Lagrange duality, stability and subdifferentials in vector optimization

Abstract

Lagrange duality theorems for vector and set optimization problems which are based on a consequent usage of infimum and supremum (in the sense of greatest lower and least upper bounds with respect to a partial ordering) have been recently proven. In this note, we provide an alternative proof of strong duality for such problems via suitable stability and subdifferential notions. In contrast to most of the related results in the literature, the space of dual variables is the same as in the scalar case, i.e. a dual variable is a vector rather than an operator. We point out that duality with operators is an easy consequence of duality with vectors as dual variables.

Keywords:

• vector optimization
• duality
• subdifferential

Classification:

• 90C29
• 90C25
• 49N15