Nondifferentiable higher order duality in multiobjective programming involving cones

Abstract We introduce the nondifferentiable multiobjective problem involving cone constraints, where every component of the objective function contains a term involving the support function of a compact convex set. For this problem, Wolfe and Mond–Weir type duals are proposed. We establish weak, strong duality theorems for an efficient solution under suitable higher order generalized invexity conditions. As special cases of our duality relations, we give some known duality results.