ϵ-optimality for multiobjective programming on a Banach space

ϵ-optimality for multiobjective programming on a Banach space

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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: ,
Abstract:

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.

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