Article ID: | iaor20163560 |
Volume: | 244 |
Issue: | 2 |
Start Page Number: | 367 |
End Page Number: | 383 |
Publication Date: | Sep 2016 |
Journal: | Annals of Operations Research |
Authors: | Chuong Thai, Kim Do |
Keywords: | programming: multiple criteria |
This paper focuses on the study of optimality conditions and duality in nonsmooth fractional multiobjective optimization problems. Applying some advanced tools of variational analysis and generalized differentiation, we establish necessary optimality conditions for (weakly) efficient solutions of a fractional multiobjective optimization problem involving inequality and equality constraints. Sufficient optimality conditions for such solutions to the considered problem are also obtained by means of (strictly) generalized convex‐affine functions. In addition, we address a dual problem to the primal one and examine duality relations between them.