Strong Kuhn–Tucker conditions and constraint qualifications in locally Lipschitz multiobjective optimization problems

Top - Tập 17 - Trang 288-304 - 2008
G. Giorgi1, B. Jiménez2, V. Novo2
1Dipartimento di Ricerche Aziendali, Università degli Studi di Pavia, Pavia, Italy
2Departamento de Matemática Aplicada, E.T.S.I. Industriales, Universidad Nacional de Educación a Distancia (UNED), Madrid, Spain

Tóm tắt

We consider a Pareto multiobjective optimization problem with a feasible set defined by inequality and equality constraints and a set constraint, where the objective and inequality constraints are locally Lipschitz, and the equality constraints are Fréchet differentiable. We study several constraint qualifications in the line of Maeda (J. Optim. Theory Appl. 80: 483–500, 1994) and, under the weakest ones, we establish strong Kuhn–Tucker necessary optimality conditions in terms of Clarke subdifferentials so that the multipliers of the objective functions are all positive.

Tài liệu tham khảo

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