PROPER AND ISOLATED EFFICIENCIES IN MULTIOBJECTIVE OPTIMIZATION PROBLEMS
We employ some advanced tools of variational analysis and generalised differentiation such as the nonsmooth version of Fermat's rule, the limiting sub-differential of maximum functions, and the sum rules for the Frechet and Mordukhovich sub-differentials to establish necessary conditions for (l...
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| Main Author: | |
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| Format: | Article |
| Language: | English |
| Published: |
Dalat University
2012-06-01
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| Series: | Tạp chí Khoa học Đại học Đà Lạt |
| Subjects: | |
| Online Access: | https://tckh.dlu.edu.vn/index.php/tckhdhdl/article/view/193 |
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| Summary: | We employ some advanced tools of variational analysis and generalised differentiation such as the nonsmooth version of Fermat's rule, the limiting sub-differential of maximum functions, and the sum rules for the Frechet and Mordukhovich sub-differentials to establish necessary conditions for (local) properly efficient solutions and (local) isolated minimizers of a multi-objective optimisation problem involving inequality and equality constraints. Sufficient conditions for the existence of such solutions are also supplied under assumptions of (local) convex/affine functions or L-invex-infine functions defined in terms of the limiting sub-differential of locally Lipschitz functions. In addition, we propose a type of Wolfe dual problem and explore weak/strong duality relations under L-invexity-infineness hypotheses. |
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| ISSN: | 0866-787X |