Duality for Multiobjective Optimization via Nonlinear Lagrangian Functions

X. X. Huang and X. Q. Yang
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X. X. Huang: Chongqing Normal University
X. Q. Yang: Hong Kong Polytechnic University

Journal of Optimization Theory and Applications, 2004, vol. 120, issue 1, No 6, 127 pages

Abstract: Abstract In this paper, a strong nonlinear Lagrangian duality result is established for an inequality constrained multiobjective optimization problem. This duality result improves and unifies existing strong nonlinear Lagrangian duality results in the literature. As a direct consequence, a strong nonlinear Lagrangian duality result for an inequality constrained scalar optimization problem is obtained. Also, a variant set of conditions is used to derive another version of the strong duality result via nonlinear Lagrangian for an inequality constrained multiobjective optimization problem.

Keywords: Multiobjective optimization; nonlinear Lagrangians; duality; set-valued maps (search for similar items in EconPapers)
Date: 2004
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Citations: View citations in EconPapers (9)

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DOI: 10.1023/B:JOTA.0000012735.86699.a1

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