An exact minimax penalty function method and saddle point criteria for nonsmooth convex vector optimization problems (Q289076): Difference between revisions

The authors consider a vector optimization problem (VP) of a locally Lipschitz function with mixed locally Lipschitz constraints and construct an unconstrained problem (P) by using a vector penalty function. They prove that when the penalty parameter is sufficiently large, saddle points of the associated Lagrange vector function provide weak efficient solutions of the penalized problem (P), and under certain assumptions on the feasible set, (weak) efficient solutions of (P) are also (weak) efficient solutions of (VP).