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Conjugate Duality in Set Optimization via Nonlinear Scalarization

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  • Yousuke Araya

    (Akita Prefectural University)

Abstract

Two approaches are applied to the set-valued optimization problem. The following problems have been examined by Corley, Luc and their colleagues: Take the union of all objective values and then search for (weakly, properly, etc.) minimal points in this union with respect to the vector ordering. This approach is called the vector approach to set optimization. The concept shifted when the set relations were popularized by Kuroiwa–Tanaka–Ha at the end of the twentieth century. They introduced six types of set relations on the power set of topological vector space using a convex ordering cone C with nonempty interior. Therefore, this approach is called the set relation approach to set optimization. For a given vector optimization problem, several approaches are applied to construct a dual problem. A difficulty lies in the fact that the minimal point in vector optimization problem is not necessarily a singleton, though it becomes a subset of the image space in general. In this paper, we first present new definitions of set-valued conjugate map based on comparison of sets (the set relation approach) followed by introducing some types of weak duality theorems. We also show convexity and continuity properties of conjugate relations. Lastly, we present some types of strong duality theorems using nonlinear scalarizing technique for set that is generalizations of Gerstewitz’s scalarizing function for the vector-valued case.

Suggested Citation

  • Yousuke Araya, 2023. "Conjugate Duality in Set Optimization via Nonlinear Scalarization," Journal of Optimization Theory and Applications, Springer, vol. 199(2), pages 466-498, November.
  • Handle: RePEc:spr:joptap:v:199:y:2023:i:2:d:10.1007_s10957-023-02307-z
    DOI: 10.1007/s10957-023-02307-z
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    References listed on IDEAS

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    1. Elisa Caprari & Lorenzo Cerboni Baiardi & Elena Molho, 2022. "Scalarization and robustness in uncertain vector optimization problems: a non componentwise approach," Journal of Global Optimization, Springer, vol. 84(2), pages 295-320, October.
    2. Hidefumi Kawasaki, 1982. "A Duality Theorem in Multiobjective Nonlinear Programming," Mathematics of Operations Research, INFORMS, vol. 7(1), pages 95-110, February.
    3. Takashi Maeda, 2012. "On Optimization Problems with Set-Valued Objective Maps: Existence and Optimality," Journal of Optimization Theory and Applications, Springer, vol. 153(2), pages 263-279, May.
    4. Gemayqzel Bouza & Ernest Quintana & Christiane Tammer, 2021. "A Steepest Descent Method for Set Optimization Problems with Set-Valued Mappings of Finite Cardinality," Journal of Optimization Theory and Applications, Springer, vol. 190(3), pages 711-743, September.
    5. Hidefumi Kawasaki, 1981. "Conjugate Relations and Weak Subdifferentials of Relations," Mathematics of Operations Research, INFORMS, vol. 6(4), pages 593-607, November.
    6. Truong Quang Bao & Christiane Tammer, 2019. "Scalarization Functionals with Uniform Level Sets in Set Optimization," Journal of Optimization Theory and Applications, Springer, vol. 182(1), pages 310-335, July.
    Full references (including those not matched with items on IDEAS)

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