Constraint Qualifications for Karush–Kuhn–Tucker Conditions in Multiobjective Optimization

The notion of a normal cone of a given set is paramount in optimization and variational analysis. In this work, we give a definition of a multiobjective normal cone, which is suitable for studying optimality conditions and constraint qualifications for multiobjective optimization problems. A detaile...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Journal of optimization theory and applications 2020-11, Vol.187 (2), p.469-487
Hauptverfasser: Haeser, Gabriel, Ramos, Alberto
Format: Artikel
Sprache:eng
Schlagworte:
Online-Zugang:Volltext
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Beschreibung
Zusammenfassung:The notion of a normal cone of a given set is paramount in optimization and variational analysis. In this work, we give a definition of a multiobjective normal cone, which is suitable for studying optimality conditions and constraint qualifications for multiobjective optimization problems. A detailed study of the properties of the multiobjective normal cone is conducted. With this tool, we were able to characterize weak and strong Karush–Kuhn–Tucker conditions by means of a Guignard-type constraint qualification. Furthermore, the computation of the multiobjective normal cone under the error bound property is provided. The important statements are illustrated by examples.
ISSN:0022-3239
1573-2878
DOI:10.1007/s10957-020-01749-z