In this paper we apply some tools of nonsmooth analysis and scalarization method due to Chankong–Haimes to find ϵ-efficient solutions of semi-infinite multiobjective optimization problems (MP). We establish ϵ-optimality conditions of Karush–Kuhn–Tucker (KKT) type under Farkas–Minkowski (FM) constraint qualification by using ϵ-subdifferential concept. In addition we propose mixed type dual problem (including dual problems of Wolfe and Mond–Weir types as special cases) for ϵ-efficient solutions and investigate relationship between mentioned (MP) and its dual problem as well as establish several ϵ-duality theorems.
Keywords: ϵ-Efficiency, semi-infinite optimization, ϵ-optimality conditions, ϵ-duality
@article{RO_2018__52_4-5_1397_0, author = {Shitkovskaya, Tatiana and Kim, Do Sang}, title = {\ensuremath{\epsilon}-Efficient solutions in semi-infinite multiobjective optimization}, journal = {RAIRO - Operations Research - Recherche Op\'erationnelle}, pages = {1397--1410}, publisher = {EDP-Sciences}, volume = {52}, number = {4-5}, year = {2018}, doi = {10.1051/ro/2018028}, mrnumber = {3884161}, zbl = {1411.90327}, language = {en}, url = {http://www.numdam.org/articles/10.1051/ro/2018028/} }
TY - JOUR AU - Shitkovskaya, Tatiana AU - Kim, Do Sang TI - ϵ-Efficient solutions in semi-infinite multiobjective optimization JO - RAIRO - Operations Research - Recherche Opérationnelle PY - 2018 SP - 1397 EP - 1410 VL - 52 IS - 4-5 PB - EDP-Sciences UR - http://www.numdam.org/articles/10.1051/ro/2018028/ DO - 10.1051/ro/2018028 LA - en ID - RO_2018__52_4-5_1397_0 ER -
%0 Journal Article %A Shitkovskaya, Tatiana %A Kim, Do Sang %T ϵ-Efficient solutions in semi-infinite multiobjective optimization %J RAIRO - Operations Research - Recherche Opérationnelle %D 2018 %P 1397-1410 %V 52 %N 4-5 %I EDP-Sciences %U http://www.numdam.org/articles/10.1051/ro/2018028/ %R 10.1051/ro/2018028 %G en %F RO_2018__52_4-5_1397_0
Shitkovskaya, Tatiana; Kim, Do Sang. ϵ-Efficient solutions in semi-infinite multiobjective optimization. RAIRO - Operations Research - Recherche Opérationnelle, Volume 52 (2018) no. 4-5, pp. 1397-1410. doi : 10.1051/ro/2018028. http://www.numdam.org/articles/10.1051/ro/2018028/
[1] Multiobjective Decision Making: Theory and Methodology. Amsterdam, North-Holland (1983). | MR | Zbl
and ,[2] Nonsmooth semi-infinite multiobjective optimization problems. J. Optim. Theory Appl. 160 (2014) 748–762. | DOI | MR | Zbl
and ,[3] Optimality Conditions in Convex Optimization: A Finite-Dimensional View. CRC Press (2011). | DOI | MR | Zbl
and ,[4] New Farkas-type constraint qualifications in convex infinite programming. ESAIM: COCV 13 (2007) 580–597. | Numdam | MR | Zbl
, , and ,[5] Exact generation of ϵ-efficient solutions in multiobjective programming. OR Spectrum 29 (2007) 335–350. | DOI | MR | Zbl
and ,[6] Linear Semi-Infinite Optimization. John Wileys, Chichester (1998). | MR | Zbl
and ,[7] Farkas–Minkowski systems in semi-infinite programming. Appl. Math. Optim. 7 (1981) 295–308 | DOI | MR | Zbl
, and ,[8] ϵ-Subdifferential calculus. Vol. 57 of Conv. Anal. Optim. Res. Notes Math. Pitman, New York (1982) 43–92. | MR
,[9] New sequential Largrange multiplier conditions characterizing optimality without constraint qualification for convex programming. SIAM J. Optim. 14 (2003) 534–547. | DOI | MR | Zbl
, and ,[10] Convex ϵ-programming. Sov. Math. Doklady 20 (1979) 391–393. | MR | Zbl
,[11] ϵ-Approximate solutions in multiobjective optimization. Optimization 44 (1988) 161–174. | DOI | MR | Zbl
and ,[12] ϵ-Duality theorem of nondifferentiable nonconvex multiobjective programming. J. Optim. Theory Appl. 69 (1991) 153–167. | DOI | MR | Zbl
,[13] ϵ-Properly efficient solutions to nondifferentiable multiobjective programming problems. Appl. Math. Lett. 12 (1999) 109–111. | DOI | MR | Zbl
,[14] ϵ-Solutions in vector minimization problems. J. Optim. Theory Appl. 43 (1984) 265–276. | DOI | MR | Zbl
,[15] ϵ-Mixed type duality for nonconvex multiobjective programs with an infinite number of constraints. J. Glob. Optim. 57 (2013) 447–465. | DOI | MR | Zbl
, ,[16] ϵ-Optimality and ϵ-Lagrangian duality for a nonconvex programming problem with an infinite number of constraints. J. Optim. Theory Appl. 141 (2009) 389–409. | DOI | MR | Zbl
, and ,[17] ϵ-Optimal solutions in nondifferentiable convex programming and some related questions. Math. Program. 25 (1983) 307–327. | DOI | MR | Zbl
, and ,Cited by Sources: