Generalized properly efficient solutions of vector optimization problems

Generalized properly efficient solutions of vector optimization problems

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Article ID: iaor20022008
Country: Germany
Volume: 53
Issue: 2
Start Page Number: 215
End Page Number: 232
Publication Date: Jan 2001
Journal: Mathematical Methods of Operations Research (Heidelberg)
Authors: ,
Keywords: optimization
Abstract:

Generalized properly efficient solutions of a vector optimization problem (VP) are defined in terms of various tangent cones and a generalized directional derivative. We study their basic properties and relationships and show that under certain conditions, a generalized properly efficient solution of (VP), defined by the adjacent cone, is a generalized Karush–Kuhn–Tucker properly efficient solution of (VP). Furthermore, using subgradients defined by closed convex tangent cones, we give necessary optimality condition for a generalized properly efficient solution of (VP) defined by the adjacent cone.

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