Pareto optimality conditions and duality for vector quadratic fractional optimization problems

DOI10.1155/2014/983643MaRDI QIDQ2336897zbMATH OpenOpenAlexDBLPWikidataFDO

Authors Yanyan Li

Publication date 19 November 2019

Published in Journal of Applied Mathematics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 3.0 Unported

Full work available at URL https://arxiv.org/abs/1309.5508

Mathematics Subject Classification ID

Quadratic programming (90C20) Multi-objective and goal programming (90C29) Fractional programming (90C32)

Abstract: One of the most important optimality conditions to aid to solve a vector optimization problem is the first-order necessary optimality condition that generalizes the Karush-Kuhn-Tucker condition. However, to obtain the sufficient optimality conditions, it is necessary to impose additional assumptions on the objective functions and in the constraint set. The present work is concerned with the constrained vector quadratic fractional optimization problem. It shows that sufficient Pareto optimality conditions and the main duality theorems can be established without the assumption of generalized convexity in the objective functions, by considering some assumptions on a linear combination of Hessian matrices instead. The main aspect of this contribution is the development of Pareto optimality conditions based on a similar second-order sufficient condition for problems with convex constraints, without convexity assumptions on the objective functions. These conditions might be useful to determine termination criteria in the development of algorithms.

Review text

Summary: One of the most important optimality conditions to aid in solving a vector optimization problem is the first-order necessary optimality condition that generalizes the Karush-Kuhn-Tucker condition. However, to obtain the sufficient optimality conditions, it is necessary to impose additional assumptions on the objective functions and on the constraint set. The present work is concerned with the constrained vector quadratic fractional optimization problem. It shows that sufficient Pareto optimality conditions and the main duality theorems can be established without the assumption of generalized convexity in the objective functions, by considering some assumptions on a linear combination of Hessian matrices instead. The main aspect of this contribution is the development of Pareto optimality conditions based on a similar second-order sufficient condition for problems with convex constraints, without convexity assumptions on the objective functions. These conditions might be useful to determine termination criteria in the development of algorithms.

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Cited in

(1)

• Necessary and sufficient conditions for achieving global optimal solutions in multiobjective quadratic fractional optimization problems

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