On approximate solutions of nondifferentiable vector optimization problems with cone-convex objectives (Q2311119)
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English | On approximate solutions of nondifferentiable vector optimization problems with cone-convex objectives |
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On approximate solutions of nondifferentiable vector optimization problems with cone-convex objectives (English)
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10 July 2019
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The paper considers nondifferentiable vector optimization problems of the form \(\min f(x) \text{ s.t. } g_i(x) \leqq 0, i=1, \ldots, m\) with respect to a closed, convex and pointed cone \(C\) with nonempty interior. It is assumed that \(f\) is \(C\)-convex and that constraint functions \(g_i\) are convex. Using separation theorems, the authors prove KKT necessary and sufficient optimality conditions for weakly \(C-\epsilon\) efficient solutions. Moreover, they present a Wolfe type dual problem and prove weak and strong duality results.
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weakly \(C-\epsilon\)-efficient solution
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\(C\)-convexity
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KKT optimality conditions
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Wolfe duality
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