Closing the Duality Gap in Linear Vector Optimization
Andreas H. Hamel, Frank Heyde, A L hne, Christiane Tammer, Kristin Winkler · Journal of convex analysis · 2004
Using a set-valued dual cost function we give a new approach to duality theory for linear vector optimization problems. We develop the theory very close to the scalar case. Especially, in contrast to known results, we avoid the appearance of a duality gap in case of b = 0. Examples are given.