EPSILON-DUALITY THEOREM OF NONDIFFERENTIABLE NONCONVEX MULTIOBJECTIVE PROGRAMMING

被引：68

作者：

LIU, JC

机构：

[1] Mathematics Section, Mingchi Institute of Technology, Taipei

来源：

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 1991年 / 69卷 / 01期

关键词：

MULTIOBJECTIVE PROGRAMMING; SCALAR PENALTY FUNCTIONS; EPSILON-VECTOR LAGRANGIAN;

D O I：

10.1007/BF00940466

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：

Necessary Kuhn-Tucker conditions up to precision epsilon without constraint qualification for epsilon-Pareto optimality of multiobjective programming are derived. This article suggests the establishment of a Wolfe-type epsilon-duality theorem for nondifferentiable, nonconvex, multi-objective minimization problems. The epsilon-vector Lagrangian and the generalized epsilon-saddle point for Pareto optimality are studied.

引用

页码：153 / 167

页数：15

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