|
一类非光滑多目标分式优化问题的二阶最优性条件
|
Abstract:
本文研究一类带不等式约束和退化等式约束的多目标分式优化问题(FOP)存在局部弱Pareto最优解、二阶严格局部Pareto最优解的二阶必要条件,建立了(FOP)关于局部弱Pareto最优解的对偶Fritz-John型二阶必要条件,通过约束条件,将Fritz-John型必要条件变为Kuhn-Tucher型,并举例说明主要定理的适用性。本文主要工作旨在将多目标整式优化问题二阶最优性条件的研究推广到多目标分式优化问题。
In this paper, we consider a class of multiobjective fractional optimization problems (FOP) with in-equality and degenerate equality constraints. Some second-order optimality conditions for a local weak Pareto minimum and a strict local Pareto minimum of order two are given. Then we establish Fritz-John type necessary conditions for local weak Pareto minimum to problem (FOP), meanwhile, by introducing constraint qualifications, we prove that the Fritz-John type necessary conditions be-come the Kuhn-Tucker type. The applicability of our conclusions is illustrated with some examples. The main purpose of this paper is to extend the study of second-order optimality conditions for multiobjective integer optimization problems to multiobjective fractional optimization problems.
[1] | Leung, Y.W. and Wang, Y. (2000) Multiobjective Programming Using Uniform Design and Genetic Algorithm. IEEE Transactions on Systems, Man, and Cybernetics, Part C (Applications and Reviews), 30, 293-304.
https://doi.org/10.1109/5326.885111 |
[2] | Dubey, R., Gupta, S.K. and Khan, M.A. (2015) Optimality and Duality Results for a Nondifferentiable Multiobjective Fractional Programming Problem. Journal of Inequalities and Applications, 2015, Article No. 354.
https://doi.org/10.1186/s13660-015-0876-0 |
[3] | Khanh, P.Q. and Tung, N.M. (2020) On the Manga-sarian-Fromovitz Constraint Qualification and Karush-Kuhn-Tucker Conditions in Nonsmooth Semi-Infinite Multiobjec-tive Programming. Optimization Letters, 14, 2055-2072.
https://doi.org/10.1007/s11590-019-01529-3 |
[4] | Singh, H.N. and Laha, V. (2022) On Quasidifferentiable Multi-objective Fractional Programming. Iranian Journal of Science and Technology, Transactions A: Science, 46, 917-925. https://doi.org/10.1007/s40995-022-01309-2 |
[5] | Thu Thuy, N.T. and Su, T.V. (2023) Robust Optimality Condi-tions and Duality for Nonsmooth Multiobjective Fractional Semi-Infinite Programming Problems with Uncertain Data. Optimization, 72, 1745-1775.
https://doi.org/10.1080/02331934.2022.2038154 |
[6] | Su, T.V. and Hang, D.D. (2022) Optimality and Duality in Nonsmooth Multiobjective Fractional Programming Problem with Constraints. 4OR, 20, 105-137. https://doi.org/10.1007/s10288-020-00470-x |
[7] | Gadhi, N.A. and Rahou, F.Z. (2023) Sufficient Optimality Con-ditions and Mond-Weir Duality Results for a Fractional Multiobjective Optimization Problem. Journal of Industrial and Management Optimization, 19, 1001-1014.
https://doi.org/10.3934/jimo.2021216 |
[8] | Constantin, E. (2019) Necessary Conditions for Weak Efficiency for Nonsmooth Degenerate Multiobjective Optimization Problems. Journal of Global Optimization, 75, 111-129. https://doi.org/10.1007/s10898-019-00807-9 |
[9] | Constantin, E. (2021) Necessary Conditions for Weak Minima and for Strict Minima of Order Two in Nonsmooth Constrained Multiobjective Optimization. Journal of Global Optimi-zation, 80, 177-193.
https://doi.org/10.1007/s10898-021-01016-z |
[10] | Luu, D.V. (2018) Second-Order Necessary Efficiency Condi-tions for Nonsmooth Vector Equilibrium Problems. Journal of Global Optimization, 70, 437-453. https://doi.org/10.1007/s10898-017-0556-3 |
[11] | Su, T.V. and Hang, D.D. (2023) Second-Order Optimality Condi-tions in Locally Lipschitz Multiobjective Fractional Programming Problem with Inequality Constraints. Optimization, 72, 1171-1198.
https://doi.org/10.1080/02331934.2021.2002328 |
[12] | Clarke, F.H. (1983) Nonsmooth Analysis and Optimization. Proceedings of the International Congress of Mathematicians, 5, 847-853. |
[13] | Pales, Z. and Zeidan, V.M. (1994) Nonsmooth Optimum Problems with Constraints. SIAM Journal on Control and Optimization, 32, 1476-1502. https://doi.org/10.1137/S0363012992229653 |
[14] | Alekseev, V.M., Tikhomirov, V.M. and Fomin, S.V. (1987) Optimal Control. Springer, Cham.
https://doi.org/10.1007/978-1-4615-7551-1 |
[15] | Tret’Yakov, A.A. (1984) Necessary and Sufficient Conditions for Optimality of p-th Order. USSR Computational Mathematics and Mathematical Physics, 24, 123-127. https://doi.org/10.1016/0041-5553(84)90132-0 |