Vector maximisation and lagrange multipliers

DOI10.1007/BF02591748MaRDI QIDQ3703667zbMATH OpenFDO

Authors D. J. White

Publication date 1985

Published in Mathematical Programming (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02591748

zbMATH Keywords

characterization of the efficient setcomplementary slacknessvector Lagrangean functionvector Lagrangean relaxationvector saddle point results

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Sensitivity, stability, parametric optimization (90C31)

Recommendations

• Characterizations of efficient sets by constrained objectives
• Publication:4735048
• Lagrange multipliers and saddle points in multiobjective programming
• scientific article; zbMATH DE number 4121755
• On efficient sets in vector maximum problems - A brief survey

Cites work

• A branch and bound method for multi-objective Boolean problems
• A Duality Theorem in Multiobjective Nonlinear Programming
• A generalized saddlepoint theory. Its application to duality theory for linear vector optimum problems
• A survey of multicriteria optimization or the vector maximum problem. I: 1776-1960
• Conjugate maps and duality in multiobjective optimization
• Convergence Conditions for Nonlinear Programming Algorithms
• Duality for Multiple Objective Convex Programs
• Duality for nonlinear multiple-criteria optimization problems
• Duality theory in multiobjective programming
• Generalized Lagrange Multiplier Method for Solving Problems of Optimum Allocation of Resources
• scientific article; zbMATH DE number 3614502 (Why is no real title available?)
• scientific article; zbMATH DE number 3433785 (Why is no real title available?)
• scientific article; zbMATH DE number 3894855 (Why is no real title available?)
• scientific article; zbMATH DE number 3225772 (Why is no real title available?)
• Letter to the Editor—A Note on the Generalized Lagrange Multiplier Solution to an Integer Programming Problem
• Management models and industrial applications of linear programming
• Multiobjective programming and penalty functions

Cited in

(14)

• Optimality and duality in fractional multiple objective programming involving semilocally preinvex and related functions.
• Vector Optimization with Infimum and Supremum
• Applied Bi-objective programs
• A class of nonconvex functions and mathematical programming
• Weak minimization and duality
• Generalised convexity and duality in multiple objective programming
• Some Optimality Conditions in Vector Optimization
• Efficiency Criteria and Duality Models for Multiobjective Fractional Programming Problems Containing Locall'y Subdifferentiable and ρ-Convex Functions
• A Dual For A Multiple Objective Fractional Programming Problem
• scientific article; zbMATH DE number 4121755 (Why is no real title available?)
• Optimality conditions and duality in multiple objective programming involving semilocally convex and related functions
• A set-valued Lagrange theorem based on a process for convex vector programming
• Saddle point criteria and Wolfe duality in nonsmooth (Φ, ρ)-invex vector optimization problems with inequality and equality constraints
• Duality in nondifferentiable vector programming

This page was built for publication: Vector maximisation and lagrange multipliers

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3703667)