Optimality conditions and duality for a class of nondifferentiable multiobjective programming problems

Nonconvex programming, global optimization (90C26) Multi-objective and goal programming (90C29) Optimality conditions and duality in mathematical programming (90C46)

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The authors consider a nondifferentiable multiobjective programming problem (MPE) in which the objective contains some support functions of compact convex sets: \[ \begin{aligned} &\min (f_1(x)+s(x|D_1),\cdots, f_p(x)+s(x|D_p))\\ &\text{{subject\;to}}\;g(x)\geq 0,\quad l(x)=0\end{aligned} \] where \(f\) and \(g\) are differentiable functions from \({\mathbb R}^n\to{\mathbb R}^p\) and \({\mathbb R}^n\to {\mathbb R}^m,\) respectively; \(l\) is a linear function from \({\mathbb R}^n\to{\mathbb R}^q,\) and \(D_i,\) for each \(i=1,\dots,p,\) is a compact convex set of \({\mathbb R}^n.\) Inspired by a recent paper by \textit{X.M. Yang, K.L. Teo} and \textit{X.Q. Yang} [J. Math. Anal. Appl. 252, No.2, 999--1005 (2000; Zbl 0970.90097)], they introduce the concept of generalized \((F,\alpha,\rho,d)\)--convexity, starting from the definition of \((F,\alpha,\rho,d)\)--convexity due to Liang et al.: let \(F:{\mathbb R}^n\times {\mathbb R}^n\times {\mathbb R}^n\to {\mathbb R}\) be a sublinear functional; let the function \(\phi:{\mathbb R}^n\to {\mathbb R}\) be differentiable at \(u\in{\mathbb R}^n,\) \(\rho\in{\mathbb R},\) and \(d(\cdot,\cdot):{\mathbb R}^n\times {\mathbb R}^n\to{\mathbb R}.\) The function \(\phi\) is said to be \((F,\alpha,\rho,d)\)--convex at \(u,\) if \[ \phi(x)-\phi(u)\geq F(x,u; \alpha(x,u)\nabla\phi(u))+\rho d^2(x,u),\quad \forall x\in {\mathbb R}^n. \] In Section 2, they establish both Fritz John necessary and sufficient optimality conditions, and Kuhn--Tucker necessary and sufficient optimality conditions for weakly efficient solutions of (MPE). In Section 3, they formulate the generalized dual programming problem and establish weak and strong duality theorems under generalized \((F,\alpha,\rho,d)\)--convexity assumptions.

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