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系统科学与数学 1984
CONJUGATE DUALITY THEORY IN MULTIOBJECTIVE OPTIMIZATION
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Abstract:
This paper presents some new concepts about the conjugate map,the cone-conve-xity and the sub-differential of a vector-valued function or a general set-valued map,ect.,and discusses their relationships.The conjugate dual problem is defined in termsof the conjugate map of the perturbed objective function and a theoretical frame onconjugate duality in multiobjective optimiztion is established.The main results in thispaper are as follows:Every solution of the stable primal problem is associated with acertain solution of the dual problem,which is characterized as a subgradient of the pe-rturbed efficient vector-valued map;this pair of solutions also provides a saddle pointof the Lagrangian map.