Data di Pubblicazione:
2016
Abstract:
We extend the so-called approximate Karush-Kuhn-Tucker condition from a scalar optimization problem with equality and inequality constraints to a multiobjective optimization problem. We prove that this condition is necessary for a point to be a local weak efficient solution without any constraint qualification, and is also sufficient under convexity assumptions. We also state that an enhanced Fritz John-type condition is also necessary for local weak efficiency, and under the additional quasi-normality constraint qualification becomes an enhanced Karush-Kuhn-Tucker condition. Finally, we study some relations between these concepts and the notion of bounded approximate Karush-Kuhn-Tucker condition, which is introduced in this paper.
Tipologia CRIS:
1.1 Articolo in rivista
Keywords:
Approximate optimality conditions; Enhanced Fritz John conditions; Enhanced Karush–Kuhn–Tucker conditions; Sequential optimality conditions; Vector optimization problems; Management Science and Operations Research; Control and Optimization; Applied Mathematics
Elenco autori:
Giorgi, Giorgio; Jiménez, Bienvenido; Novo, Vicente
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