A perturbation approach to vector optimization problems: Lagrange and Fenchel-Lagrange duality

DOI10.1007/S10957-022-02052-9zbMATH Open1493.49037arXiv2105.14312OpenAlexW3168285647MaRDI QIDQ2156398FDOQ2156398

Authors: Yanyan Li 

Publication date: 18 July 2022

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Abstract: In this paper we study the general minimization vector problem (P), concerning a perturbation mapping, defined in locally convex Hausdorff topological vector spaces where the "WInf" stands for the weak infimum with respect to an ordering generated by a convex cone $K$. Several representations of the epigraph of the conjugate mapping of the perturbation mapping are established. From these, variants vector Farkas lemmas are then proved. Armed with these basic tools, the {it dual} and the so-called {it loose dual problem} of (P) are defined, and then stable strong duality results between these pairs of primal-dual problems are established. The results just obtained are then applied to a general class (CCCV) of composed vector optimization problems with cone-constrained. For this classes of problems, four perturbation mappings are suggested. Each of these mappings yields several forms of vector Farkas lemmas and two forms of dual problems for (CCVP). Concretely, one of the suggested perturbation mapping give rises to well-known {it Lagrange} and {it loose Lagrange dual problems} for (CCVP) while each of the three others, yields two kinds of Fenchel-Lagrange dual problems for (CCVP). Stable strong duality for these pairs of primal-dual problems are proved. Several special cases of (CCVP) are also considered at the end of the paper, including: vector composite problems (without constraints), cone-constrained vector problems, and scalar composed problems. The results obtained in this papers when specified to the two concrete mentioned vector problems go some Lagrange duality results appeared recently, and also lead to new results on stable strong Fenchel-Lagrange duality results, which, to the best knowledge of the authors, appear for the first time in the literature.

Full work available at URL: https://arxiv.org/abs/2105.14312

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zbMATH Keywords

perturbation approachvector optimization problemsperturbation mappingsstable strong duality for vector problemsvector Farkas lemmas

Mathematics Subject Classification ID

Convex programming (90C25) Multi-objective and goal programming (90C29) Optimality conditions and duality in mathematical programming (90C46) Sensitivity, stability, parametric optimization (90C31) Programming in abstract spaces (90C48) Duality theory (optimization) (49N15)

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Cited In (10)

• A new approach to strong duality for composite vector optimization problems
• A new Fenchel dual problem in vector optimization
• New representations of epigraphs of conjugate mappings and Lagrange, Fenchel–Lagrange duality for vector optimization problems
• Fenchel-Lagrange duality and saddle-points for constrained vector optimization
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• Some further relations between unperturbational and perturbational dual optimization problems
• General duality in vector optimization
• Stability properties for parametric linear programs under data ambiguities

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