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Unified duality for vector optimization problem over cones involving support functions

Surjeet Kaur Suneja, Pooja Louhan (2014)

RAIRO - Operations Research - Recherche Opérationnelle

In this paper we give necessary and sufficient optimality conditions for a vector optimization problem over cones involving support functions in objective as well as constraints, using cone-convex and other related functions. We also associate a unified dual to the primal problem and establish weak, strong and converse duality results. A number of previously studied problems appear as special cases.

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