Skip to main content

Advertisement

Log in

Optimality and duality in nonsmooth multiobjective fractional programming problem with constraints

  • Research Paper
  • Published:
4OR Aims and scope Submit manuscript

Abstract

In this paper, we establish some quotient calculus rules in terms of contingent derivatives for the two extended-real-valued functions defined on a Banach space and study a nonsmooth multiobjective fractional programming problem with set, generalized inequality and equality constraints. We define a new parametric problem associated with these problem and introduce some concepts for the (local) weak minimizers to such problems. Some primal and dual necessary optimality conditions in terms of contingent derivatives for the local weak minimizers are provided. Under suitable assumptions, sufficient optimality conditions for the local weak minimizers which are very close to necessary optimality conditions are obtained. An application of the result for establishing three parametric, Mond–Weir and Wolfe dual problems and several various duality theorems for the same is presented. Some examples are also given for our findings.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  • Aubin JP, Frankowska H (1990) Set-valued analysis. Birkhauser, Boston

    Google Scholar 

  • Bhurjee AK, Panda G (2015) Multi-objective interval fractional programming problems: an approach for obtaining efficient solutions. OPSEARCH 52:156–167

    Article  Google Scholar 

  • Bonnans JF, Shapiro A (2000) Perturbation analysis of optimization problems. Springer series in operations research. Springer, New York

    Book  Google Scholar 

  • Borwein JM (1976) Fractional programming with differentiability. Math Program 11:283–290

    Article  Google Scholar 

  • Clarke FH (1983) Optimization and nonsmooth analysis. Wiley, New York

    Google Scholar 

  • Dubey R, Gupta SK, Khan MA (2015) Optimality and duality results for a nondifferentiable multiobjective fractional programming problem. J Inequal Appl 354:1–18. https://doi.org/10.1186/s13660-015-0876-0

    Article  Google Scholar 

  • Giorgi G, Guerraggio A (1992) On the notion of tangent cone in mathematical programming. Optimization 25:11–23

    Article  Google Scholar 

  • Gong XH (2008) Optimality conditions for vector equilibrium problems. J Math Anal Appl 342:1455–1466

    Article  Google Scholar 

  • Gong XH (2010) Scalarization and optimality conditions for vector equilibrium problems. Nonlinear Anal 73:3598–3612

    Article  Google Scholar 

  • Jahn J, Rauh R (1997) Contingent epiderivatives and set-valued optimization. Math Methods Oper Res 46:193–211

    Article  Google Scholar 

  • Jiménez B, Novo V (2008) First order optimality conditions in vector optimization involving stable functions. Optimization 57(3):449–471

    Article  Google Scholar 

  • Jourani A, Thibault L (1993) Approximations and metric regularity in mathematical programming in Banach spaces. Math Oper Res 18:390–401

    Article  Google Scholar 

  • Khanh PQ, Tung LT (2015) First- and second- order optimality conditions for multiobjective fractional programming. Top 23(2):419–440

    Article  Google Scholar 

  • Long XJ, Huang YQ, Peng ZY (2011) Optimality conditions for the Henig efficient solution of vector equilibrium problems with constraints. Optim Lett 5:717–728

    Article  Google Scholar 

  • Luc DT (1989) Theory of vector optimization. In: Lecture notes in economics and mathematical system, vol 319. Springer, Berlin

  • Luc DT (1991) Contingent derivatives of set-valued maps and applications to vector optimization. Math Program 50:99–111

    Article  Google Scholar 

  • Luu DV, Su TV (2018) Contingent derivatives and necessary efficiency conditions for vector equilibrium problems with constraints. RAIRO Oper Res 52:543–559

    Article  Google Scholar 

  • Michel P, Penot JP (1992) A generalized derivative for calm and stable functions. Differ Integr Equ 5(2):433–454

    Google Scholar 

  • Mishra SK, Jayswal M, An LTM (2012) Duality for nonsmooth semi-infinite programming problems. Optim Lett 6:261–271

    Article  Google Scholar 

  • Mond M, Weir T (1981) Generallized concavity and duality, generallized concavity in optimization and economics. Academic Press, New York

