Abstract
We establish verifiable conditions for the feasible set of a nonsmooth semi-infinite multiobjective optimization problem to have the normal regularity (that is, the coincidence of the Fréchet normal cone and the limiting normal one) at a given point. In this way, both the Fréchet normal cone and the limiting normal one to the considered set are then computed via active constraint multipliers and limiting subdifferentials of the involved constraints. In order to achieve such goals, two classes of nonsmooth functions are introduced and exploited. Finally, the obtained results are applied to provide necessary optimality conditions for semi-infinite multiobjective optimization problems.
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The authors would like to thank an anonymous referee for valuable comments and suggestions which greatly improved the representation of the paper.
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This work was supported by the Basic Science Research Program through the National Research Foundation of Korea (NRF) funded by the Ministry of Education (NRF-2013R1A1A2A10008908) and by the UNSW Vice-Chancellor’s Postdoctoral Research Fellowship (RG134608/SIR50).
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Chuong, T.D., Kim, D.S. Normal regularity for the feasible set of semi-infinite multiobjective optimization problems with applications. Ann Oper Res 267, 81–99 (2018). https://doi.org/10.1007/s10479-016-2337-7
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DOI: https://doi.org/10.1007/s10479-016-2337-7
Keywords
- Uniformly sequentially regular function
- Normal regularity
- Limiting subdifferential
- Semi-infinite program
- Multiobjective optimization