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

页码：526 / 544

页数：19

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