Optimality conditions and duality in nonsmooth multiobjective optimization problems

Thai Chuong () and Do Kim ()

Annals of Operations Research, 2014, vol. 217, issue 1, 117-136

Abstract: Exploiting some tools of modern variational analysis involving the approximate extremal principle, the fuzzy sum rule for the Fréchet subdifferential, the sum rule for the limiting subdifferential and the scalarization formulae of the coderivatives, we establish necessary conditions for (weakly) efficient solutions of a multiobjective optimization problem with inequality and equality constraints. Sufficient conditions for (weakly) efficient solutions of an aforesaid problem are also provided by means of employing L-(strictly) invex-infine functions defined in terms of the limiting subdifferential. In addition, we introduce types of Wolfe and Mond–Weir dual problems and investigate weak/strong duality relations. Copyright Springer Science+Business Media New York 2014

Keywords: Optimality condition; Duality; The (KKT) condition; Limiting subdifferential; L-invex-infine function; Multiobjective optimization; 49K99; 65K10; 90C29; 90C46 (search for similar items in EconPapers)
Date: 2014
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Citations: View citations in EconPapers (8)

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DOI: 10.1007/s10479-014-1552-3

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