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Acta Mathematica Vietnamica

Conjugate Duality and Optimization over Weakly Efficient Set

icon-email Tran Van Thang

Abstract

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.