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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The, L.D., Quynh, P.T. & Michel, V. A New Duality Approach to Solving Concave Vector Maximization Problems. J Glob Optim 36, 401–423 (2006). https://doi.org/10.1007/s10898-006-9018-z
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DOI: https://doi.org/10.1007/s10898-006-9018-z