Optimality conditions for approximate proper solutions in multiobjective optimization with polyhedral cones

被引：3
作者：
Gutierrez, C. [1 ]
Huerga, L. [2 ]
Jimenez, B. [2 ]
Novo, V [2 ]
机构：
[1] IMUVA Inst Math Univ Valladolid, Paseo Belen S-N,Campus Miguel Delibes, Valladolid 47011, Spain
[2] Univ Nacl Educ Distancia, Dept Matemat Aplicada, ETSI Ind, C Juan del Rosal 12,Ciudad Univ, E-28040 Madrid, Spain
来源：
TOP | 2020年 / 28卷 / 02期
关键词：
Multiobjective optimization; Optimality conditions; Approximate proper efficiency; Polyhedral ordering cone; Nonlinear Lagrangian; Linear scalarization; KUHN-TUCKER CONDITIONS; EPSILON-SUBDIFFERENTIALS; EFFICIENCY; WEAK;
D O I：
10.1007/s11750-020-00546-1
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 provide optimality conditions for approximate proper solutions of a multiobjective optimization problem, whose feasible set is given by a cone constraint and the ordering cone is polyhedral. A first class of optimality conditions is given by means of a nonlinear scalar Lagrangian and the second kind through a linear scalarization technique, under generalized convexity hypotheses, that lets us derive a Kuhn-Tucker multiplier rule.
引用
收藏
页码：526 / 544
页数：19
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