Lagrange Duality and Its Geometric Interpretation

Abstract

In recent years, there have been several reports on duality in vector optimization. However, there seem to be no unified approach to dualization. In the author’s previous paper, a geometric consideration was given to duality in nonlinear vector optimization. In this paper, Lagrange duality of vector optimization will be overviewed along with a geometric interpretation. Moreover, Isermann’s duality in linear cases will be derived on the basis of the stated geometric consideration.