A perturbational duality approach in vector optimization
Optimization and Control
2018-07-10 v1
Abstract
A perturbational vector duality approach for objective functions is developed, where is a Banach space and is the space of extended real valued functions on a measure space, which extends the perturbational approach from the scalar case. The corresponding strong duality statement is proved under a closedness type regularity condition. Optimality conditions and a Moreau-Rockafellar type formula are provided. The results are specialized for constrained and unconstrained problems. Examples of integral operators and risk measures are discussed.
Cite
@article{arxiv.1807.02666,
title = {A perturbational duality approach in vector optimization},
author = {Asgar Jamneshan and Sorin-Mihai Grad},
journal= {arXiv preprint arXiv:1807.02666},
year = {2018}
}
Comments
14 pages