Lagrangian Duality for Preinvex Set-Valued Functions☆

Abstract In this paper, generalizing the concept of cone convexity, we have defined cone preinvexity for set-valued functions and given an example in support of this generalization. A Farkas–Minkowski type theorem has been proved for these functions. A Lagrangian type dual has been defined for a fractional programming problem involving preinvex set-valued functions and duality results are established.