Higher-order optimality conditions for nonregular multiobjective problem

IF 4.4 3区 管理学 Q1 OPERATIONS RESEARCH & MANAGEMENT SCIENCE
A. S. Melo, L. B. Dos Santos, M. A. Rojas-Medar
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引用次数: 0

Abstract

In this paper, we present necessary and sufficient optimality conditions for multiobjective problems with equality and inequality constraints defined in Banach spaces. We focus on the nonregular case when the linear independence qualification or Mangasarian-Fromovitz constraint qualification are not satisfied at the solution of the multiobjective problem. For this case, we present new generalized p-order necessary optimality conditions of Karush–Kuhn–Tucker type. The conditions subsume the classical conditions and give new and nontrivial conditions for the nonregular case. Our results were obtained from the theory of p-regularity, introduced by Brezhneva and Tret’yakov (SIAM J Control Optim 42:729-745, 2003). Some examples are presented to illustrate the results.

非规则多目标问题的高阶最优条件
本文提出了在巴拿赫空间中定义的带有相等和不相等约束的多目标问题的必要和充分最优条件。我们将重点放在非规则情况下,即多目标问题的解不满足线性独立性约束条件或 Mangasarian-Fromovitz 约束条件。针对这种情况,我们提出了新的广义 p 阶必要最优性条件(Karush-Kuhn-Tucker 类型)。这些条件包含了经典条件,并为非规则情况提供了新的非难条件。我们的结果来自 Brezhneva 和 Tret'yakov 提出的 p-regularity 理论 (SIAM J Control Optim 42:729-745, 2003)。本文列举了一些例子来说明这些结果。
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来源期刊
Annals of Operations Research
Annals of Operations Research 管理科学-运筹学与管理科学
CiteScore
7.90
自引率
16.70%
发文量
596
审稿时长
8.4 months
期刊介绍: The Annals of Operations Research publishes peer-reviewed original articles dealing with key aspects of operations research, including theory, practice, and computation. The journal publishes full-length research articles, short notes, expositions and surveys, reports on computational studies, and case studies that present new and innovative practical applications. In addition to regular issues, the journal publishes periodic special volumes that focus on defined fields of operations research, ranging from the highly theoretical to the algorithmic and the applied. These volumes have one or more Guest Editors who are responsible for collecting the papers and overseeing the refereeing process.
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