scientific article; zbMATH DE number 14898

Publication date 25 June 1992

duality theorems symmetric dual multiobjective programming

Duality theory (optimization) (49N15) Multi-objective and goal programming (90C29) Sensitivity, stability, parametric optimization (90C31) Fractional programming (90C32)

Review text

Weak and strong duality theorems are proved for the following pair of symmetric dual multiobjective programming problems: Primal: minimize \((n_ 1(x,y)/d_ 1(x,y),\ldots,n_ k(x,y)/d_ k(x,y))'\) \[ \text{subject to }\sum_{i=1}^ k\omega_ i(d_ i\nabla_ y n_ i- n_ i\nabla_ y d_ i)\leq 0, \] \[ y^ t\sum_{i=1}^ k\omega_ i(d_ i\nabla_ y n_ i-n_ i\nabla_ y d_ i)\geq 0,\quad \omega>0,\quad \omega^ t e=1,\quad x\geq 0; \] Dual: maximize \((n_ 1(u,v)/d_ 1(u,v),\ldots,n_ k(u,v)/d_ k(u,v))^ t\) \[ \text{subject to }\sum_{i=1}^ k\omega_ i(d_ i\nabla_ x n_ i- n_ i\nabla_ x d_ i)\geq 0, \] \[ u^ t\sum_{i=1}^ k\omega_ i(d_ i\nabla_ x n_ i-n_ i\nabla_ x d_ i)\leq 0,\quad \omega >0,\quad \omega^ t e=1,\quad v\geq 0, \] where \(e=(1,1,\ldots,1)^ t\in R^ k\). All functions are defined on \(R^ n\times R^ m\) and are assumed to be twice differentiable, with the partial mappings \(n_ i(.,y)\), \(d_ i(x,.)\), \(-n_ i(x,.)\), \(-d_ i(.,y)\) being convex. This duality theory can be applied to the standard problem: minimize \((f_ 1(x)/g_ 1(x),\ldots,f_ k(x)/g_ k(x))'\), subject to \(h(x)\leq 0\), \(x\geq 0\), since it is equivalent to the primal problem obtained by taking \(n_ i(x,y)=f_ i(x)+y^ t h(x)\) and \(d_ i(x,y)=g_ i(x)\) \((i=1,\ldots,k)\), with \(h: R^ n\to R^ m\) and \(g_ i: R^ n\to R\).

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