EPSILON-OPTIMALITY CRITERIA FOR VECTOR MINIMIZATION PROBLEMS VIA EXACT PENALTY-FUNCTIONS

Several authors have been interested in epsilon-optimality criteria for scalar programming problems. In this paper, some epsilon-optimality results for the scalar problems of ours [Math. Programming 56 (1992), 233-243] are extended to vector minimization problems via exact penalty functions. Similar to our paper, the solvability of neither the vector problems nor the associated dual problems is assumed. Our criteria are derived by estimating the size of the penalty parameter in terms of epsilon-approximate solutions for the dual problems. (C) 1994 Academic Press, Inc.