Lagrangian function and duality theory in multiobjective programming with set functions

Using the concept of vector-valued Lagrangian functions, we characterize a special class of solutions,D-solutions, of a multiobjective programming problem with set functions in which the domination structure is described by a closed convex coneD. Properties of two perturbation functions, primal map and dual map, are also studied. Results lead to a general duality theorem.The authors greatly appreciate helpful and valuable comments and suggestions received from the referee.