Conjugate Duality and Optimization over Weakly Efficient Set
Tran Van Thang
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.
Viện Toán học, Viện Hàn lâm Khoa học và Công nghệ Việt Nam
Địa chỉ: Số 18 đường Hoàng Quốc Việt, quận Cầu Giấy, Hà Nội
Điện thoại: 024 37563474 - Fax: 024 37564303
Email: vientoan@math.ac.vn
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