Vector continuous-time programming without differentiability (Q966105)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Vector continuous-time programming without differentiability |
scientific article |
Statements
Vector continuous-time programming without differentiability (English)
0 references
27 April 2010
0 references
Multicriterial continuous-time optimization problems are investigated under the assumption that the functions are preinvex. For such problems a generalized Gordan's theorem on the alterative is derived. Moreover it is shown that properly efficient solutions can be computed using the well-known scalarization approach of multicriterial optimization. Moreover, properly efficient solutions are characterized using saddle-point and Karush-Kuhn-Tucker conditions. The paper is concluded with weak and strong duality results.
0 references
continuous-time programming
0 references
multicriterial optimization
0 references
preinvex functions
0 references
duality
0 references
0 references
0 references
0 references