CONJUGATE DUALITY FOR CONCAVE MAXIMIZATION PROBLEMS AND APPLICATIONS

T. V. Thang, N. D. Truong

Abstract


In this article, we present a conjugate duality for scalarmaximization and vectormaximization problems involving concave increasing continuous homogeneous functions. We will show that the obtained conjugate duality has zero-gap and a duality inequality helps to characterize the weakly Pareto efficient for the vector-maximization problem. As a result, an optimization problem over the weakly efficient set reduces to a bilevel optimization problem solvable by monotonic optimization methods.


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ISSN: 1229-1595 (Print), 2466-0973 (Online)