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: Thái Doãn Chương
Format: Article
Language:English
Published: Dalat University 2012-06-01
Series:Tạp chí Khoa học Đại học Đà Lạt
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Online Access:https://tckh.dlu.edu.vn/index.php/tckhdhdl/article/view/193
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author Thái Doãn Chương
author_facet Thái Doãn Chương
author_sort Thái Doãn Chương
collection DOAJ
description 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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series Tạp chí Khoa học Đại học Đà Lạt
spelling doaj-art-bcfca851ea944de4bc5b14e6a6a661402025-02-02T01:37:31ZengDalat UniversityTạp chí Khoa học Đại học Đà Lạt0866-787X2012-06-012210.37569/DalatUniversity.2.2.193(2012)PROPER AND ISOLATED EFFICIENCIES IN MULTIOBJECTIVE OPTIMIZATION PROBLEMSThái Doãn Chương0Department of Mathematics and Applications, Saigon UniversityWe 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.https://tckh.dlu.edu.vn/index.php/tckhdhdl/article/view/193Optimality conditionDualityIsolated minimizerMordukhovich sub-differentialL-invex-infine functionMulti-objective optimisation
spellingShingle Thái Doãn Chương
PROPER AND ISOLATED EFFICIENCIES IN MULTIOBJECTIVE OPTIMIZATION PROBLEMS
Tạp chí Khoa học Đại học Đà Lạt
Optimality condition
Duality
Isolated minimizer
Mordukhovich sub-differential
L-invex-infine function
Multi-objective optimisation
title PROPER AND ISOLATED EFFICIENCIES IN MULTIOBJECTIVE OPTIMIZATION PROBLEMS
title_full PROPER AND ISOLATED EFFICIENCIES IN MULTIOBJECTIVE OPTIMIZATION PROBLEMS
title_fullStr PROPER AND ISOLATED EFFICIENCIES IN MULTIOBJECTIVE OPTIMIZATION PROBLEMS
title_full_unstemmed PROPER AND ISOLATED EFFICIENCIES IN MULTIOBJECTIVE OPTIMIZATION PROBLEMS
title_short PROPER AND ISOLATED EFFICIENCIES IN MULTIOBJECTIVE OPTIMIZATION PROBLEMS
title_sort proper and isolated efficiencies in multiobjective optimization problems
topic Optimality condition
Duality
Isolated minimizer
Mordukhovich sub-differential
L-invex-infine function
Multi-objective optimisation
url https://tckh.dlu.edu.vn/index.php/tckhdhdl/article/view/193
work_keys_str_mv AT thaidoanchuong properandisolatedefficienciesinmultiobjectiveoptimizationproblems