Abstract
We consider problems of vector optimization with preferences that are not necessarily a pre-order relation. We introduce the class of functions which can serve for a scalarization of these problems and consider a scalar duality based on recently developed methods for non-linear penalization scalar problems with a single constraint.
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Rubinov, A., Gasimov, R. Scalarization and Nonlinear Scalar Duality for Vector Optimization with Preferences that are not necessarily a Pre-order Relation. Journal of Global Optimization 29, 455–477 (2004). https://doi.org/10.1023/B:JOGO.0000047914.22567.66
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DOI: https://doi.org/10.1023/B:JOGO.0000047914.22567.66