On Characterizations of Proper Efficiency for Nonconvex Multiobjective Optimization

  • Authors:
  • X. X. Huang;X. Q. Yang

  • Affiliations:
  • Department of Mathematics and Computer Science, Chongqing Normal University, Chongqing 400047, China/ Current address: Department of Applied Mathematics, Hong Kong Polytechnic University, Kowloon, ...;Department of Applied Mathematics, Hong Kong Polytechnic University, Kowloon, Hong Kong (Corresponding author. E-mail: mayangxq@polyu.edu.hk)

  • Venue:
  • Journal of Global Optimization
  • Year:
  • 2002

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Abstract

In this paper, nonconvex multiobjective optimization problems are studied. New characterizations of a properly efficient solution in the sense of Geoffrion's are established in terms of the stability of one scalar optimization problem and the existence of an exact penalty function of a scalar constrained program, respectively. One of the characterizations is applied to derive necessary conditions for a properly efficient control-parameter pair of a nonconvex multiobjective discrete optimal control problem with linear constraints.