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Lai, H. C.; Ho, C. P.

Duality theorem of nondifferentiable convex multiobjective programming. (English) Zbl 0577.90077

J. Optimization Theory Appl. 50, 407-420 (1986).
Necessary and sufficient conditions of Fritz-John type for Pareto optimality of multiobjective programming problems are derived. This article suggests to establish a Wolfe-type duality theorem for nonlinear, nondifferentiable, convex multiobjective minimization problems. The vector Lagrangian and the generalized saddle point for Pareto optimality are studied. Some previously known results are shown to be special cases of the results described in this paper.

Cited in 1 Review
Cited in 14 Documents

MSC:

90C31 Sensitivity, stability, parametric optimization
90C25 Convex programming
49N15 Duality theory (optimization)
90C55 Methods of successive quadratic programming type
49K10 Optimality conditions for free problems in two or more independent variables

Keywords:

Pareto optimality; multiobjective programming; duality; nonlinear nondifferentiable convex multiobjective minimization; generalized saddle point; optimality conditions
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\textit{H. C. Lai} and \textit{C. P. Ho}, J. Optim. Theory Appl. 50, 407--420 (1986; Zbl 0577.90077)
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References:

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