Relative Pareto minimizers for multiobjective problems: existence and optimality conditions
Author(s) -
Truong Q. Bao,
Boris S. Mordukhovich
Publication year - 2008
Publication title -
mathematical programming
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 2.358
H-Index - 131
eISSN - 1436-4646
pISSN - 0025-5610
DOI - 10.1007/s10107-008-0249-2
Subject(s) - mathematics , pareto principle , variational analysis , subderivative , mathematical proof , set (abstract data type) , mathematical optimization , variational principle , multi objective optimization , pareto analysis , regular polygon , mathematical analysis , convex optimization , computer science , geometry , programming language
In this paper we introduce and study enhanced notions of relative Pareto minimizers for constrained multiobjective problems that are defined via several kinds of relative interiors of ordering cones and occupy intermediate positions between the classical notions of Pareto and weak Pareto efficiency/minimality. Using advanced tools of variational analysis and generalized differentiation, we establish the existence of relative Pareto minimizers for general multiobjective problems under a refined version of the subdifferential Palais-Smale condition for set-valued mappings with values in partially ordered spaces and then derive necessary optimality conditions for these minimizers (as well as for conventional efficient and weak efficient counterparts) that are new in both finite-dimensional and infinite-dimensional settings. Our proofs are based on variational and extremal principles of variational analysis; in particular, on new versions of the Ekeland variational principle and the subdifferential variational principle for set-valued and single-valued mappings in infinite-dimensional spaces.
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