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A general approach for studying duality in multiobjective optimization

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Abstract

A general duality framework in convex multiobjective optimization is established using the scalarization with K-strongly increasing functions and the conjugate duality for composed convex cone-constrained optimization problems. Other scalarizations used in the literature arise as particular cases and the general duality is specialized for some of them, namely linear scalarization, maximum (-linear) scalarization, set scalarization, (semi)norm scalarization and quadratic scalarization.

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Authors and Affiliations

  1. Faculty of Mathematics, Chemnitz University of Technology, 09107, Chemnitz, Germany

    Radu Ioan Boţ, Sorin-Mihai Grad & Gert Wanka

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  1. Radu Ioan Boţ
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  2. Sorin-Mihai Grad
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  3. Gert Wanka
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Correspondence to Radu Ioan Boţ.

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Boţ, R.I., Grad, SM. & Wanka, G. A general approach for studying duality in multiobjective optimization. Math Meth Oper Res 65, 417–444 (2007). https://doi.org/10.1007/s00186-006-0125-x

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