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...
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Veröffentlicht in: | Journal of optimization theory and applications 2020-11, Vol.187 (2), p.469-487 |
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Hauptverfasser: | , |
Format: | Artikel |
Sprache: | eng |
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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. |
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ISSN: | 0022-3239 1573-2878 |
DOI: | 10.1007/s10957-020-01749-z |