Multiobjective optimization problems with modified objective functions and cone constraints and applications

被引:38
作者
Chen, Jia Wei [3 ]
Cho, Yeol Je [1 ,2 ]
Kim, Jong Kyu [4 ]
Li, Jun [3 ]
机构
[1] Gyeongsang Natl Univ, Dept Math Educ, Chinju 660701, South Korea
[2] Gyeongsang Natl Univ, RINS, Coll Educ, Chinju 660701, South Korea
[3] China W Normal Univ, Sch Math & Informat, Nanchong 637002, Sichuan, Peoples R China
[4] Kyungnam Univ, Dept Math, Masan 631701, South Korea
关键词
Multiobjective optimization problem; Q-(pseudo)invex; Q-convexlike; Weakly efficient solution; Saddlepoint; KKT condition; Weak; (strong; converse); duality; Lagrange function; ETA-APPROXIMATION APPROACH; DUALITY; INVEXITY;
D O I
10.1007/s10898-010-9539-3
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 a differentiable multiobjective optimization problem with generalized cone constraints (for short, MOP). We investigate the relationship between weakly efficient solutions for (MOP) and for the multiobjective optimization problem with the modified objective function and cone constraints [for short, (MOP) (eta) (x)] and saddle points for the Lagrange function of (MOP) (eta) (x) involving cone invex functions under some suitable assumptions. We also prove the existence of weakly efficient solutions for (MOP) and saddle points for Lagrange function of (MOP) (eta) (x) by using the Karush-Kuhn-Tucker type optimality conditions under generalized convexity functions. As an application, we investigate a multiobjective fractional programming problem by using the modified objective function method.
引用
收藏
页码:137 / 147
页数:11
相关论文
共 19 条
[1]   Generalized invexity and duality in multiobjective programming problems [J].
Aghezzaf, B ;
Hachimi, M .
JOURNAL OF GLOBAL OPTIMIZATION, 2000, 18 (01) :91-101
[2]   An η-approximation approach to duality in mathematical programming problems involving r-invex functions [J].
Antczak, T .
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2006, 315 (02) :555-567
[3]   An η-approximation method in nonlinear vector optimization [J].
Antczak, T .
NONLINEAR ANALYSIS-THEORY METHODS & APPLICATIONS, 2005, 63 (02) :225-236
[4]   Modified ratio objective approach in mathematical programming [J].
Antczak, T .
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2005, 126 (01) :23-40
[5]   An η-approximation approach for nonlinear mathematical programming problems involving invex functions [J].
Antczak, T .
NUMERICAL FUNCTIONAL ANALYSIS AND OPTIMIZATION, 2004, 25 (5-6) :423-438
[6]   A new approach to multiobjective programming with a modified objective function [J].
Antczak, T .
JOURNAL OF GLOBAL OPTIMIZATION, 2003, 27 (04) :485-495
[7]  
Bonnans J.F., 2013, PERTURBATION ANAL OP
[8]  
Craven B. D., 1995, Control and Optimization
[9]  
CROUZEIX JP, 1997, P 5 S GEN CONV
[10]  
Dutta J, 2001, ASIA PAC J OPER RES, V18, P257