An approximate strong KKT condition for multiobjective optimization

Min Feng ^[1] ; Shengjie Li ^[1]
1. [1] Chongqing University
  
  Chongqing University
  
  China
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
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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.