continuous-time multiobjective optimization problems via invexity通过invexity连续时间多目标优化问题.pdfVIP

Hindawi Publishing Corporation Abstract and Applied Analysis Volume 2007, Article ID 61296, 11 pages doi:10.1155/2007/61296 Research Article Continuous-Time Multiobjective Optimization Problems via Invexity Valeriano A. De Oliveira and Marko A. Rojas-Medar Received 29 March 2006; Accepted 1 December 2006 Recommended by Nikolaos S. Papageorgiou We introduce some concepts of generalized invexity for the continuous-time multiobjec- tive programming problems, namely, the concepts of Karush-Kuhn-Tucker invexity and Karush-Kuhn-Tucker pseudoinvexity. Using the concept of Karush-Kuhn-Tucker invex- ity, we study the relationship of the multiobjective problems with some related scalar problems. Further, we show that Karush-Kuhn-Tucker pseudoinvexity is a necessary and suffcient condition for a vector Karush-Kuhn-Tucker solution to be a weakly efficient so- lution. Copyright © 2007 V. A. De Oliveira and M. A. Rojas-Medar. This is an open access arti- cle distributed under the Creative Commons Attribution License, which permits unre- stricted use, distribution, and reproduction in any medium, provided the original work is properly cited. 1. Introduction In this work, we regard the continuous-time multiobjective optimization problem, T T Minimize φ(x ) = f 1 x (t), t dt, ... , f p x (t), t dt 0 0 (CMP) subject to g i x (t), t ≤ 0 a.e. in [0, T], i = 1,... , m, x ∈ X. Here X is a nonempty open convex subset of the Banach space Ln p ∞ [0,T], φ : X → R , f (x (t), t) =ξ (x )(t), j ∈ J := {1,... ,p }, g (x (t), t) = γ (x )(t), i ∈I := {1,... , m}, where ξ : j j