Characterizations of solution sets of convex vector minimization problems

V Jeyakumar, GM Lee, N Dinh - European journal of operational research, 2006 - Elsevier
European journal of operational research, 2006Elsevier
Complete dual characterizations of the weak and proper optimal solution sets of an infinite
dimensional convex vector minimization problem are given. The results are expressed in
terms of subgradients, Lagrange multipliers and epigraphs of conjugate functions. A dual
condition characterizing the containment of a closed convex set, defined by a cone-convex
inequality, in a reverse-convex set, plays a key role in deriving the results. Simple Lagrange
multiplier characterizations of the solution sets are also derived under a regularity condition …
Complete dual characterizations of the weak and proper optimal solution sets of an infinite dimensional convex vector minimization problem are given. The results are expressed in terms of subgradients, Lagrange multipliers and epigraphs of conjugate functions. A dual condition characterizing the containment of a closed convex set, defined by a cone-convex inequality, in a reverse-convex set, plays a key role in deriving the results. Simple Lagrange multiplier characterizations of the solution sets are also derived under a regularity condition. Numerical examples are given to illustrate the significance of the results.
Elsevier
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