Optimality conditions for approximate proper solutions in multiobjective optimization with polyhedral cones

被引：0
|
作者：
C. Gutiérrez
L. Huerga
B. Jiménez
V. Novo
机构：
[1] IMUVA (Institute of Mathematics of University of Valladolid),Departamento de Matemática Aplicada
[2] E.T.S.I. Industriales,undefined
[3] Universidad Nacional de Educación a Distancia,undefined
来源：
TOP | 2020年 / 28卷
关键词：
Multiobjective optimization; Optimality conditions; Approximate proper efficiency; Polyhedral ordering cone; Nonlinear Lagrangian; Linear scalarization; 90C25; 90C26; 90C29; 90C30; 90C46;
D O I：
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学科分类号：
摘要：
In this paper, we provide optimality conditions for approximate proper solutions of a multiobjective optimization problem, whose feasible set is given by a cone constraint and the ordering cone is polyhedral. A first class of optimality conditions is given by means of a nonlinear scalar Lagrangian and the second kind through a linear scalarization technique, under generalized convexity hypotheses, that lets us derive a Kuhn–Tucker multiplier rule.
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页码：526 / 544
页数：18
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