EPSILON-DUALITY THEOREM OF NONDIFFERENTIABLE NONCONVEX MULTIOBJECTIVE PROGRAMMING

被引：66
|
作者：
LIU, JC
机构：
[1] Mathematics Section, Mingchi Institute of Technology, Taipei
来源：
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 1991年 / 69卷 / 01期
关键词：
MULTIOBJECTIVE PROGRAMMING; SCALAR PENALTY FUNCTIONS; EPSILON-VECTOR LAGRANGIAN;
D O I：
10.1007/BF00940466
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：
Necessary Kuhn-Tucker conditions up to precision epsilon without constraint qualification for epsilon-Pareto optimality of multiobjective programming are derived. This article suggests the establishment of a Wolfe-type epsilon-duality theorem for nondifferentiable, nonconvex, multi-objective minimization problems. The epsilon-vector Lagrangian and the generalized epsilon-saddle point for Pareto optimality are studied.
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页码：153 / 167
页数：15
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