scholarly journals Using necessary optimality conditions for acceleration of the nonuniform covering optimization method

2016 ◽  
Vol 6 (1) ◽  
Author(s):  
Yury Evtushenko ◽  
Mikhail Posypkin

Abstract Paper deals with the non-uniform covering method that is aimed at deterministic global optimization. This method finds a feasible solution to the optimization problem numerically and proves that the obtained solution differs from the optimal by no more than a given accuracy. Numerical proof consists of constructing a set of covering sets - the coverage. The number of elements in the coverage can be very large and even exceed the total amount of available computer resources. Basic method of coverage construction is the comparison of upper and lower bounds on the value of the objective function. In this work we propose to use necessary optimality conditions of first and second order for reducing the search for boxconstrained problems. We provide the algorithm description and prove its correctness. The efficiency of the proposed approach is studied on test problems.

Author(s):  
Mohsine Jennane ◽  
El Mostafa Kalmoun ◽  
Lahoussine Lafhim

We consider a nonsmooth semi-infinite interval-valued vector programming problem, where the objectives and constraints functions need not to be locally Lipschitz. Using Abadie's constraint qualification and convexificators, we provide  Karush-Kuhn-Tucker necessary optimality conditions by converting the initial problem into a bi-criteria optimization problem. Furthermore, we establish sufficient optimality conditions  under the asymptotic convexity assumption.


2003 ◽  
Vol 75 (2) ◽  
pp. 221-232 ◽  
Author(s):  
C. S. Lalitha ◽  
J. Dutta ◽  
Misha G. Govil

AbstractThe main aim of this paper is to obtain optimality conditions for a constrained set-valued optimization problem. The concept of Clarke epiderivative is introduced and is used to derive necessary optimality conditions. In order to establish sufficient optimality criteria we introduce a new class of set-valued maps which extends the class of convex set-valued maps and is different from the class of invex set-valued maps.


2011 ◽  
Vol 18 (1) ◽  
pp. 53-66
Author(s):  
Najia Benkenza ◽  
Nazih Gadhi ◽  
Lahoussine Lafhim

Abstract Using a special scalarization employed for the first time for the study of necessary optimality conditions in vector optimization by Ciligot-Travain [Numer. Funct. Anal. Optim. 15: 689–693, 1994], we give necessary optimality conditions for a set-valued optimization problem by establishing the existence of Lagrange–Fritz–John multipliers. Also, sufficient optimality conditions are given without any Lipschitz assumption.


2021 ◽  
Vol 0 (0) ◽  
pp. 0
Author(s):  
Nazih Abderrazzak Gadhi ◽  
Fatima Zahra Rahou

<p style='text-indent:20px;'>In this work, we are concerned with a fractional multiobjective optimization problem <inline-formula><tex-math id="M1">\begin{document}$ (P) $\end{document}</tex-math></inline-formula> involving set-valued maps. Based on necessary optimality conditions given by Gadhi et al. [<xref ref-type="bibr" rid="b14">14</xref>], using support functions, we derive sufficient optimality conditions for <inline-formula><tex-math id="M2">\begin{document}$ \left( P\right) , $\end{document}</tex-math></inline-formula> and we establish various duality results by associating the given problem with its Mond-Weir dual problem <inline-formula><tex-math id="M3">\begin{document}$ \left( D\right) . $\end{document}</tex-math></inline-formula> The main tools we exploit are convexificators and generalized convexities. Examples that illustrates our findings are also given.</p>


Author(s):  
Nazih Abderrazzak Gadhi ◽  
khadija hamdaoui ◽  
mohammed El idrissi ◽  
Fatima zahra Rahou

In this paper, we are concerned with a fractional multiobjective optimization problem (P). Using support functions together with a generalized Guignard constraint qualification, we give necessary optimality conditions in terms of convexificators and the Karush-Kuhn-Tucker multipliers. Several intermediate optimization problems have been introduced to help us in our investigation.


Sign in / Sign up

Export Citation Format

Share Document