About the Duality Gap in Vector Optimization
Since a vector program has not just an optimal value but a set of optimal ones, the analysis of duality gap requires at least the comparison between two sets of vector optimal values. Relying only on a weak duality property, the situations that can occur are analysed in detail and some concepts of duality gap are proposed. Some numerical examples are also provided.
Key wordsvector optimization duality gap
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- Sawaragi, Y., Nakayama, H. and Tanino, T. (1985), Theory of Multiobjective Optimization, Academic Press.Google Scholar