Closing the Duality Gap in Linear Vector Optimization
Journal of convex analysis, Tome 11 (2004) no. 1, pp. 163-178
Voir la notice de l'article provenant de la source Heldermann Verlag
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.
Classification :
90C29, 90C46, 90C05
Mots-clés : set-valued optimization, duality, linear multicriteria optimization
Mots-clés : set-valued optimization, duality, linear multicriteria optimization
@article{JCA_2004_11_1_JCA_2004_11_1_a10,
author = {A. H. Hamel and F. Heyde and A. L\"ohne and Ch. Tammer and K. Winkler},
title = {Closing the {Duality} {Gap} in {Linear} {Vector} {Optimization}},
journal = {Journal of convex analysis},
pages = {163--178},
publisher = {mathdoc},
volume = {11},
number = {1},
year = {2004},
url = {http://geodesic.mathdoc.fr/item/JCA_2004_11_1_JCA_2004_11_1_a10/}
}
TY - JOUR AU - A. H. Hamel AU - F. Heyde AU - A. Löhne AU - Ch. Tammer AU - K. Winkler TI - Closing the Duality Gap in Linear Vector Optimization JO - Journal of convex analysis PY - 2004 SP - 163 EP - 178 VL - 11 IS - 1 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/JCA_2004_11_1_JCA_2004_11_1_a10/ ID - JCA_2004_11_1_JCA_2004_11_1_a10 ER -
%0 Journal Article %A A. H. Hamel %A F. Heyde %A A. Löhne %A Ch. Tammer %A K. Winkler %T Closing the Duality Gap in Linear Vector Optimization %J Journal of convex analysis %D 2004 %P 163-178 %V 11 %N 1 %I mathdoc %U http://geodesic.mathdoc.fr/item/JCA_2004_11_1_JCA_2004_11_1_a10/ %F JCA_2004_11_1_JCA_2004_11_1_a10
A. H. Hamel; F. Heyde; A. Löhne; Ch. Tammer; K. Winkler. Closing the Duality Gap in Linear Vector Optimization. Journal of convex analysis, Tome 11 (2004) no. 1, pp. 163-178. http://geodesic.mathdoc.fr/item/JCA_2004_11_1_JCA_2004_11_1_a10/