ε-Subdifferentials of set-valued maps and ε-weak Pareto optimality for multiobjective optimization

被引:23
作者
Taa, A [1 ]
机构
[1] Fac Sci & Tech, Dept Math, Marrakech, Morocco
关键词
epsilon-subdifferentials of set-valued maps; epsilon-weak Pareto; optimality conditions; Lagrange-multipliers; scalarization; nearly subconvexlike; subconvexlike; convex; multiobjective optimization;
D O I
10.1007/s00186-005-0007-7
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
In this paper we consider vector optimization problems where objective and constraints are set-valued maps. Optimality conditions in terms of Lagrange-multipliers for an epsilon-weak Pareto minimal point are established in the general case and in the case with nearly subconvexlike data. A comparison with existing results is also given. Our method used a special scalarization function, introduced in optimization by Hiriart-Urruty. Necessary and sufficient conditions for the existence of an epsilon-weak Pareto minimal point are obtained. The relation between the set of all epsilon-weak Pareto minimal points and the set of all weak Pareto minimal points is established. The epsilon-subdifferential formula of the sum of two convex functions is also extended to set-valued maps via well known results of scalar optimization. This result is applied to obtain the Karush-Kuhn-Tucker necessary conditions, for epsilon-weak Pareto minimal points
引用
收藏
页码:187 / 209
页数:23
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