In this paper, we introduce four types of generalized convexity for an n-set function and discuss optimality and duality for a multiobjective programming problem involving n-set functions. Under some mild assumption on the new generalized convexity, we present a few optimality conditions for an efficient solution and a weakly efficient solution to the problem. Also we prove a weak duality theorem and a strong duality theorem for the problem and its Mond-Weir and general Mond-Weir dual problems respectively.