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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
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Nonconvex Duality in Multiobjective Optimization
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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.

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