On characterizations of proper efficiency for nonconvex multiobjective optimization

被引：16

作者：

Huang, XX

Yang, XQ ^{[1
]}

机构：

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

[2] Chongqing Normal Univ, Dept Math & Comp Sci, Chongqing 400047, Peoples R China

来源：

JOURNAL OF GLOBAL OPTIMIZATION | 2002年 / 23卷 / 3-4期

关键词：

multiobjective optimization; properly efficient solution; stability; multicriteria discrete time optimal control;

D O I：

10.1023/A:1016522528364

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, nonconvex multiobjective optimization problems are studied. New characterizations of a properly efficient solution in the sense of Geoffrion's are established in terms of the stability of one scalar optimization problem and the existence of an exact penalty function of a scalar constrained program, respectively. One of the characterizations is applied to derive necessary conditions for a properly efficient control-parameter pair of a nonconvex multiobjective discrete optimal control problem with linear constraints.

引用

页码：213 / 231

页数：19

共 22 条

[1] VECTOR MAXIMIZATION PROBLEM - PROPER EFFICIENCY AND STABILITY [J].