An approximate strong KKT condition for multiobjective optimization
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Min Feng [1] ; Shengjie Li [1]
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[1] Chongqing University
Chongqing University
China
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- Localización: Top, ISSN-e 1863-8279, ISSN 1134-5764, Vol. 26, Nº. 3, 2018, págs. 489-509
- Idioma: inglés
- DOI: 10.1007/s11750-018-0491-6
- Enlaces
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Resumen
In this paper, we introduce a sequential approximate strong Karush–Kuhn–Tucker (ASKKT) condition for a multiobjective optimization problem with inequality constraints. We show that each local efficient solution satisfies the ASKKT condition, but weakly efficient solutions may not satisfy it. Subsequently, we use a so-called cone-continuity regularity (CCR) condition to guarantee that the limit of an ASKKT sequence converges to an SKKT point. Finally, under the appropriate assumptions, we show that the ASKKT condition is also a sufficient condition of properly efficient points for convex multiobjective optimization problems.
