If you need an accessible version of this item please contact JSTOR User Support

Nonconvex Duality in Multiobjective Optimization

F. Di Guglielmo
Mathematics of Operations Research
Vol. 2, No. 3 (Aug., 1977), pp. 285-291
Published by: INFORMS
Stable URL: http://www.jstor.org/stable/3689518
Page Count: 7
  • Download PDF
  • Cite this Item

You are not currently logged in.

Access your personal account or get JSTOR access through your library or other institution:

login

Log in to your personal account or through your institution.

If you need an accessible version of this item please contact JSTOR User Support
Nonconvex Duality in Multiobjective Optimization
Preview not available

Abstract

Nonconvex duality properties for multiobjective optimization problems are obtained by using a characterization of Pareto optima by means of generalized Tchebycheff norms. Bounds for the corresponding duality gap are given, and approximate Pareto multipliers are constructed. A generalized notion of Pareto multipliers for quasi-convex multiobjective problems is introduced.

Page Thumbnails

  • Thumbnail: Page 
285
    285
  • Thumbnail: Page 
286
    286
  • Thumbnail: Page 
287
    287
  • Thumbnail: Page 
288
    288
  • Thumbnail: Page 
289
    289
  • Thumbnail: Page 
290
    290
  • Thumbnail: Page 
291
    291