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Conjugate dual problems in constrained set-valued optimization and applications

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  • Li, S.J.
  • Chen, C.R.
  • Wu, S.Y.

Abstract

In this paper, two conjugate dual problems are proposed by considering the different perturbations to a set-valued vector optimization problem with explicit constraints. The weak duality, inclusion relations between the image sets of dual problems, strong duality and stability criteria are investigated. Some applications to so-called variational principles for a generalized vector equilibrium problem are shown.

Suggested Citation

  • Li, S.J. & Chen, C.R. & Wu, S.Y., 2009. "Conjugate dual problems in constrained set-valued optimization and applications," European Journal of Operational Research, Elsevier, vol. 196(1), pages 21-32, July.
    • Handle: RePEc:eee:ejores:v:196:y:2009:i:1:p:21-32
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    References listed on IDEAS

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    1. Wen Song, 1998. "A generalization of Fenchel duality in set-valued vector optimization," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 48(2), pages 259-272, November.
    2. R. I. Boţ & G. Kassay & G. Wanka, 2005. "Strong Duality for Generalized Convex Optimization Problems," Journal of Optimization Theory and Applications, Springer, vol. 127(1), pages 45-70, October.
    3. Q.H. Ansari & I.V. Konnov & J.C. Yao, 2002. "Characterizations of Solutions for Vector Equilibrium Problems," Journal of Optimization Theory and Applications, Springer, vol. 113(3), pages 435-447, June.
    4. Q. H. Ansari & I. V. Konnov & J. C. Yao, 2001. "Existence of a Solution and Variational Principles for Vector Equilibrium Problems," Journal of Optimization Theory and Applications, Springer, vol. 110(3), pages 481-492, September.
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