Curtin University Homepage
  • Library
  • Help
    • Admin

    espace - Curtin’s institutional repository

    JavaScript is disabled for your browser. Some features of this site may not work without it.
    View Item 
    • espace Home
    • espace
    • Curtin Research Publications
    • View Item
    • espace Home
    • espace
    • Curtin Research Publications
    • View Item

    Multiobjective second-order symmetric duality with F -convexity

    Access Status
    Fulltext not available
    Authors
    Yang, X.
    Yang, X.
    Teo, Kok Lay
    Hou, S.
    Date
    2005
    Type
    Journal Article
    
    Metadata
    Show full item record
    Citation
    Yang, X. M. and Yang, X. Q. and Teo, K. L. and Hou, S. H. 2005. Multiobjective second-order symmetric duality with F-convexity. European Journal of Operational Research. 165 (3): pp. 585-591.
    Source Title
    European Journal of Operational Research
    DOI
    10.1016/j.ejor.2004.01.028
    ISSN
    03772217
    School
    Department of Mathematics and Statistics
    URI
    http://hdl.handle.net/20.500.11937/14267
    Collection
    • Curtin Research Publications
    Abstract

    We suggest a pair of second-order symmetric dual programs in multiobjective nonlinear programming. For these second-order symmetric dual programs, we prove the weak, strong and converse duality theorems under F-convexity conditions.

    Related items

    Showing items related by title, author, creator and subject.

    • Second-Order Directional Derivatives of Spectral Functions
      Li, S.; Teo, Kok Lay; Yang, X. (2005)
      A spectral function of a symmetric matrix X is a function which depends only on the eigenvalues of X, λ1 (X) ≥ λ2(X) ≥≥ λn (X), and may be written as ƒ (λ1 (X), λ2(X), , λn (X)) for some symmetric function ƒ. In this ...
    • Second-order Karush-Kuhn-Tucker optimality conditions for set-valued optimization
      Zhu, S.; Li, S.; Teo, Kok Lay (2013)
      In this paper, we propose the concept of a second-order composed contingent derivative for set-valued maps, discuss its relationship to the second-order contingent derivative and investigate some of its special properties. ...
    • Robust two-stage stochastic linear programs with moment constraints
      Gao, S.; Kong, L.; Sun, Jie (2014)
      We consider the two-stage stochastic linear programming model, in which the recourse function is a worst case expected value over a set of probabilistic distributions. These distributions share the same first- and ...
    Advanced search

    Browse

    Communities & CollectionsIssue DateAuthorTitleSubjectDocument TypeThis CollectionIssue DateAuthorTitleSubjectDocument Type

    My Account

    Admin

    Statistics

    Most Popular ItemsStatistics by CountryMost Popular Authors

    Follow Curtin

    • 
    • 
    • 
    • 
    • 

    CRICOS Provider Code: 00301JABN: 99 143 842 569TEQSA: PRV12158

    Copyright | Disclaimer | Privacy statement | Accessibility

    Curtin would like to pay respect to the Aboriginal and Torres Strait Islander members of our community by acknowledging the traditional owners of the land on which the Perth campus is located, the Whadjuk people of the Nyungar Nation; and on our Kalgoorlie campus, the Wongutha people of the North-Eastern Goldfields.