A note on invex functions and duality in multiple objective optimization (Q1109688)
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English | A note on invex functions and duality in multiple objective optimization |
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A note on invex functions and duality in multiple objective optimization (English)
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1988
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Starting from the concept of invex function defined by \textit{B. D. Craven} [Bull. Aust. Math. Soc. 24, 357-366 (1981; Zbl 0452.90066)], the author considers a multiple objective programming problem (PV): minimize \(f(x)=(f_ 1(x)\), \(...\), \(f_ k(x))\) subject to \(g_ i(x)\leq 0\) \((i=1,...,m)\) and shows, when each \(f_ i\) and \(g_ i\) are invex with respect to the same vector valued function, that a necessary and sufficient condition for a feasible point to be properly efficient in the sense of \textit{A. M. Geoffrion} [J. Math. Anal. Appl. 22, 618-630 (1968; Zbl 0181.228)] is that the Kuhn-Tucker conditions hold for the function \(\sum^{k}_{i=1}\lambda_ if_ i\), with \(\lambda_ i\) \((i=1,...,k)\) positive scalars. This result is applied to obtain an extension of a duality theorem from a previous paper under invex hypotheses.
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proper efficiency
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invex function
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multiple objective programming
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Kuhn- Tucker conditions
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duality theorem
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