Pseudoinvexity, optimality conditions and efficiency in multiobjective problems; duality

被引:27
|
作者
Arana-Jimenez, A.
Rufian-Lizana, A.
Osuna-Gomez, R.
Ruiz-Garzon, G. [1 ]
机构
[1] Univ Cadiz, Fac Ciencias, Dept Estadistica Invest Operativa, E-11510 Puerto Real, Spain
[2] IES San Jose Del Valle, Cadiz 11580, Spain
[3] Univ Seville, Fac Matemat, Dept Estadistica Invest Operativa, Seville, Spain
关键词
multiobjective programming; invexity; pseudoinvexity; Kuhn-Tucker and Fritz-John optimality conditions; efficient solutions;
D O I
10.1016/j.na.2006.10.028
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this paper, we establish characterizations for efficient solutions to multiobjective programming problems, which generalize the characterization of established results for optimal solutions to scalar programming problems. So, we prove that in order for Kuhn-Tucker points to be efficient solutions it is necessary and sufficient that the multiobjective problem functions belong to a new class of functions, which we introduce. Similarly, we obtain characterizations for efficient solutions by using Fritz-John optimality conditions. Some examples are proposed to illustrate these classes of functions and optimality results. We study the dual problem and establish weak, strong and converse duality results. (C) 2007 Published by Elsevier Ltd.
引用
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页码:24 / 34
页数:11
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