Closing the duality gap in linear vector optimization
MetadataShow full item record
Using a set-valued dual cost function we give a new approach to duality theory for linear vector optimization problems. We develop the theory very close to the scalar case. Especially, in contrast to known results, we avoid the appearance of a duality gap in case of b = 0. Examples are given.
Showing items related by title, author, creator and subject.
Hamel, AH (TAYLOR & FRANCIS LTD, 2011)A duality theorem of the Fenchel-Rockafellar type for set-valued optimization problems is presented along with a result for the conjugate of the sum of two set-valued functions and a chain rule. The underlying solution ...
Hamel, AH; Loehne, A (Springer Verlag (Germany), 2014)Based on the complete-lattice approach, a new Lagrangian type duality theory for set-valued optimization problems is presented. In contrast to previous approaches, set-valued versions for the known scalar formulas involving ...