ϵ-properly efficient solutions to nondifferentiable multiobjective programming problems

We introduce the concept of an ϵ-properly efficient solution and establish the equivalence between ϵ-optimality for a convex multiobjective program and ϵ-optimality for a related parametric (scalar) objective program. Using this equivalence, we establish the necessary and sufficient conditions for a...

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Bibliographic Details
Published in:Applied mathematics letters Vol. 12; no. 6; pp. 109 - 113
Main Author: Liu, Jen-Chwan
Format: Journal Article
Language:English
Published: Elsevier Ltd 01.08.1999
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ISSN:0893-9659, 1873-5452
Online Access:Get full text
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Summary:We introduce the concept of an ϵ-properly efficient solution and establish the equivalence between ϵ-optimality for a convex multiobjective program and ϵ-optimality for a related parametric (scalar) objective program. Using this equivalence, we establish the necessary and sufficient conditions for an ϵ-properly efficient solution of a nondifferentiable multiobjective objective functions subject to nondifferentiable convex inequality constraints, linear equality constraints, and abstract constraints.
ISSN:0893-9659
1873-5452
DOI:10.1016/S0893-9659(99)00087-7