A general approach for studying duality in multiobjective optimization |
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| Authors: | Radu Ioan Boţ Sorin-Mihai Grad Gert Wanka |
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| Institution: | (1) Faculty of Mathematics, Chemnitz University of Technology, 09107 Chemnitz, Germany |
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| Abstract: | A general duality framework in convex multiobjective optimization is established using the scalarization with K-strongly increasing functions and the conjugate duality for composed convex cone-constrained optimization problems. Other
scalarizations used in the literature arise as particular cases and the general duality is specialized for some of them, namely
linear scalarization, maximum (-linear) scalarization, set scalarization, (semi)norm scalarization and quadratic scalarization.
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| Keywords: | Multiobjective duality Efficient solutions (properly weakly) Fenchel– Lagrange duality Composed convex optimization problems |
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