Abstract
Duality is an attractive topic in multi-objective optimization as well as in usual mathematical programming with a single objective function. However, there seems to be no unified approach to dualization in multi-objective optimization. One of the difficulties is in the fact that the efficient solution to multi-objective optimization is not necessarily unique, but in general becomes a set. The definition of infimum (or supremum) of a set with a partial order plays a key role in development of duality theory in multi-objective optimization. In this chapter, these notions will be considered from some geometric viewpoint.
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Nakayama, H. (1999). Duality in Multi-Objective Optimization. In: Gal, T., Stewart, T.J., Hanne, T. (eds) Multicriteria Decision Making. International Series in Operations Research & Management Science, vol 21. Springer, Boston, MA. https://doi.org/10.1007/978-1-4615-5025-9_3
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DOI: https://doi.org/10.1007/978-1-4615-5025-9_3
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