A modified wolfe dual for weak vector minimization
B. D. Craven · Numerical Functional Analysis and Optimization · 1989
A version of the Wolfe dual problem is constructed for constained weak minimization of a vector objective function, in finite or infinite dimensions (e.g. continuous programming) The usual convex requirements are weakened to invex. Weak duality is replaced by an inclusion, constructed using the cone defining the weak minimum. Relations with Pareto (or proper Pareto) minima are discussed.