On Lagrangian duality in vector optimization: applications to the linear case
From MaRDI portal
Publication:1758031
DOI10.1007/s11590-011-0316-0zbMath1254.90216MaRDI QIDQ1758031
Publication date: 7 November 2012
Published in: Optimization Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11590-011-0316-0
90C29: Multi-objective and goal programming
90C46: Optimality conditions and duality in mathematical programming
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Pareto optimality, game theory and equilibria
- Theory of multiobjective optimization
- Duality for portfolio optimization with short sales
- Efficiency conditions and duality for a class of multiobjective fractional programming problems
- Theorems of the alternative and optimality conditions
- A survey of recent developments in multiobjective optimization
- Constrained optimization and image space analysis. Vol. 1: Separation of sets and optimality conditions
- Handbook of multicriteria analysis
- Encyclopedia of Optimization
- On some relations between a dual pair of multiple objective linear programs
- Scalarization and lagrange duality in multiobjective optimization
- On dual vector optimization and shadow prices