Abstract
In this paper, we study a nondifferentiable constrained vector optimization problem where the partial order in the image space is induced by a closed, convex and pointed cone with nonempty interior. Under the C-convexity assumption, we present necessary and sufficient KKT optimality conditions for weakly C-\(\epsilon \)-efficient solutions. In addition, we formulate a Wolfe-type dual problem, and then weak and strong duality theorems are presented.
Similar content being viewed by others
References
Arana, M., Cambini, R.: Conic efficiency and duality in nondifferentiable multiobjective mathematical programming. J. Nonlinear Convex Anal. 16, 2507–2520 (2015)
Brondsted, A., Rockafellar, R.T.: On the subdifferentiability of convex functions. Proc. Am. Math. Soc. 16, 605–611 (1965)
Bae, K.D., Kim, D.S., Jiao, L.G.: Mixed duality for a class of nondifferentiable multiobjective programming problems. J. Nonlinear Convex Anal. 16, 255–263 (2015)
Boyd, S., Vandenberghe, L.: Convex Optimization. Cambridge University Press, Cambridge (2004)
Chuong, T.D., Kim, D.S.: Approximate solutions of multiobjective optimization problems. Positivity 20, 187–207 (2016)
Chuong, T.D., Kim, D.S.: Optimality conditions and duality in nonsmooth multiobjective optimization problems. Ann. Oper. Res. 217, 117–136 (2014)
Dhara, A., Dutta, J.: Optimality Conditions in Convex Optimization. A Finite-Dimensional View. CRC Press, Boca Raton (2012)
Dutta, J., Vetrivel, V.: On approximate minima in vector optimization. Numer. Funct. Anal. Optim. 22, 845–859 (2001)
Deng, S.: On approximate solutions in convex vector optimization. SIAM J. Control Optim. 35, 2128–2136 (1997)
Engau, A., Wiecek, M.M.: Generating \(\varepsilon \)-efficient solutions in multiobjective programming. Eur. J. Oper. Res. 177, 1566–1579 (2007)
Hiriart-Urruty, J.B.: \(\varepsilon \)-subdifferential calculus. In: Aubin, J-P., Vinter, R.B. (eds.) Convex Analysis and Optimization. (London, 1980). Res. Notes in Math., vol. 57, pp. 43–92. Pitman, Boston (1982)
Jahn, J.: Introduction to the Theory of Nonlinear Optimization. Springer, Berlin (2007)
Liu, C.P., Yang, X.M.: Optimality conditions and duality for approximate solutions of vector optimization problems. Pac. J. Optim. 11, 495–510 (2015)
Liu, J.C.: \(\varepsilon \)-Pareto optimality for nondifferentiable multiobjective programming via penalty function. J. Math. Anal. Appl. 198, 248–261 (1996)
Loridan, P.: \(\varepsilon \)-solutions in vector minimization problems. J. Optim. Theory Appl. 43, 265–276 (1984)
Piao, G.R., Jiao, L.G., Kim, D.S.: Optimality conditions in nonconvex semi-infinite multiobjective optimization problems. J. Nonlinear Convex Anal. 17, 167–175 (2016)
Rockafellar, R.T.: Convex Analysis. Princeton University Press, Princeton. NJ (1970)
Strodiot, J.J., Nguyen, V.H., Heukemes, N.: \(\varepsilon \)-optimal solutions in nondifferentiable convex programming and some related questions. Math. Program. 25, 307–328 (1983)
Son, T.Q., Strodiot, J.J., Nguyen, V.H.: \(\varepsilon \)-optimality and \(\varepsilon \)-Lagrangian duality for a nonconvex programming problem with an infinite number of constraints. J. Optim. Theory Appl. 141, 389–409 (2009)
Son, T.Q., Kim, D.S.: \(\varepsilon \)-mixed type duality for nonconvex multiobjective programs with an infinite number of constraints. J. Global Optim. 57, 447–465 (2013)
Tammer, C.: Stability results for approximately efficient solutions. OR Spektrum 16, 47–52 (1994)
Tanaka, T.: Approximately efficient solutions in vector optimization. J. Multi-Criteria Decis. Anal. 5, 271–278 (1996)
White, D.J.: Epsilon efficiency. J. Optim. Theory Appl. 49, 319–337 (1986)
Yokoyama, K.: Epsilon approximate solutions for multiobjective programming problems. J. Math. Anal. Appl. 203, 142–149 (1996)
Yokoyama, K.: Relationships between efficient set and \(\varepsilon \)-efficient set. Nonlinear Analysis and Convex Analysis (Niigata, 1998), 376–380 (1999)
Zeng, R., Caron, R.J.: Generalized Motzkin theorems of the alternative and vector optimization problems. J. Optim. Theory Appl. 131, 281–299 (2006)
Acknowledgements
The authors would like to express their sincere thanks to anonymous referees for valuable suggestions and comments for the paper. The first and third authors were supported by the National Research Foundation of Korea Grant funded by the Korean Government (NRF-2016R1A2B4011589). The second author was supported by Natural Science Foundation of Jilin Province (no. 20180101215JC).
Author information
Authors and Affiliations
Corresponding author
Rights and permissions
About this article
Cite this article
Hong, Z., Piao, GR. & Kim, D.S. On approximate solutions of nondifferentiable vector optimization problems with cone-convex objectives. Optim Lett 13, 891–906 (2019). https://doi.org/10.1007/s11590-018-1292-4
Received:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s11590-018-1292-4