Journal of Convex Analysis 20 (2013), No. 3, 813--832
Copyright Heldermann Verlag 2013
Geometric Duality for Convex Vector Optimization Problems
Frank Heyde
Technische Universität Bergakademie, Fakultät für Mathematik und Informatik, 09596 Freiberg, Germany
frank.heyde@math.tu-freiberg.de
Geometric duality theory for multiple objective linear programming problems turned out to be very useful for the development of efficient algorithms to generate or approximate the whole set of nondominated points in the outcome space. This article extends the geometric duality theory to convex vector optimization problems.
Keywords: Geometric duality theory, vector optimization, Legendre-Fenchel conjugate, second-order subdifferential, Dupin indicatrix.
MSC: 52A41, 52A20, 90C46, 90C29
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