On Weak and Strong Kuhn–Tucker Conditions for Smooth Multiobjective Optimization

On Weak and Strong Kuhn–Tucker Conditions for Smooth Multiobjective Optimization

0.00 Avg rating0 Votes
Article ID: iaor20127256
Volume: 155
Issue: 2
Start Page Number: 477
End Page Number: 491
Publication Date: Nov 2012
Journal: Journal of Optimization Theory and Applications
Authors: ,
Keywords: programming: multiple criteria
Abstract:

We consider a smooth multiobjective optimization problem with inequality constraints. Weak Kuhn–Tucker (WKT) optimality conditions are said to hold for such problems when not all the multipliers of the objective functions are zero, while strong Kuhn–Tucker (SKT) conditions are said to hold when all the multipliers of the objective functions are positive. We introduce a new regularity condition under which (WKT) hold. Moreover, we prove that for another new regularity condition (SKT) hold at every Geoffrion‐properly efficient point. We show with an example that the assumption on proper efficiency cannot be relaxed. Finally, we prove that Geoffrion‐proper efficiency is not needed when the constraint set is polyhedral and the objective functions are linear.

Reviews

Required fields are marked *. Your email address will not be published.