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AN η-APPROXIMATION METHOD FOR NONSMOOTH MULTIOBJECTIVE PROGRAMMING PROBLEMS

Published online by Cambridge University Press:  01 January 2008

TADEUSZ ANTCZAK*
Affiliation:
Faculty of Mathematics and Computer Science, University of Łódź, Banacha 22, 90-238 Łódź, Poland (email: [email protected])
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Abstract

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In this paper, a new approach to a characterization of solvability of a nonlinear nonsmooth multiobjective programming problem with inequality constraints is introduced. A family of η-approximated vector optimization problems is constructed by a modification of the objective and the constraint functions in the original nonsmooth multiobjective programming problem. The connection between (weak) efficient points in the original nonsmooth multiobjective programming problem and its equivalent η-approximated vector optimization problems is established under V-invexity. It turns out that, in most cases, solvability of a nonlinear nonsmooth multiobjective programming problem can be characterized by solvability of differentiable vector optimization problems.

Type
Research Article
Copyright
Copyright © Australian Mathematical Society 2008

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