Abstract
This paper examines nonsmooth constrained multi-objective optimization problems where the objective function and the constraints are compositions of convex functions, and locally Lipschitz and Gâteaux differentiable functions. Lagrangian necessary conditions, and new sufficient optimality conditions for efficient and properly efficient solutions are presented. Multi-objective duality results are given for convex composite problems which are not necessarily convex programming problems. Applications of the results to new and some special classes of nonlinear programming problems are discussed. A scalarization result and a characterization of the set of all properly efficient solutions for convex composite problems are also discussed under appropriate conditions.
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This research was partially supported by the Australian Research Council grant A68930162.
This author wishes to acknowledge the financial support of the Australian Research Council.
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Jeyakumar, V., Yang, X.Q. Convex composite multi-objective nonsmooth programming. Mathematical Programming 59, 325–343 (1993). https://doi.org/10.1007/BF01581251
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DOI: https://doi.org/10.1007/BF01581251