On Characterizations of Proper Efficiency for Nonconvex Multiobjective Optimization |
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| Authors: | XX Huang XQ Yang |
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| Institution: | (1) Department of Mathematics and Computer Science, Chongqing Normal University, Chongqing, 400047, China;(2) Present address: Department of Applied Mathematics, Hong Kong Polytechnic University, Kowloon, Hong Kong |
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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. |
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| Keywords: | Multiobjective optimization Properly efficient solution Stability Multicriteria discrete time optimal control |
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