Association Journal of CSIAM
Supervised by Ministry of Education of PRC
Sponsored by Xi'an Jiaotong University
ISSN 1005-3085  CN 61-1269/O1

Chinese Journal of Engineering Mathematics ›› 2017, Vol. 34 ›› Issue (2): 199-208.doi: 10.3969/j.issn.1005-3085.2017.02.008

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Duality Theorems for a Nonconvex Set-valued Optimization Problem

YU Guo-lin,  MA Xiao-jun   

  1. Institute of Applied Mathematics, Beifang University of Nationalities, Yinchuan 750021
  • Received:2015-03-31 Accepted:2016-11-13 Online:2017-04-15 Published:2017-06-15
  • Supported by:
    The National Natural Science Foundation of China (11361001).

Abstract:

Duality is of great importance in mathematical programming, since it allows to study a minimization problem through a maximization problem and to know what one can expect in the best case and has resulted in many applications. The aim of this paper is to establish the duality theorems for a kind of nonconvex constraint set-valued optimization problems. Based on the notion of invexity in terms of cone-approximating multifunction for a set-valued map, Mond-Weir and Wolfe dual problems are investigated for a primal constraint set-valued optimization. By employing the analytic method, the weak duality theorems, the strong theorems and the converse duality theorems between Mond-Weir and Wolfe dual problems and the primal constraint set-valued optimization problem are established in sense of weak efficiency. These duality theorems disclose that there exist the precise dual relationships between the primal optimization and the involved dual problems. The results obtained in present paper enrich and deepen the theory and applications of set-valued optimization.

Key words: set-valued optimization, convex analysis, optimality conditions, approximating multifunction, duality

CLC Number: