Necessary Optimality Conditions in Multiobjective Dynamic Optimization

DOI10.1137/S0363012902406576MaRDI QIDQ4652510zbMATH OpenOpenAlexFDO

Authors S. Bellaassali, Abderrahim Jourani

Publication date 28 February 2005

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0363012902406576

differential inclusion Hamiltonian necessary conditions multiobjective optimization necessary conditions for optimality preference

Mathematics Subject Classification ID

Ordinary differential inclusions (34A60) Multi-objective and goal programming (90C29)

Review text

Let \(F: [a,b] \times \mathbb{R}^n \multimap \mathbb{R}^n\) be a closed-valued multimap, measurable in the first argument and sub-Lipschitzean in the second one; \(S \subset \mathbb{R}^n \times \mathbb{R}^n\) a nonempty closed set and \(f: \mathbb{R}^n \times \mathbb{R}^n \rightarrow \mathbb{R}^m\) a map. Extending the result of \textit{A. Ioffe} [Trans. Am. Math. Soc. 349, No.7, 2871-2900 (1997; Zbl 0876.49024)] the authors present necessary optimality conditions for the problem \[ \dot{x}(t) \in F(t,x(t))\,\,\, \text{a.e.}\,\,\, t \in [a,b], \] \[ (x(a),x(b)) \in S, \] \[ \min f(x(a),x(b)), \] where the extremum is taken with respect to a nonreflexive preference relation in \(\mathbb{R}^m.\) Some examples of appropriate preferences are given.

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