• 제목/요약/키워드: optimality theorems

검색결과 23건 처리시간 0.021초

OPTIMALITY AND DUALITY IN NONSMOOTH VECTOR OPTIMIZATION INVOLVING GENERALIZED INVEX FUNCTIONS

  • Kim, Moon-Hee
    • Journal of applied mathematics & informatics
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    • 제28권5_6호
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    • pp.1527-1534
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    • 2010
  • In this paper, we consider nonsmooth optimization problem of which objective and constraint functions are locally Lipschitz. We establish sufficient optimality conditions and duality results for nonsmooth vector optimization problem given under nearly strict invexity and near invexity-infineness assumptions.

MULTIOBJECTIVE VARIATIONAL PROGRAMMING UNDER GENERALIZED VECTOR VARIATIONAL TYPE I INVEXITY

  • Kim, Moon-Hee
    • 대한수학회논문집
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    • 제19권1호
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    • pp.179-196
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    • 2004
  • Mond-Weir type duals for multiobjective variational problems are formulated. Under generalized vector variational type I invexity assumptions on the functions involved, sufficient optimality conditions, weak and strong duality theorems are proved efficient and properly efficient solutions of the primal and dual problems.

ON NONSMOOTH OPTIMALITY THEOREMS FOR ROBUST OPTIMIZATION PROBLEMS

  • Lee, Gue Myung;Son, Pham Tien
    • 대한수학회보
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    • 제51권1호
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    • pp.287-301
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    • 2014
  • In this paper, we prove a necessary optimality theorem for a nonsmooth optimization problem in the face of data uncertainty, which is called a robust optimization problem. Recently, the robust optimization problems have been intensively studied by many authors. Moreover, we give examples showing that the convexity of the uncertain sets and the concavity of the constraint functions are essential in the optimality theorem. We present an example illustrating that our main assumptions in the optimality theorem can be weakened.

DUALITY AND SUFFICIENCY IN MULTIOBJECTIVE FRACTIONAL PROGRAMMING WITH INVEXITY

  • Kim, Do-Sang;Lee, Hyo-Jung
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • 제13권2호
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    • pp.101-108
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    • 2009
  • In this paper, we introduce generalized multiobjective fractional programming problem with two kinds of inequality constraints. Kuhn-Tucker sufficient and necessary optimality conditions are given. We formulate a generalized multiobjective dual problem and establish weak and strong duality theorems for an efficient solution under generalized convexity conditions.

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CONTINUOUS PROGRAMMING CONTAINING SUPPORT FUNCTIONS

  • Husain, I.;Jabeen, Z.
    • Journal of applied mathematics & informatics
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    • 제26권1_2호
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    • pp.75-106
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    • 2008
  • In this paper, we derive necessary optimality conditions for a continuous programming problem in which both objective and constraint functions contain support functions and is, therefore, nondifferentiable. It is shown that under generalized invexity of functionals, Karush-Kuhn-Tucker type optimality conditions for the continuous programming problem are also sufficient. Using these optimality conditions, we construct dual problems of both Wolfe and Mond-Weir types and validate appropriate duality theorems under invexity and generalized invexity. A mixed type dual is also proposed and duality results are validated under generalized invexity. A special case which often occurs in mathematical programming is that in which the support function is the square root of a positive semidefinite quadratic form. Further, it is also pointed out that our results can be considered as dynamic generalizations of those of (static) nonlinear programming with support functions recently incorporated in the literature.

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ON OPTIMALITY OF GENERALIZED OPTIMIZATION PROBLEMS ASSOCIATED WITH OPERATOR AND EXISTENCE OF (Tη; ξθ)-INVEX FUNCTIONS

  • Das, Prasanta Kumar
    • East Asian mathematical journal
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    • 제33권1호
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    • pp.83-102
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    • 2017
  • The main purpose of this paper is to introduce a pair new class of primal and dual problem associated with an operator. We prove the sufficient optimality theorem, weak duality theorem and strong duality theorem for these problems. The equivalence between the generalized optimization problems and the generalized variational inequality problems is studied in ordered topological vector space modeled in Hilbert spaces. We introduce the concept of partial differential associated (PDA)-operator, PDA-vector function and PDA-antisymmetric function to show the existence of a new class of function called, ($T_{\eta};{\xi}_{\theta}$)-invex functions. We discuss first and second kind of ($T_{\eta};{\xi}_{\theta}$)-invex functions and establish their existence theorems in ordered topological vector spaces.