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Nicole Lorenz, Gert Wanka: Scalar and Vector Optimization with Composed Objective Functions and Constraints

Nicole Lorenz, Gert Wanka: Scalar and Vector Optimization with Composed Objective Functions and Constraints

Author(s):
Nicole Lorenz
Gert Wanka
Title:
Scalar and Vector Optimization with Composed Objective Functions and Constraints
Electronic source:
application/pdf
Preprint series:
Technische Universität Chemnitz, Fakultät für Mathematik (Germany). Preprint 01, 2011
Mathematics Subject Classification:
46N10 []
49N15 []
Abstract:
In this paper 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.
Keywords:
Duality, interior point regularity condition, optimality conditions
Language:
English
Publication time:
01/2011