In this paper, we are concerned with a fractional multiobjective optimization problem (P). Using support functions together with a generalized Guignard constraint qualification, we give necessary optimality conditions in terms of convexificators and the Karush–Kuhn–Tucker multipliers. Several intermediate optimization problems have been introduced to help us in our investigation.
Accepté le :
Première publication :
Publié le :
DOI : 10.1051/ro/2020049
Keywords: Convexificators, fractional optimization, multiobjective optimization, weak local Pareto minimal points, necessary optimality conditions
@article{RO_2021__55_S1_S1037_0,
author = {Gadhi, Nazih Abderrazzak and Hamdaoui, Khadija and El Idrissi, Mohammed and Rahou, Fatima Zahra},
title = {Necessary optimality conditions for a fractional multiobjective optimization problem},
journal = {RAIRO. Operations Research},
pages = {S1037--S1049},
year = {2021},
publisher = {EDP-Sciences},
volume = {55},
doi = {10.1051/ro/2020049},
mrnumber = {4223101},
zbl = {1478.90117},
language = {en},
url = {https://www.numdam.org/articles/10.1051/ro/2020049/}
}
TY - JOUR AU - Gadhi, Nazih Abderrazzak AU - Hamdaoui, Khadija AU - El Idrissi, Mohammed AU - Rahou, Fatima Zahra TI - Necessary optimality conditions for a fractional multiobjective optimization problem JO - RAIRO. Operations Research PY - 2021 SP - S1037 EP - S1049 VL - 55 PB - EDP-Sciences UR - https://www.numdam.org/articles/10.1051/ro/2020049/ DO - 10.1051/ro/2020049 LA - en ID - RO_2021__55_S1_S1037_0 ER -
%0 Journal Article %A Gadhi, Nazih Abderrazzak %A Hamdaoui, Khadija %A El Idrissi, Mohammed %A Rahou, Fatima Zahra %T Necessary optimality conditions for a fractional multiobjective optimization problem %J RAIRO. Operations Research %D 2021 %P S1037-S1049 %V 55 %I EDP-Sciences %U https://www.numdam.org/articles/10.1051/ro/2020049/ %R 10.1051/ro/2020049 %G en %F RO_2021__55_S1_S1037_0
Gadhi, Nazih Abderrazzak; Hamdaoui, Khadija; El Idrissi, Mohammed; Rahou, Fatima Zahra. Necessary optimality conditions for a fractional multiobjective optimization problem. RAIRO. Operations Research, Tome 55 (2021), pp. S1037-S1049. doi: 10.1051/ro/2020049
[1] , On the Kuhn–Tucker Theorem, Nonlinear Programming, edited by and . North-Holland Pub. Co., Amsterdam (1967) 19–36. | MR | Zbl
[2] and , On subdifferentials of set-valued maps. J. Optim. Theory App. 100 (1999) 233–240. | MR | Zbl | DOI
[3] and , Existence of minimizers and necessary conditions for set-valued optimization with equilibrium constraints. Appl. Math. 52 (2007) 453–472. | MR | Zbl | DOI
[4] , Optimization and Nonsmooth Analysis. Wiley-Interscience, New York, NY (1983). | MR | Zbl
[5] , Optimality conditions for maximization of set-valued functions. J. Optim. Theory App. 58 (1988) 1–10. | MR | Zbl | DOI
[6] and , Necessary optimality conditions for bilevel set optimization problems. J. Global Optim. 39 (2007) 529–542. | MR | Zbl | DOI
[7] and , Hunting for a smaller convex subdifferential. J. Global Optim. 10 (1997) 305–326. | MR | Zbl | DOI
[8] , Locally Lipschitzian set-valued maps and general extremal problems with inclusion constraints. Acta Math. Vietnam. 1 (1983) 109–122. | MR | Zbl
[9] , On the regularity condition for the extremal problem under locally Lipschitz inclusion constraints. Appl. Math. Optim. 13 (1985) 151–161. | MR | Zbl | DOI
[10] and , Convexificators, generalized convexity and optimality conditions. J. Optim. Theory App. 113 (2002) 41–65. | MR | Zbl | DOI
[11] , Optimality conditions for the difference of convex set-valued mappings. Positivity 9 (2005) 687–703. | MR | Zbl | DOI
[12] and , Necessary optimality conditions for a set-valued fractional extremal programming problem under inclusion constraints. J. Global Optim. 56 (2013) 489–501. | MR | Zbl | DOI
[13] , and , Multiobjective problems: enhanced necessary conditions and new constraint qualifications via convexificators. Numer. Funct. Anal. Optim. 39 (2018) 11–37. | MR | Zbl | DOI
[14] and , Optimality conditions for multiobjective fractional programming, via convexificators. J. Ind. Manage. Optim. 16 (2020) 623–631. | MR | Zbl | DOI
[15] and , Fundamentals of Convex Analysis. Springer-Verlag, Berlin Heidelberg (2001). | Zbl | DOI
[16] and , Contingent epiderivatives and set-valued optimization. Math. Methods Oper. Res. 46 (1997) 193–211. | MR | Zbl | DOI
[17] and , Nonsmooth calculus, minimality and monotonicity of convexificators. J. Optim. Theory App. 101 (1999) 599–621. | MR | Zbl | DOI
[18] , Optimality conditions for optimistic bilevel programming problem using convexificators. J. Optim. Theory App. 152 (2012) 632–651. | MR | Zbl | DOI
[19] , and , Optimality criteria in set-valued optimization. J. Aust. Math. Soc. 75 (2003) 221–231. | MR | Zbl | DOI
[20] and , Necessary optimality conditions in terms of convexificators in Lipschitz optimization. J. Optim. Theory App. 131 (2006) 429–452. | MR | Zbl | DOI
[21] , The extremal principle and its applications to optimization and economics. In: Optimization and Related Topics, edited by and . Vol. 47 of Applied Optimization. Kluwer, Dordrecht (2001) 343–369. | MR | Zbl | DOI
[22] and , A nonconvex subdifferential calculus in Banach space. J. Convex Anal. 2 (1995) 211–227. | MR | Zbl
[23] , A generalized derivatives for calm and stable functions. Differ. Integral Equ. 5 (1992) 433–454. | MR | Zbl
[24] and , Conjugate maps and duality in multiobjective optimization. J. Optim. Theory App. 31 (1980) 473–499. | MR | Zbl | DOI
[25] , Subdifferentials of multifunctions and Lagrange multipliers for multiobjective optimization. J. Math. Anal. App. 283 (2003) 398–415. | MR | Zbl | DOI
Cité par Sources :





