• 제목/요약/키워드: optimality theorem

검색결과 20건 처리시간 0.02초

ON SUFFICIENT OPTIMALITY THEOREMS FOR NONSMOOTH MULTIOBJECTIVE OPTIMIZATION PROBLEMS

  • Kim, Moon-Hee;Lee, Gue-Myung
    • 대한수학회논문집
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    • 제16권4호
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    • pp.667-677
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    • 2001
  • We consider a nonsmooth multiobjective opimization problem(PE) involving locally Lipschitz functions and define gen-eralized invexity for locally Lipschitz functions. Using Fritz John type optimality conditions, we establish Fritz John type sufficient optimality theorems for (PE) under generalized invexity.

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ON OPTIMALITY OF GENERALIZED OPTIMIZATION PROBLEMS ASSOCIATED WITH OPERATOR AND EXISTENCE OF (Tη; ξθ)-INVEX FUNCTIONS

  • Das, Prasanta Kumar
    • East Asian mathematical journal
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    • 제33권1호
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    • pp.83-102
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    • 2017
  • The main purpose of this paper is to introduce a pair new class of primal and dual problem associated with an operator. We prove the sufficient optimality theorem, weak duality theorem and strong duality theorem for these problems. The equivalence between the generalized optimization problems and the generalized variational inequality problems is studied in ordered topological vector space modeled in Hilbert spaces. We introduce the concept of partial differential associated (PDA)-operator, PDA-vector function and PDA-antisymmetric function to show the existence of a new class of function called, ($T_{\eta};{\xi}_{\theta}$)-invex functions. We discuss first and second kind of ($T_{\eta};{\xi}_{\theta}$)-invex functions and establish their existence theorems in ordered topological vector spaces.

ON NONSMOOTH OPTIMALITY THEOREMS FOR ROBUST OPTIMIZATION PROBLEMS

  • Lee, Gue Myung;Son, Pham Tien
    • 대한수학회보
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    • 제51권1호
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    • pp.287-301
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    • 2014
  • In this paper, we prove a necessary optimality theorem for a nonsmooth optimization problem in the face of data uncertainty, which is called a robust optimization problem. Recently, the robust optimization problems have been intensively studied by many authors. Moreover, we give examples showing that the convexity of the uncertain sets and the concavity of the constraint functions are essential in the optimality theorem. We present an example illustrating that our main assumptions in the optimality theorem can be weakened.

ON DUALITY THEOREMS FOR ROBUST OPTIMIZATION PROBLEMS

  • Lee, Gue Myung;Kim, Moon Hee
    • 충청수학회지
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    • 제26권4호
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    • pp.723-734
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    • 2013
  • A robust optimization problem, which has a maximum function of continuously differentiable functions as its objective function, continuously differentiable functions as its constraint functions and a geometric constraint, is considered. We prove a necessary optimality theorem and a sufficient optimality theorem for the robust optimization problem. We formulate a Wolfe type dual problem for the robust optimization problem, which has a differentiable Lagrangean function, and establish the weak duality theorem and the strong duality theorem which hold between the robust optimization problem and its Wolfe type dual problem. Moreover, saddle point theorems for the robust optimization problem are given under convexity assumptions.

NECESSARY AND SUFFICIENT OPTIMALITY CONDITIONS FOR FUZZY LINEAR PROGRAMMING

  • Farhadinia, Bahram
    • Journal of applied mathematics & informatics
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    • 제29권1_2호
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    • pp.337-349
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    • 2011
  • This paper is concerned with deriving necessary and sufficient optimality conditions for a fuzzy linear programming problem. Toward this end, an equivalence between fuzzy and crisp linear programming problems is established by means of a specific ranking function. Under this setting, a main theorem gives optimality conditions which do not seem to be in conflict with the so-called Karush-Kuhn-Tucker conditions for a crisp linear programming problem.