Nonconvex Duality in Multiobjective Optimization

descriptionPublicationkeyboard_double_arrow_right Article 01 Aug 1977 English Publisher:Institute for Operations Research and the Management Sciences (INFORMS)Journal:Mathematics of Operations Research, volume 2, pages 285-291 (issn: 0364-765X, eissn: 1526-5471,

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Authors: F. Di Guglielmo;

doi: 10.1287/moor.2.3.285

Nonconvex Duality in Multiobjective Optimization

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Abstract

Nonconvex duality properties for multiobjective optimization problems are obtained by using a characterization of Pareto optima by means of generalized Tchebycheff norms. Bounds for the corresponding duality gap are given, and approximate Pareto multipliers are constructed. A generalized notion of Pareto multipliers for quasi-convex multiobjective problems is introduced.

Related Organizations

University of Avignon
France

Keywords

Duality Gap, Sensitivity, stability, parametric optimization, Nonconvex Duality, Vector Optimization

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