Symmetric Duality for Homogeneous Multiple-Objective Problems

In this article, we present a symmetric duality for a multiple-objective problem, which appears in the application of minimizing cost under a given demand constraint. The duality is constructed according to the quasi-conjugacy approach (Thach in SIAM J. Optim. 4:44-64, 1994) applied to nondecreasing homogeneous cost functions. By this duality approach, we obtain a duality equation that helps to characterize the (weakly) efficient solutions of the primal problem and the dual.

Automated summary

In this article, a symmetric duality for a multiple-objective problem is presented, constructed according to the quasi-conjugacy approach applied to nondecreasing homogeneous cost functions. The duality equation obtained helps to characterize the (weakly) efficient solutions of the primal problem and the dual.