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Generalized Polarity and Weakest Constraint Qualifications in Multiobjective Optimization

Stein, Oliver ORCID iD icon 1; Volk, Maximilian 2
1 Institut für Operations Research (IOR), Karlsruher Institut für Technologie (KIT)
2 Karlsruher Institut für Technologie (KIT)

Abstract:

In Haeser and Ramos (J Optim Theory Appl, 187:469–487, 2020), a generalization of the normal cone from single objective to multiobjective optimization is introduced, along with a weakest constraint qualification such that any local weak Pareto optimal point is a weak Kuhn–Tucker point. We extend this approach to other generalizations of the normal cone and corresponding weakest constraint qualifications, such that local Pareto optimal points are weak Kuhn–Tucker points, local proper Pareto optimal points are weak and proper Kuhn–Tucker points, respectively, and strict local Pareto optimal points of order one are weak, proper and strong Kuhn–Tucker points, respectively. The constructions are based on an appropriate generalization of polarity to pairs of matrices and vectors.


Verlagsausgabe §
DOI: 10.5445/IR/1000161001
Veröffentlicht am 27.07.2023
Originalveröffentlichung
DOI: 10.1007/s10957-023-02256-7
Scopus
Zitationen: 2
Web of Science
Zitationen: 2
Dimensions
Zitationen: 2
Cover der Publikation
Zugehörige Institution(en) am KIT Institut für Operations Research (IOR)
Publikationstyp Zeitschriftenaufsatz
Publikationsjahr 2023
Sprache Englisch
Identifikator ISSN: 0022-3239, 1573-2878
KITopen-ID: 1000161001
Erschienen in Journal of Optimization Theory and Applications
Verlag Springer
Band 198
Seiten 1156–1190
Vorab online veröffentlicht am 22.07.2023
Nachgewiesen in Dimensions
Web of Science
Scopus
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