Duality In Multiobjec- Tive Programming
Mathematics Project Topics
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In this project we see about the duality in multiobjective programming. We investigate arngeneral convex multiobjective optimization problem with cone inequality constraints.rnThe main idea of constructing the multiobjective dual problem is to establish frst a dualrnproblem to the scalarized primal. In addition to these the project also explains some pointsrnabout multiobjective optimization problem and conjugate duality for scalar optimizationrnproblems.rnKeywords: Lagrange dual function, Conjugate function, Conjugate map, Dual cone, MultiobjectivernOptimization
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