Duality in Multi-Objective Optimization Under Uncertainty

dc.contributor.authorPuerta Yepes, María Eugenia
dc.contributor.authorGaviria, C.
dc.contributor.authorFernández Gutiérrez, Juan Pablo
dc.contributor.eafitauthorMaría E. Puerta (mpuerta@eafit.edu.co)spa
dc.date.accessioned2014-12-11T19:22:58Z
dc.date.available2014-12-11T19:22:58Z
dc.date.issued2014-02-20
dc.descriptionIn this paper we extend to a multi-objective optimization with a interval-valued function and real valued constraints, the concepts of Wolfes duality elaborated on [1] and [2], for the interval-valued mono-objective case with real constraints or intervals-valued. First of all, being supported on the Wolfes duality theory valued set [3], we perform an extension to optimize a deterministic multi-objective function, and with real valued constraints of a proposal made by Wolfe [4] for a duality in a optimization with objective function and real valued constraints. The theorems 3.1 and 3.3 are theorems of duality in a weak and strong sense, respectively; i.e, they guarantee that all objective value of a dual problem are lesser than all the objective value of the primal problem, and, under some conditions, the furthest values of the primal and dual problem are the same. Secondly, being supported on [3] and, in the Wolfes duality for a deterministic multi-objective case, we developed Wolfes duality concepts for an optimization under uncertainty with a interval-valued function criteria with real valued constraints. Lem-mas 4.3, 4.4 and proposition 4.5 constitute a duality in a weak sense, and theorems 4.8 and 4.11 constitute a duality in a strong sense.spa
dc.identifier.urihttp://hdl.handle.net/10784/4556
dc.language.isoengeng
dc.publisherUniversidad EAFITspa
dc.publisher.departmentUniversidad EAFIT. Escuela de Ciencias y Humanidades. Grupo de Investigación Análisis Funcional y Aplicacionesspa
dc.publisher.programGrupo de Investigación Análisis Funcional y Aplicacionesspa
dc.rights.accessrightsinfo:eu-repo/semantics/restrictedAccesseng
dc.rights.localAcceso restringidospa
dc.subject.keywordPrimal and Dual Wolfe's problemsspa
dc.subject.keywordWeak and Strong Duality Theoremsspa
dc.subject.keywordH-diferentiability intervalsspa
dc.titleDuality in Multi-Objective Optimization Under Uncertaintyspa
dc.typeworkingPapereng
dc.typeinfo:eu-repo/semantics/workingPaper
dc.type.hasVersiondraftspa
dc.type.localDocumento de trabajo de investigaciónspa

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