FENCHEL DUALITY THEOREM IN MULTIOBJECTIVE PROGRAMMING PROBLEMS WITH SET FUNCTIONS

  • Liu, Sanming (Department of Applied Mathematics, Dalian University of Technology,) ;
  • Feng, Enmin (Department of Applied Mathematics, Dalian University of Technology)
  • Published : 2003.09.01

Abstract

In this paper, we characterize a vector-valued convex set function by its epigraph. The concepts of a vector-valued set function and a vector-valued concave set function we given respectively. The definitions of the conjugate functions for a vector-valued convex set function and a vector-valued concave set function are introduced. Then a Fenchel duality theorem in multiobjective programming problem with set functions is derived.

Keywords

References

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