Abstract
We establish a Lagrange Multiplier Theorem for super efficiency in convex vector optimization and express super efficient solutions as saddle points of appropriate Lagrangian functions. An example is given to show that the boundedness of the base of the ordering cone is essential for the existence of super efficient points.
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Research is supported partially by NSERC.
Research is supported partially by NSERC and Mount St. Vincent University grant.
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Borwein, J.M., Zhuang, D.M. Super efficiency in convex vector optimization. ZOR - Methods and Models of Operations Research 35, 175–184 (1991). https://doi.org/10.1007/BF01415905
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DOI: https://doi.org/10.1007/BF01415905