Constraint qualifications in nonsmooth multiobjective optimization

被引:29
|
作者
Li, XF [1 ]
机构
[1] Jilin Univ Technol, Dept Math Appl, Changchun, Peoples R China
[2] City Univ Hong Kong, Dept Math, Hong Kong, Hong Kong, Peoples R China
基金
中国国家自然科学基金;
关键词
nonsmooth multiobjective optimization; constraint qualifications; KT necessary conditions; Lipschitz continuity; Clarke subdifferential;
D O I
10.1023/A:1004607615343
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
For an inequality constrained nonsmooth multiobjective optimization problem involving locally Lipschitz functions, stronger KT-type necessary conditions and KT necessary conditions (which in the continuously differentiable case reduce respectively to the stronger KT conditions studied recently by Maeda and the usual KT conditions) are derived for efficiency and weak efficiency under several constraint qualifications. Stimulated by the stronger KT-type conditions, the notion of core of the convex hull of the union of finitely many convex sets is introduced. As main tool in the derivation of the necessary conditions, a theorem of the alternatives and a core separation theorem are also developed which are respectively extensions of the Motzkin transposition theorem and the Tucker theorem.
引用
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页码:373 / 398
页数:26
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