370382MaRDI QIDQ1339225

Malgorzata M. Wiecek, Matthew L. TenHuisen

Publication date: 1 December 1994

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02032078

zbMATH Keywords

Lagrange dualityconvex vector optimization\(\varepsilon\)-constrained scalarization technique

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29)

Related Items (4)

Multiple-objective approximation of feasible but unsolvable linear complementarity problems ⋮ Retrieval and use of the balance set in multiobjective global optimization ⋮ Efficiency and approachability of nonconvex bicriteria programs ⋮ Saddle points and Pareto points in multiple objective programming

Cites Work

• On the completeness and constructiveness of parametric characterizations to vector optimization problems
• Multiple-objective programming with polynomial objectives and constraints
• A generalized Lagrangian function and multiplier method
• Existence of efficient solutions for vector maximization problems
• Application of multiobjective optimization in aircraft control systems design
• Proper efficiency and the theory of vector maximization
• Use of exact penalty functions to determine efficient decisions
• An interactive weighted Tchebycheff procedure for multiple objective programming
• Generalized Penalty-Function Concepts in Mathematical Optimization
• Extensions of Lagrange Multipliers in Nonlinear Programming
• Geometry and resolution of duality gaps
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