Abstract
In this paper, optimality for multiobjective programming problems having invex objective and constraint functions (with respect to the same function η) is considered. An equivalent vector programming problem is constructed by a modification of the objective function. Furthermore, an η-Lagrange function is introduced for a constructed multiobjective problem and modified saddle point results are presented.
Similar content being viewed by others
References
Beato-Moreno, A., Ruiz-Canales, P., Luque-Calvo, P.-L. and Blanquero-Bravo, R. (1998), Multiobjective quadratic problem: characterization of the efficient points, in: Crouzeix, J.P. et al.(eds.), Generalized Convexity, Generalized Monotonicity, Kluwer Academic Publishers, Dordrecht.
Bazaraa, M.S., Sherali, H.D. and Shetty, C.M. (1991). Nonlinear Programming: Theory and Algorithms, John Wiley and Sons, New York.
Ben-Israel, A. and Mond, B. (1986), What is invexity?, Journal of Australian Mathematical Society Ser. B28, 1–9.
Brumelle, S. (1981), Duality for multiple objective convex programs, Mathematics of Operations Research 6, 159–172.
Craven, B.D. (1981), Invex functions and constrained local minima, Bulletin of the Australian Mathematical Society 24, 357–366.
Craven, B.D. (1981), Vector-valued optimization. In: Schaible, S. and Ziemba, W.T. (eds.), Generalized Concavity in Optimization and Economics, Academic Press, New York, pp. 661–687.
Craven, B.D. and Glover, B.M. (1985), Invex functions and duality, Journal of Australian Mathematical Society Ser. A39, 1–20.
Das, L.N. and Nanda, S. (1995), Proper efficiency conditions and duality for multiobjective programming problems involving semilocally invex functions, Optimization 34, 43–51.
Egudo, R.R. and Hanson, M.A. (1987), Multi-objective duality with invexity, Journal of Mathematical Analysis and Applications 126, 469–477.
Geoffrion, M.A. (1968), Proper efficiency and the theory of vector maximization, Journal of Mathematical Analysis and Applications 22, 613–630.
Giorgi, G. and Guerraggio, A. The notion of invexity in vector optimization: smooth and nonsmooth case. In: Crouzeix, J.P., Martinez-Legaz, J.E. and Volle, M. (eds.), Generalized Convexity, Generalized Monotonicity, Procedings of the Fifth Symposium on Generalized Convexity, Luminy, France, 1997, Kluwer Academic Publishers.
Hanson, M.A. (1981), On sufficiency of the Kuhn–Tucker conditions, Journal of Mathematical Analysis and Applications 80, 545–550.
Ivanov, E.H. and Nehse, R. (1985), Some results on dual vector optimization problems, Optimization 4, 505–517.
Jeyakumar, V. and Mond, B (1992), On generalized convex mathematical programming, Journal of Australian Mathematical Society Ser. B34 43–53.
Kanniappan, P. (1983), Necessary conditions for optimality of nondifferentiable convex multiobjective programming, Journal of Optimization Theory and Applications 40, 167–174.
Mangasarian, O.L. (1969), Nonlinear Programming, McGraw-Hill, New York.
Pareto, V. (1986), Cours de Economie Politique, Rouge, Lausanne, Switzerland.
Ruiz-Canales, P. and Rufián-Lizana, A. (1995), A characterization of weakly efficient points, Mathematical Programming 68, 205–212.
Singh, C. (1987), Optimality Conditions in multiobjective differentiable programming, Journal of Optimization Theory and Applications 53, 115–123.
Tanino, T. and Sawaragi, Y. (1979), Duality theory in multiobjective programming, Journal of Optimization Theory and Applications 27, 509–529.
Weir, T., Mond, B. and Craven, B.D. (1986), On duality for weakly minimized vector valued optimization problems, Optimization 17, 711–721.
Weir, T. (1988) A note on invex functions and duality in multiple objective optimization, Opsearch 25, 98–104.
Weir, T. and Mond, B. (1989), Generalized convexity and duality in multiple objective programming, Bulletin of the Australian Mathematical Society 39, 287–299.
Author information
Authors and Affiliations
Rights and permissions
About this article
Cite this article
Antczak, T. A New Approach to Multiobjective Programming with a Modified Objective Function. Journal of Global Optimization 27, 485–495 (2003). https://doi.org/10.1023/A:1026080604790
Issue Date:
DOI: https://doi.org/10.1023/A:1026080604790