ε-properly efficient solutions to nondifferentiable multiobjective programming problems

We introduce the concept of an epsilon-properly efficient solution and establish the equivalence between epsilon-optimality for a convex multiobjective program and epsilon-optimality for a related parametric (scalar) objective program. Using this equivalence, we establish the necessary and sufficient conditions for an epsilon-properly efficient solution of a nondifferentiable multiobjective objective functions subject to nondifferentiable convex inequality constraints, linear equality constraints, and abstract constraints. (C) 1999 Elsevier Science Ltd. All rights reserved.