ε-optimality and duality for multiobjective fractional programming

Jen Chwan Liu, K. Yokoyama

Research output: Contribution to journalArticlepeer-review

27 Scopus citations

Abstract

Using the scalar ε-parametric approach, we establish the Karush-Kuhn-Tucker (which we call KKT) necessary and sufficient conditions for an ε-Pareto optimum of nondifferentiable multiobjective fractional objective functions subject to nondifferentiable convex inequality constraints, linear equality constraints, and abstract constraints. These optimality criteria are utilized as a basis for constructing one duality model with appropriate duality theorems. Subsequently, we employ scalar exact penalty function to transform the multiobjective fractional programming problem to an unconstrained problem. Under this case, we derive the KKT necessary and sufficient conditions without a constraint qualification for ε-Pareto optimality of multiobjective fractional programming.

Original languageEnglish
Pages (from-to)119-128
Number of pages10
JournalComputers and Mathematics with Applications
Volume37
Issue number8
DOIs
StatePublished - 1999/04

ASJC Scopus subject areas

  • Modeling and Simulation
  • Computational Theory and Mathematics
  • Computational Mathematics

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