Duality for a Class of Nondifferentiable Multiobjective Programming Problems1

In this paper, both the Wolfe type and Mond Weir type dual problems for a class of nondifferentiable multiobjective programs in which every component of the objective function contains a term involving the support function of a compact convex set are formulated. Weak duality theorems are established under suitable conditions. A special case which appears repeatedly in the literature is that the support function is the square root of a positive semidefinite quadratic form. This and other special cases can be readily generated from our results.