For an inequality constrained nonsmooth multiobjective optimization problem, where the objective and constraint functions are locally Lipschitz, a nonsmooth analogue of the Maeda-type Guignard constraint qualification...
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For an inequality constrained nonsmooth multiobjective optimization problem, where the objective and constraint functions are locally Lipschitz, a nonsmooth analogue of the Maeda-type Guignard constraint qualification is given;stronger Kuhn-Tucker type necessary optimality conditions are derived that are expressed in terms of upper convexificators. Moreover, other constraint qualifications sufficient for the nonsmooth analogue are introduced and their relationships are presented.
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 different...
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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.
作者:
Kuk, HTanino, TKyung Hee Univ
Dept Math Sch Elect & Informat Yongin 449701 South Korea Osaka Univ
Grad Sch Engn Dept Elect & Informat Syst Suita Osaka 5650871 Japan
A nonsmooth multiobjective optimization problem involving generalized Type I vector-valued functions is considered. Karush-Kuhn-Tucker type necessary and sufficient optimality conditions are obtained for a feasible po...
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A nonsmooth multiobjective optimization problem involving generalized Type I vector-valued functions is considered. Karush-Kuhn-Tucker type necessary and sufficient optimality conditions are obtained for a feasible point to be an efficient or properly efficient solution. Duality theorems are proved for Wolfe type and Mond-Weir type duals under the generalized Type I assumptions. (C) 2003 Elsevier Science Ltd. All rights reserved.
A nonsmooth multiobjective optimization problem involving generalized (F, alpha, rho, d)-type I function is considered. Karush-Kuhn-Tucker type necessary and sufficient optimality conditions are obtained for a feasibl...
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A nonsmooth multiobjective optimization problem involving generalized (F, alpha, rho, d)-type I function is considered. Karush-Kuhn-Tucker type necessary and sufficient optimality conditions are obtained for a feasible point to be an efficient or properly efficient solution. Duality results are obtained for mixed type dual under the aforesaid assumptions.
This paper concentrates on necessary conditions for properly efficient solutions in nonsmooth multiobjective optimization problems. We first present a generalization of Tucker's alternative theorem for conic nonli...
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This paper concentrates on necessary conditions for properly efficient solutions in nonsmooth multiobjective optimization problems. We first present a generalization of Tucker's alternative theorem for conic nonlinear systems, provided that a closedness condition holds. Some sufficient conditions for the validity of such a closedness condition are given. As applications, under the weak Abadie regularity condition, we then establish the primal and the strong Karush/Kuhn-Tucker (dual) necessary optimality conditions for an efficient solution to be locally properly efficient in Borwein's sense. The primal and the dual conditions are formulated as an equivalent pair by means of the Tucker-type alternative results. Finally we give an example to illustrate that Borwein's locally properly efficient solution cannot be reduced to the only efficient one in the main results.
Using the idea of upper convexificators, we propose constraint qualifications and study existence and boundedness of the Kuhn-Tucker multipliers for a nonsmooth multiobjective optimization problem with inequality cons...
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Using the idea of upper convexificators, we propose constraint qualifications and study existence and boundedness of the Kuhn-Tucker multipliers for a nonsmooth multiobjective optimization problem with inequality constraints and an arbitrary set constraint. We show that, at locally weak efficient solutions where the objective and constraint functions are locally Lipschitz, the constraint qualifications are necessary and sufficient conditions for the Kuhn-Tucker multiplier sets to be nonempty and bounded under certain semiregularity assumptions on the upper convexificators of the functions.
An implementable method for nonsmooth multiobjective optimization is described. The algorithm is a modification of the well-known Geoffrion-Dyer-Feinberg (GDF) method for smooth interactive multiobjective problems. Th...
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An implementable method for nonsmooth multiobjective optimization is described. The algorithm is a modification of the well-known Geoffrion-Dyer-Feinberg (GDF) method for smooth interactive multiobjective problems. The smooth gradient-based Frank-Wolfe method exploited in the GDF method is replaced by a modified (Kiev) subgradient method in order to compute the search direction. The solutions are projected onto the set of Pareto optimal points by using exact penalty scalarizing functions. A bundle-type method is utilized to solve the nonsmooth single objective optimization problems arising in every iteration of the *** an application we introduce a model of an elastic string, which leads us to solve a nonsmoothmultiobjective optimal control problem governed by a variational inequality. Due to the unilateral boundary conditions, the state of the system depends in a nonsmooth way on the control variable. Finally, some encouraging numerical experience is reported.
In combining the value function approach and tangential subdifferentials, we establish necessary optimality conditions of a nonsmoothmultiobjective bilevel programming problem under a suitable constraint qualificatio...
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In combining the value function approach and tangential subdifferentials, we establish necessary optimality conditions of a nonsmoothmultiobjective bilevel programming problem under a suitable constraint qualification. The upper level objectives and constraint functions are neither assumed to be necessarily locally Lipschitz nor convex.
In this paper, we investigate optimality conditions of nonsmooth sparsity multiobjectiveoptimization problem (shortly, SMOP) by the advanced variational analysis. We present the variational analysis characterizations...
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In this paper, we investigate optimality conditions of nonsmooth sparsity multiobjectiveoptimization problem (shortly, SMOP) by the advanced variational analysis. We present the variational analysis characterizations, such as tangent cones, normal cones, dual cones and second-order tangent set, of the sparse set, and give the relationships among the sparse set and its tangent cones and second-order tangent set. The first-order necessary conditions for local weakly Pareto efficient solution of SMOP are established under some suitable conditions. We also obtain the equivalence between basic feasible point and stationary point defined by the Frechet normal cone of SMOP. The sufficient optimality conditions of SMOP are derived under the pseudoconvexity. Moreover, the second-order necessary and sufficient optimality conditions of SMOP are established by the Dini directional derivatives of the objective function and the Bouligand tangent cone and second-order tangent set of the sparse set.
In this paper, we give necessary conditions for the existence of a strict local minimum of order two for multiobjectiveoptimization problems with equality and inequality constraints. We suppose that the objective fun...
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In this paper, we give necessary conditions for the existence of a strict local minimum of order two for multiobjectiveoptimization problems with equality and inequality constraints. We suppose that the objective function and the active inequality constraints are only locally Lipschitz. We consider both regular equality constraints and degenerate equality constraints. This article could be considered as a continuation of [E. Constantin, Necessary Conditions for Weak Efficiency for nonsmooth Degenerate multiobjectiveoptimization Problems, J. Global Optim, 75, 111-129, 2019]. We introduce a constraint qualification and a regularity condition, and we show that under each of them, the dual necessary conditions for a weak local minimum of the aforementioned article become of Kuhn-Tucker type.
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