Necessary and sufficient optimality conditions for set-valued optimization problems

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.

Mathematics ◽  
2018 ◽  
Vol 7 (1) ◽  
pp. 12 ◽  
Author(s):  
Xiangkai Sun ◽  
Hongyong Fu ◽  
Jing Zeng

This paper deals with robust quasi approximate optimal solutions for a nonsmooth semi-infinite optimization problems with uncertainty data. By virtue of the epigraphs of the conjugates of the constraint functions, we first introduce a robust type closed convex constraint qualification. Then, by using the robust type closed convex constraint qualification and robust optimization technique, we obtain some necessary and sufficient optimality conditions for robust quasi approximate optimal solution and exact optimal solution of this nonsmooth uncertain semi-infinite optimization problem. Moreover, the obtained results in this paper are applied to a nonsmooth uncertain optimization problem with cone constraints.


Author(s):  
Surjeet Kaur Suneja ◽  
Meetu Bhatia

In this paper we introduce cone semilocally preinvex, cone semilocally quasi preinvex and cone semilocally pseudo preinvex functions and study their properties. These functions are further used to establish necessary and sufficient optimality conditions for a vector minimization problem over cones. A Mond-Weir type dual is formulated for the vector optimization problem and various duality theorems are proved.


4OR ◽  
2021 ◽  
Author(s):  
Tadeusz Antczak

AbstractIn this paper, the class of differentiable semi-infinite multiobjective programming problems with vanishing constraints is considered. Both Karush–Kuhn–Tucker necessary optimality conditions and, under appropriate invexity hypotheses, sufficient optimality conditions are proved for such nonconvex smooth vector optimization problems. Further, vector duals in the sense of Mond–Weir are defined for the considered differentiable semi-infinite multiobjective programming problems with vanishing constraints and several duality results are established also under invexity hypotheses.


Author(s):  
Tadeusz Antczak ◽  
Gabriel Ruiz-Garzón

In this paper, a new class of nonconvex nonsmooth multiobjective programming problems with directionally differentiable functions is considered. The so-called G-V-type I objective and constraint functions and their generalizations are introduced for such nonsmooth vector optimization problems. Based upon these generalized invex functions, necessary and sufficient optimality conditions are established for directionally differentiable multiobjective programming problems. Thus, new Fritz John type and Karush-Kuhn-Tucker type necessary optimality conditions are proved for the considered directionally differentiable multiobjective programming problem. Further, weak, strong and converse duality theorems are also derived for Mond-Weir type vector dual programs.


Author(s):  
Jutamas Kerdkaew ◽  
Rabian Wangkeeree ◽  
Rattanaporn Wangkeereee

AbstractIn this paper, we investigate an uncertain multiobjective optimization problem involving nonsmooth and nonconvex functions. The notion of a (local/global) robust weak sharp efficient solution is introduced. Then, we establish necessary and sufficient optimality conditions for local and/or the robust weak sharp efficient solutions of the considered problem. These optimality conditions are presented in terms of multipliers and Mordukhovich/limiting subdifferentials of the related functions.


Author(s):  
Dr. Sunila Sharma ◽  
Priyanka Yadav

For a convex programming problem, the Karush-Kuhn-Tucker (KKT) conditions are necessary and sufficient for optimality under suitable constraint qualification. Recently, Suneja et al proved KKT optimality conditions for a differentiable vector optimization problem over cones in which they replaced the cone-convexity of constraint function by convexity of feasible set and assumed the objective function to be cone-pseudoconvex. In this paper, we have considered a nonsmooth vector optimization problem over cones and proved KKT type sufficient optimality conditions by replacing convexity of feasible set with the weaker condition considered by Ho and assuming the objective function to be generalized nonsmooth cone-pseudoconvex. Also, a Mond-Weir type dual is formulated and various duality results are established in the modified setting.


2017 ◽  
Vol 9 (4) ◽  
pp. 168
Author(s):  
Giorgio Giorgi

We take into condideration necessary optimality conditions of minimum principle-type, that is for optimization problems having, besides the usual inequality and/or equality constraints, a set constraint. The first part pf the paper is concerned with scalar optimization problems; the second part of the paper deals with vector optimization problems.


2020 ◽  
Vol 9 (2) ◽  
pp. 383-398
Author(s):  
Sunila Sharma ◽  
Priyanka Yadav

Recently, Suneja et al. [26] introduced new classes of second-order cone-(η; ξ)-convex functions along with theirgeneralizations and used them to prove second-order Karush–Kuhn–Tucker (KKT) type optimality conditions and duality results for the vector optimization problem involving first-order differentiable and second-order directionally differentiable functions. In this paper, we move one step ahead and study a nonsmooth vector optimization problem wherein the functions involved are first and second-order directionally differentiable. We introduce new classes of nonsmooth second-order cone-semipseudoconvex and nonsmooth second-order cone-semiquasiconvex functions in terms of second-order directional derivatives. Second-order KKT type sufficient optimality conditions and duality results for the same problem are proved using these functions.


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.


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