Approximate Lagrangian duality and saddle point optimality in set optimization

Lalitha, C. S.; Dhingra, Mansi

RAIRO - Operations Research - Recherche Opérationnelle, Tome 51 (2017) no. 3, pp. 819-831.

In this paper, we establish approximate Lagrangian multiplier rule, Lagrangian duality and saddle point optimality for set optimization problem where the solutions are defined using set relations introduced by Kuroiwa (Kuroiwa D., The natural criteria in set-valued optimization. Su̅rikaisekikenkyu̅sho Ko̅kyu̅roku 1031 (1998) 85–90).

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