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Duality in nonconvex vector optimization

Author

Listed:
  • Refail Kasimbeyli

    (Eskisehir Technical University)

  • Masoud Karimi

    (Mehrgan Niro Pouya Company)

Abstract

In this paper, duality relations in nonconvex vector optimization are studied. An augmented Lagrangian function associated with the primal problem is introduced and efficient solutions to the given vector optimization problem, are characterized in terms of saddle points of this Lagrangian. The dual problem to the given primal one, is constructed with the help of the augmented Lagrangian introduced and weak and strong duality theorems are proved. Illustrative examples for duality relations are provided.

Suggested Citation

  • Refail Kasimbeyli & Masoud Karimi, 2021. "Duality in nonconvex vector optimization," Journal of Global Optimization, Springer, vol. 80(1), pages 139-160, May.
    • Handle: RePEc:spr:jglopt:v:80:y:2021:i:1:d:10.1007_s10898-021-01018-x
    DOI: 10.1007/s10898-021-01018-x
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    References listed on IDEAS

    as
    1. Nergiz Kasimbeyli, 2015. "Existence and characterization theorems in nonconvex vector optimization," Journal of Global Optimization, Springer, vol. 62(1), pages 155-165, May.
    2. Shokouh Shahbeyk & Majid Soleimani-damaneh & Refail Kasimbeyli, 2018. "Hartley properly and super nondominated solutions in vector optimization with a variable ordering structure," Journal of Global Optimization, Springer, vol. 71(2), pages 383-405, June.
    3. Refail Kasimbeyli, 2013. "A conic scalarization method in multi-objective optimization," Journal of Global Optimization, Springer, vol. 56(2), pages 279-297, June.
    4. Radu Boţ & Sorin-Mihai Grad & Gert Wanka, 2007. "A general approach for studying duality in multiobjective optimization," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 65(3), pages 417-444, June.
    5. Abbas Sayadi-bander & Latif Pourkarimi & Refail Kasimbeyli & Hadi Basirzadeh, 2017. "Coradiant sets and $$\varepsilon $$ ε -efficiency in multiobjective optimization," Journal of Global Optimization, Springer, vol. 68(3), pages 587-600, July.
    6. A. Y. Azimov, 2008. "Duality for Set-Valued Multiobjective Optimization Problems, Part 1: Mathematical Programming," Journal of Optimization Theory and Applications, Springer, vol. 137(1), pages 61-74, April.
    7. Gasimov, Rafail N. & Sipahioglu, Aydin & Sarac, Tugba, 2007. "A multi-objective programming approach to 1.5-dimensional assortment problem," European Journal of Operational Research, Elsevier, vol. 179(1), pages 64-79, May.
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