Abstract
In this paper, foundations of a new approach for solving vector optimization problems are introduced. Generalized Lagrangian duality, related for the first time with vector optimization, provides new scalarization techniques and allows for the generation of efficient solutions for problems which are not required to satisfy any convexity assumptions.
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TenHuisen, M.L., Wiecek, M.M. Vector optimization and generalized Lagrangian duality. Ann Oper Res 51, 15–32 (1994). https://doi.org/10.1007/BF02032078
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DOI: https://doi.org/10.1007/BF02032078