General duality in vector optimization
Vector minimization of a relation F valued in an ordered vector space under a constraint A consists in finding x 0 ∊ A w,0 ∊ Fx$0 such that w,0 is minimal in FA. To a family of vector minimization problemsminimize , one associates a Lagrange relation where ξ belongs to an arbitrary class Ξ of mappings, the main purpose being to recover solutions of the original problem from the vector minimization of the Lagrange relation for an appropriate ξ. This ξ turns out to be a solution of a dual vector maximization problem. Characterizations of exact and approximate duality in terms of vector (generalized with respect to Ξ) convexity and subdifferentiability are given. They extend the theory existin…