    Google Scholar 

  • Osuna-Gómez R, Rufián-Lizana A, Ruíz-Canales P (2000) Multiobjective fractional programming with generalized convexity. Top 8(1):97–110

    Article  Google Scholar 

  • Pandey Y, Mishra SK (2016) Duality for nonsmooth optimization problems with equilibrium constraints, using convexificators. J Optim Theory Appl 17:694–707

    Article  Google Scholar 

  • Penot JP (1998a) Optimality conditions for mildly nonsmooth contrained optimization. Optimization 43(4):323–337

    Article  Google Scholar 

  • Penot JP (1998b) Second-order conditions for optimization problems with constraints. SIAM J Control Optim 37:303–318

    Article  Google Scholar 

  • Qiu QS (2009) Optimality conditions for vector equilibrium problems with constraints. J Ind Manag Optim 5:783–790

    Google Scholar 

  • Rockafellar RT (1970) Convex analysis. Princeton University Press, Princeton

    Book  Google Scholar 

  • Schaible S (1982) Fractional programming. Z Oper Res 27:39–45

    Google Scholar 

  • Singh C (1981) Optimality conditions in fractional programming. J Optim Theory Appl 33:287–294

    Article  Google Scholar 

  • Singh C (1986) Nondifferentiable fractional programming with Hanson–Mond classes of functions. J Optim Theory Appl 49:431–447

    Article  Google Scholar 

  • Su TV (2016) Optimality conditions for vector equilibrium problems in terms of contingent epiderivatives. Numer Funct Anal Optim 37:640–665

    Article  Google Scholar 

  • Su TV (2017) A new optimality condition for weakly efficient solutions of convex vector equilibrium problems with constraints. J Nonlinear Funct Anal 2017(7):1–14

    Google Scholar 

  • Su TV (2018) New optimality conditions for unconstrained vector equilibrium problem in terms of contingent derivatives in Banach spaces, 4OR- Q. J Oper Res 16:173–198

    Article  Google Scholar 

  • Su TV, Dinh DH (2020) Duality results for interval-valued pseudoconvex optimization problem with equilibrium constraints with applications. Comput Appl Math 39(2):127. https://doi.org/10.1007/s40314-020-01153-3

    Article  Google Scholar 

  • Su TV, Hien ND (2020) Strong Karush–Kuhn–Tucker optimality conditions for weak efficiency in constrained multiobjective programming problems in terms of mordukhovich subdifferentials. Optim Lett. https://doi.org/10.1007/s11590-020-01620-0

    Article  Google Scholar 

  • Su TV, Luu DV (2020) Higher-order Karush–Kuhn–Tucker optimality conditions for Borwein properly efficient solutions of multiobjective semi-infinite programming. Optimization. https://doi.org/10.1080/02331934.2020.1836633

    Article  Google Scholar 

  • Tripathy AK (2014) Mixed type duality in multiobjective fractional programming under generalized \(\rho \)-univex function. J Math Model Algorithms Oper Res 13(3):331–340

    Article  Google Scholar 

  • Tuan ND (2018) On necessary optimality conditions for nonsmooth vector optimization problems with mixed constraints in infinite dimensions. Appl Math Optim 77:515–539

    Article  Google Scholar 

  • Wolfe P (1961) A duality theorem for nonlinear programming. Q J Appl Math 19:239–244

    Article  Google Scholar 

Download references

Acknowledgements

The authors would like to thank the two anonymous referees and Professor Yves Crama for their valuable comments and suggestions which have improved the final preparation of the paper.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Tran Van Su.

Ethics declarations

Conflict of interest

The authors declare that they have no conflict of interest.

Ethical approval

This manuscript does not contain any studies with human participants or animals performed by any of the authors.

Additional information

Publisher's Note

Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Van Su, T., Hang, D.D. Optimality and duality in nonsmooth multiobjective fractional programming problem with constraints. 4OR-Q J Oper Res 20, 105–137 (2022). https://doi.org/10.1007/s10288-020-00470-x

Download citation

  • Received:

  • Revised:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10288-020-00470-x

Keywords

Mathematics Subject Classification

Navigation