Article ID: | iaor20052349 |
Country: | Netherlands |
Volume: | 157 |
Issue: | 1 |
Start Page Number: | 106 |
End Page Number: | 112 |
Publication Date: | Aug 2004 |
Journal: | European Journal of Operational Research |
Authors: | Mehra Aparna, Govil Misha G. |
We establish a Langrange multiplier rule, in terms of Clarke generalized gradient, that characterizes ϵ-efficiency of a nondifferentiable multiobjective programming problem on a real Banach space. This rule is then utilized to establish relationship between ϵ-efficient solution of multiobjective program and generalized saddle point of an appropriate vector-valued Lagrangian under invexity hypothesis.