NONLINEAR AUGMENTED LAGRANGIAN FOR NONCONVEX MULTIOBJECTIVE OPTIMIZATION

被引：9

作者：

Chen, Chunrong ^{[2
]}

Cheng, Tai Chiu Edwin ^{[3
]}

Li, Shengjie ^{[2
]}

Yang, Xiaoqi ^{[1
]}

机构：

[1] Hong Kong Polytech Univ, Dept Appl Math, Kowloon, Hong Kong, Peoples R China

[2] Chongqing Univ, Coll Math & Stat, Chongqing 401331, Peoples R China

[3] Hong Kong Polytech Univ, Dept Logist & Maritime Studies, Kowloon, Hong Kong, Peoples R China

来源：

JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION | 2011年 / 7卷 / 01期

基金：

中国国家自然科学基金;

关键词：

Multiobjective optimization; nonlinear augmented Lagrangian; strong duality; exact penalization; ordering cone; set-valued maps; VECTOR OPTIMIZATION; DUALITY; PENALIZATION;

D O I：

10.3934/jimo.2011.7.157

中图分类号：

T [工业技术];

学科分类号：

08 ;

摘要：

In this paper, based on the ordering relations induced by a pointed, closed and convex cone with a nonempty interior, we propose a nonlinear augmented Lagrangian dual scheme for a nonconvex multiobjective optimization problem by applying a class of vector-valued nonlinear augmented Lagrangian penalty functions. We establish the weak and strong duality results, necessary and sufficient conditions for uniformly exact penalization and exact penalization in the framework of nonlinear augmented Lagrangian. Our results include several ones in the literature as special cases.

引用

页码：157 / 174

页数：18

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