Multiobjective duality for convex semidefinite programming problems
In this paper some duality assertions regarding multiobjective convex semidefinite programming are treated. First, the authors study the duality properties and the optimality conditions of the scalarized problem associated to the initial one. Using these results the weak, strong and converse duality assertions regarding the primal problem and its dual is presented. The dual problem is obtained using the so-called conjugacy approach.
scientific article; zbMATH DE number 2068763