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Scalar and Vector Optimization with Composed Objective Functions and Constraints

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Optimization, Simulation, and Control

Part of the book series: Springer Optimization and Its Applications ((SOIA,volume 76))

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Abstract

In this chapter we consider scalar and vector optimization problems with objective functions being the composition of a convex function and a linear mapping and cone and geometric constraints. By means of duality theory we derive dual problems and formulate weak, strong, and converse duality theorems for the scalar and vector optimization problems with the help of some generalized interior point regularity conditions and consider optimality conditions for a certain scalar problem.

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Correspondence to Nicole Lorenz .

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Lorenz, N., Wanka, G. (2013). Scalar and Vector Optimization with Composed Objective Functions and Constraints. In: Chinchuluun, A., Pardalos, P., Enkhbat, R., Pistikopoulos, E. (eds) Optimization, Simulation, and Control. Springer Optimization and Its Applications, vol 76. Springer, New York, NY. https://doi.org/10.1007/978-1-4614-5131-0_8

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