Vector optimization and generalized Lagrangian duality
For a not necessarily convex vector optimization problem in a finite- dimensional setting a Lagrange duality theory is developed using a Lagrangian function for which the multipliers are not constants but functions. The approach is based on an \(\varepsilon\)-constrained scalarization technique.
\(\varepsilon\)-constrained scalarization technique
scientific article; zbMATH DE number 698964