Abstract
In this article, we present a symmetric duality for a multiple-objective problem, which appears in the application of minimizing cost under a given demand constraint. The duality is constructed according to the quasi-conjugacy approach (Thach in SIAM J. Optim. 4:44–64, 1994) applied to nondecreasing homogeneous cost functions. By this duality approach, we obtain a duality equation that helps to characterize the (weakly) efficient solutions of the primal problem and the dual.
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Communicated by Harold P. Benson.
The author would like to thank anonymous referees for helpful comments and suggestions to revise the article.
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Thach, P.T. Symmetric Duality for Homogeneous Multiple-Objective Problems. J Optim Theory Appl 188, 317–331 (2021). https://doi.org/10.1007/s10957-011-9822-6
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DOI: https://doi.org/10.1007/s10957-011-9822-6