• Title/Summary/Keyword: strong duality

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DUALITY AND SUFFICIENCY IN MULTIOBJECTIVE FRACTIONAL PROGRAMMING WITH INVEXITY

  • Kim, Do-Sang;Lee, Hyo-Jung
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.13 no.2
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    • pp.101-108
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    • 2009
  • In this paper, we introduce generalized multiobjective fractional programming problem with two kinds of inequality constraints. Kuhn-Tucker sufficient and necessary optimality conditions are given. We formulate a generalized multiobjective dual problem and establish weak and strong duality theorems for an efficient solution under generalized convexity conditions.

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MULTIOBJECTIVE VARIATIONAL PROGRAMMING UNDER GENERALIZED VECTOR VARIATIONAL TYPE I INVEXITY

  • Kim, Moon-Hee
    • Communications of the Korean Mathematical Society
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    • v.19 no.1
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    • pp.179-196
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    • 2004
  • Mond-Weir type duals for multiobjective variational problems are formulated. Under generalized vector variational type I invexity assumptions on the functions involved, sufficient optimality conditions, weak and strong duality theorems are proved efficient and properly efficient solutions of the primal and dual problems.

ON DUALITY THEOREMS FOR ROBUST OPTIMIZATION PROBLEMS

  • Lee, Gue Myung;Kim, Moon Hee
    • Journal of the Chungcheong Mathematical Society
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    • v.26 no.4
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    • pp.723-734
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    • 2013
  • A robust optimization problem, which has a maximum function of continuously differentiable functions as its objective function, continuously differentiable functions as its constraint functions and a geometric constraint, is considered. We prove a necessary optimality theorem and a sufficient optimality theorem for the robust optimization problem. We formulate a Wolfe type dual problem for the robust optimization problem, which has a differentiable Lagrangean function, and establish the weak duality theorem and the strong duality theorem which hold between the robust optimization problem and its Wolfe type dual problem. Moreover, saddle point theorems for the robust optimization problem are given under convexity assumptions.

DUALITY FOR LINEAR CHANCE-CONSTRAINED OPTIMIZATION PROBLEMS

  • Bot, Radu Ioan;Lorenz, Nicole;Wanka, Gert
    • Journal of the Korean Mathematical Society
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    • v.47 no.1
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    • pp.17-28
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    • 2010
  • In this paper we deal with linear chance-constrained optimization problems, a class of problems which naturally arise in practical applications in finance, engineering, transportation and scheduling, where decisions are made in presence of uncertainty. After giving the deterministic equivalent formulation of a linear chance-constrained optimization problem we construct a conjugate dual problem to it. Then we provide for this primal-dual pair weak sufficient conditions which ensure strong duality. In this way we generalize some results recently given in the literature. We also apply the general duality scheme to a portfolio optimization problem, a fact that allows us to derive necessary and sufficient optimality conditions for it.

A NEW CLASS OF GENERALIZED CONVEX PROGRAMMING

  • YAN ZHAOXIANG;LI SHIZHENG
    • Journal of applied mathematics & informatics
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    • v.17 no.1_2_3
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    • pp.351-360
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    • 2005
  • This paper finds a new class of generalized convex function which satisfies the following properties: It's level set is $\eta$-convex set; Every feasible Kuhn-Tucker point is a global minimum; If Slater's constraint qualification holds, then every minimum point is Kuhn-Tucker point; Weak duality and strong duality hold between primal problem and it's Mond-Weir dual problem.

VISCOSITY METHODS OF APPROXIMATION FOR A COMMON SOLUTION OF A FINITE FAMILY OF ACCRETIVE OPERATORS

  • Chen, Jun-Min;Zhang, Li-Juan;Fan, Tie-Gang
    • East Asian mathematical journal
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    • v.27 no.1
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    • pp.11-21
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    • 2011
  • In this paper, we try to extend the viscosity approximation technique to find a particular common zero of a finite family of accretive mappings in a Banach space which is strictly convex reflexive and has a weakly sequentially continuous duality mapping. The explicit viscosity approximation scheme is proposed and its strong convergence to a solution of a variational inequality is proved.

VISCOSITY APPROXIMATIONS FOR NONEXPANSIVE NONSELF-MAPPINGS IN BANACH SPACES

  • Jung, Jong-Soo
    • East Asian mathematical journal
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    • v.26 no.3
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    • pp.337-350
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    • 2010
  • Strong convergence theorem of the explicit viscosity iterative scheme involving the sunny nonexpansive retraction for nonexpansive nonself-mappings is established in a reflexive and strictly convex Banach spaces having a weakly sequentially continuous duality mapping. The main result improves the corresponding result of [19] to the more general class of mappings together with certain different control conditions.

ON SUFFICIENCY AND DUALITY IN MULTIOBJECTIVE SUBSET PROGRAMMING PROBLEMS INVOLVING GENERALIZED $d$-TYPE I UNIVEX FUNCTIONS

  • Jayswal, Anurag;Stancu-Minasian, I.M.
    • Journal of applied mathematics & informatics
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    • v.30 no.1_2
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    • pp.111-125
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    • 2012
  • In this paper, we introduce new classes of generalized convex n-set functions called $d$-weak strictly pseudo-quasi type-I univex, $d$-strong pseudo-quasi type-I univex and $d$-weak strictly pseudo type-I univex functions and focus our study on multiobjective subset programming problem. Sufficient optimality conditions are obtained under the assumptions of aforesaid functions. Duality results are also established for Mond-Weir and general Mond-Weir type dual problems in which the involved functions satisfy appropriate generalized $d$-type-I univexity conditions.