集值约束的线性向量优化中的拉格朗日对偶问题

Lagrangian Dual Problem in Linear Vector Optimization of Set-Value Constraint

怎样构造多目标优化问题的对偶问题是优化理论研究的一个重要方向,拟用集值拉格朗日函数来构造集值约束线性向量优化问题的对偶问题,从而为研究对偶问题打下基础。

How to construct the dual problem of the multi-objective optimization is one of the important research field for the optimization theory. In this paper Lagrange function is applied to construct the dual problem for the linear vector optimization problem of set-value constraint. It is believed that the precondition is provided for the dual problem study.