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Duality for Multiobjective Optimization via Nonlinear Lagrangian Functions

Author

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  • X. X. Huang

    (Chongqing Normal University
    Hong Kong Polytechnic University)

  • X. Q. Yang

    (Hong Kong Polytechnic University)

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.

Suggested Citation

  • X. X. Huang & X. Q. Yang, 2004. "Duality for Multiobjective Optimization via Nonlinear Lagrangian Functions," Journal of Optimization Theory and Applications, Springer, vol. 120(1), pages 111-127, January.
    • Handle: RePEc:spr:joptap:v:120:y:2004:i:1:d:10.1023_b:jota.0000012735.86699.a1
    DOI: 10.1023/B:JOTA.0000012735.86699.a1
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    References listed on IDEAS

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    1. C. J. Goh & X. Q. Yang, 2001. "Nonlinear Lagrangian Theory for Nonconvex Optimization," Journal of Optimization Theory and Applications, Springer, vol. 109(1), pages 99-121, April.
    2. X. X. Huang & X. Q. Yang, 2001. "Duality and Exact Penalization for Vector Optimization via Augmented Lagrangian," Journal of Optimization Theory and Applications, Springer, vol. 111(3), pages 615-640, December.
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    Cited by:

    1. Glaydston Carvalho Bento & Sandro Dimy Barbosa Bitar & João Xavier Cruz Neto & Antoine Soubeyran & João Carlos Oliveira Souza, 2020. "A proximal point method for difference of convex functions in multi-objective optimization with application to group dynamic problems," Computational Optimization and Applications, Springer, vol. 75(1), pages 263-290, January.
    2. Rogério A. Rocha & Paulo R. Oliveira & Ronaldo M. Gregório & Michael Souza, 2016. "A Proximal Point Algorithm with Quasi-distance in Multi-objective Optimization," Journal of Optimization Theory and Applications, Springer, vol. 171(3), pages 964-979, December.
    3. H. Apolinário & E. Papa Quiroz & P. Oliveira, 2016. "A scalarization proximal point method for quasiconvex multiobjective minimization," Journal of Global Optimization, Springer, vol. 64(1), pages 79-96, January.
    4. 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.
    5. G. Bento & J. Cruz Neto & G. López & Antoine Soubeyran & J. Souza, 2018. "The Proximal Point Method for Locally Lipschitz Functions in Multiobjective Optimization with Application to the Compromise Problem," Post-Print hal-01985333, HAL.
    6. Erik Alex Papa Quiroz & Nancy Baygorrea Cusihuallpa & Nelson Maculan, 2020. "Inexact Proximal Point Methods for Multiobjective Quasiconvex Minimization on Hadamard Manifolds," Journal of Optimization Theory and Applications, Springer, vol. 186(3), pages 879-898, September.
    7. G. C. Bento & J. X. Cruz Neto & L. V. Meireles & A. Soubeyran, 2022. "Pareto solutions as limits of collective traps: an inexact multiobjective proximal point algorithm," Annals of Operations Research, Springer, vol. 316(2), pages 1425-1443, September.
    8. Glaydston de C. Bento & João Xavier Cruz Neto & Lucas V. Meireles, 2018. "Proximal Point Method for Locally Lipschitz Functions in Multiobjective Optimization of Hadamard Manifolds," Journal of Optimization Theory and Applications, Springer, vol. 179(1), pages 37-52, October.
    9. Villacorta, Kely D.V. & Oliveira, P. Roberto, 2011. "An interior proximal method in vector optimization," European Journal of Operational Research, Elsevier, vol. 214(3), pages 485-492, November.

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