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Symmetric Duality for Homogeneous Multiple-Objective Problems

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  • Phan Thien Thach

    (Institute of Mathematics)

Abstract

In this article, we present a symmetric duality for a multiple-objective problem, which appears in the application of minimizing cost under a given demand constraint. The duality is constructed according to the quasi-conjugacy approach (Thach in SIAM J. Optim. 4:44–64, 1994) applied to nondecreasing homogeneous cost functions. By this duality approach, we obtain a duality equation that helps to characterize the (weakly) efficient solutions of the primal problem and the dual.

Suggested Citation

  • Phan Thien Thach, 2021. "Symmetric Duality for Homogeneous Multiple-Objective Problems," Journal of Optimization Theory and Applications, Springer, vol. 188(2), pages 317-331, February.
  • Handle: RePEc:spr:joptap:v:188:y:2021:i:2:d:10.1007_s10957-011-9822-6
    DOI: 10.1007/s10957-011-9822-6
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    References listed on IDEAS

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    1. Z. M. Li & M. H. Zhan, 2007. "Optimality Conditions and Lagrange Duality for Vector Extremum Problems with Set Constraint," Journal of Optimization Theory and Applications, Springer, vol. 135(3), pages 323-332, December.
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