A saddle-point characterization of Pareto optima
Mathematical Programming: Series A and B
Asymptotic dual conditions characterizing optimality for infinite convex programs
Journal of Optimization Theory and Applications
Optimality conditions and duality for a class of nonlinear fractional programming proglems
Journal of Optimization Theory and Applications
Nondifferentiable Multiplier Rules for Optimization and Bilevel Optimization Problems
SIAM Journal on Optimization
Duality theorems and algorithms for linear programming in measure spaces
Journal of Global Optimization
A Smoothing Newton Method for Semi-Infinite Programming
Journal of Global Optimization
Mathematical Programming: Series A and B - Series B - Special Issue: Well-posedness, stability and related topics
Fe-convex Function and Fractional Semi-infinite Programming
ISME '10 Proceedings of the 2010 International Conference of Information Science and Management Engineering - Volume 01
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New results are established for multiobjective DC programs with infinite convex constraints (MOPIC) that are defined on Banach spaces (finite or infinite dimensional) with objectives given as the difference of convex functions. This class of problems can also be called multiobjective DC semi-infinite and infinite programs, where decision variables run over finite-dimensional and infinite-dimensional spaces, respectively. Such problems have not been studied as yet. Necessary and sufficient optimality conditions for the weak Pareto efficiency are introduced. Further, we seek a connection between multiobjective linear infinite programs and MOPIC. Both Wolfe and Mond-Weir dual problems are presented, and corresponding weak, strong, and strict converse duality theorems are derived for these two problems respectively. We also extend above results to multiobjective fractional DC programs with infinite convex constraints. The results obtained are new in both semi-infinite and infinite frameworks.