Approximate Karush---Kuhn---Tucker Condition in Multiobjective Optimization

作者: Giorgio Giorgi , Bienvenido Jiménez , Vicente Novo

DOI: 10.1007/S10957-016-0986-Y

关键词: Karush–Kuhn–Tucker conditionsConvexityFritz John conditionsTheory of computationMathematical optimizationConstraint (information theory)Bounded functionMathematicsMulti-objective optimizationState (functional analysis)

摘要: We extend the so-called approximate Karush---Kuhn---Tucker condition from a scalar optimization problem with equality and inequality constraints to multiobjective problem. prove that this is necessary for point be local weak efficient solution without any constraint qualification, also sufficient under convexity assumptions. state an enhanced Fritz John-type efficiency, additional quasi-normality qualification becomes condition. Finally, we study some relations between these concepts notion of bounded condition, which introduced in paper.

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