Strong Kuhn-Tucker conditions and constraint qualifications in locally Lipschitz multiobjective optimization problems

• Autores: G. Giorgi, B. Jiménez, Vicente Novo Sanjurjo
• Localización: Top, ISSN-e 1863-8279, ISSN 1134-5764, Vol. 17, Nº. 2, 2009, págs. 288-304
• Idioma: inglés
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• Resumen

  • We consider a Pareto multiobjective optimization problem with a feasible set defined by inequality and equality constraints and a set constraint, where the objective and inequality constraints are locally Lipschitz, and the equality constraints are Fréchet differentiable. We study several constraint qualifications in the line of Maeda (J. Optim. Theory Appl. 80: 483�500, 1994) and, under the weakest ones, we establish strong Kuhn�Tucker necessary optimality conditions in terms of Clarke subdifferentials so that the multipliers of the objective functions are all positive.