A New Duality Approach to Solving Concave Vector Maximization Problems |
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Authors: | Luc Dinh The Phong Thai Quynh Volle Michel |
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Institution: | (1) Department of Mathematics, University of Avignon, 33 Rue Louis Pasteur, 84000 Avignon, France |
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Abstract: | We introduce a special class of monotonic functions with the help of support functions and polar sets, and use it to construct a scalarized problem and its dual for a vector optimization problem. The dual construction allows us to develop a new method for generating weak efficient solutions of a concave vector maximization problem and establish its convergence. Some numerical examples are given to illustrate the applicability of the method. |
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Keywords: | Duality Polar set Multiobjective problem Weak efficient solution |
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