Saddle points and duality in multi-objective programming
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Publication:3948214
DOI10.1080/00207728208926352zbMath0487.49021OpenAlexW2077612451MaRDI QIDQ3948214
Publication date: 1982
Published in: International Journal of Systems Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207728208926352
Nonlinear programming (90C30) Numerical methods involving duality (49M29) Set-valued functions (26E25) Numerical methods based on nonlinear programming (49M37) Differentiation theory (Gateaux, Fréchet, etc.) on manifolds (58C20)
Related Items (6)
Lexicographical order and duality in multiobjective programming ⋮ Surrogate duality for vector optimization ⋮ Efficiency Criteria and Duality Models for Multiobjective Fractional Programming Problems Containing Locall'y Subdifferentiable and ρ-Convex Functions ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Saddle point criteria and Wolfe duality in nonsmooth (Φ, ρ)-invex vector optimization problems with inequality and equality constraints
Cites Work
- A duality theorem for a convex programming problem in order complete vector lattices
- Duality theory in multiobjective programming
- A generalized saddlepoint theory. Its application to duality theory for linear vector optimum problems
- Cone convexity, cone extreme points, and nondominated solutions in decision problems with multiobjectives
- Duality, Indifference and Sensitivity Analysis inr Multiple Objective Linear Programming
- Multivalued convexity and optimization: A unified approach to inequality and equality constraints
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