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Lagrange Multipliers for Multiobjective Programs with a General Preference

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Abstract

We consider a nonsmooth multiobjective optimization problems related to a new general preference between infinite dimensional Banach spaces. This preference contains preferences given by generalized Pareto as well as those given by an utility function. We use the concepts of compactly epi-Lipschitzian sets and strongly compactly Lipschitzian mappings to derive Lagrange multipliers of Karush–Kuhn–Tucker type and Fritz-John type in terms of the Ioffe-approximate subdifferentials.

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Authors and Affiliations

  1. Institut de Mathématiques de Bourgogne, CNRS 5584, Université de Bourgogne, B.P. 47870, 210778, Dijon, France

    S. Bellaassali & A. Jourani

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  1. S. Bellaassali
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  2. A. Jourani
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Correspondence to A. Jourani.

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Dedicated to Boris Mordukhovich in honour of his 60th birthday.

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Bellaassali, S., Jourani, A. Lagrange Multipliers for Multiobjective Programs with a General Preference. Set-Valued Anal 16, 229–243 (2008). https://doi.org/10.1007/s11228-008-0078-8

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