Conjugate Duality and Optimization over Weakly Efficient Set
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In this article, we present a conjugate duality for nonconvex optimization problems. This duality scheme is symmetric and has zero gap. As applied to a vector-maximization problem, it transforms the latter into an optimization problem over a weakly efficient set which can be solved by monotonic optimization methods.
KeywordsQuasigradient duality Vector-optimization Weakly efficient set Quasi-supgradient Monotonic optimization
Mathematics Subject Classification (2010)80C90 90C60 49N25
The author is grateful to Prof. Hoang Tuy for several suggestions and advices which have helped to improve the presentation of a first draft of the paper.
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