Approximations for Pareto and Proper Pareto solutions and their KKT conditions

P. Kesarwani, P. K. Shukla, J. Dutta () and K. Deb
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P. Kesarwani: Indian Institute of Technology
P. K. Shukla: Alliance Manchester Business School
J. Dutta: Indian Institute of Technology
K. Deb: Michigan State University

Mathematical Methods of Operations Research, 2022, vol. 96, issue 1, No 5, 123-148

Abstract: Abstract In this article, we view the Pareto and weak Pareto solutions of the multiobjective optimization by using an approximate version of KKT type conditions. In one of our main results Ekeland’s variational principle for vector-valued maps plays a key role. We also focus on an improved version of Geoffrion proper Pareto solutions and it’s approximation and characterize them through saddle point and KKT type conditions.

Keywords: Convex functions; Locally Lipschitz functions; Multi objective optimisation; Pareto minimum; Proper Pareto minimum; Saddle point (search for similar items in EconPapers)
Date: 2022
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Citations: View citations in EconPapers (1)

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DOI: 10.1007/s00186-022-00787-9

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