Skip to main content
Log in

Constraint Qualifications in Nonsmooth Multiobjective Optimization

  • Published:
Journal of Optimization Theory and Applications Aims and scope Submit manuscript

Abstract

For an inequality constrained nonsmooth multiobjective optimization problem involving locally Lipschitz functions, stronger KT-type necessary conditions and KT necessary conditions (which in the continuously differentiable case reduce respectively to the stronger KT conditions studied recently by Maeda and the usual KT conditions) are derived for efficiency and weak efficiency under several constraint qualifications. Stimulated by the stronger KT-type conditions, the notion of core of the convex hull of the union of finitely many convex sets is introduced. As main tool in the derivation of the necessary conditions, a theorem of the alternatives and a core separation theorem are also developed which are respectively extensions of the Motzkin transposition theorem and the Tucker theorem.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Abadie, J., On the Kuhn—Tucker Theorem, Nonlinear Programming, Edited by J. Abadie, John Wiley, New York, NY, pp. 21–36, 1967.

    Google Scholar 

  2. Guignard, M., Generalized Kuhn—Tucker Conditions for Mathematical Programming, SIAM Journal on Control, Vol. 7, pp. 232–241, 1969.

    Google Scholar 

  3. Mangasarian, O. L., and Fromovitz, S., The Fritz John Necessary Optimality Condition in the Presence of Equality and Inequality Constraints, Journal of Mathematical Analysis and Applications, Vol. 17, pp. 37–47, 1967.

    Google Scholar 

  4. Gould, F. J., and Tolle, J. W., A Necessary and Sufficient Qualification for Constrained Optimization, SIAM Journal on Applied Mathematics, Vol. 20, pp. 164–172, 1971.

    Google Scholar 

  5. Bazaraa, M. S., Goode, J. J., and Shetly, C. M., Constraint Quali(r)cations Revisited, Management Science, Vol. 18, pp. 567–573, 1972.

    Google Scholar 

  6. Gauvin, J., A Necessary and Suf(r)cient Regularity Condition to Have Bounded Multipliers in Nonconvex Programming, Mathematical Programming, Vol. 12, pp. 136–138, 1977.

    Google Scholar 

  7. Maeda, T., Constraint Qualifications in Multiobjective Optimization Problems: Differentiable Case, Journal of Optimization Theory and Applications, Vol. 80, pp. 483–500, 1994.

    Google Scholar 

  8. Clarke, F. H., Optimization and Nonsmooth Analysis, Wiley—Interscience, New York, NY, 1983.

    Google Scholar 

  9. Slater, M. L., A Note on Motzkin's Transposition Theorem, Econometrica, Vol. 19, pp. 185–187, 1951.

    Google Scholar 

  10. Mangasarian, O. L., Nonlinear Programming, McGraw-Hill, New York, NY, 1969.

    Google Scholar 

  11. Hiriart-Urruty, J. B., On Optimality Conditions in Nondifferentiable Programming, Mathematical Programming, Vol. 14, pp. 73–86, 1978.

    Google Scholar 

  12. Nguyen, V. H., Strodiot, J. J., and Mifflin, R., On Conditions to Have Bounded Multipliers in Locally Lipschitz Programming, Mathematical Programming, Vol. 18, pp. 100–106, 1980.

    Google Scholar 

  13. Merkovsky, P. R., and Ward, D. E., General Constraint Qualifications in Nondifferentiable Programming, Mathematical Programming, Vol. 47, pp. 389–405, 1990.

    Google Scholar 

  14. Pappalardo, M., Error Bounds for Generalized Lagrange Multipliers in Locally Lipschitz Programming, Journal of Optimization Theory and Applications, Vol. 73, pp. 205–210, 1992.

    Google Scholar 

  15. Jeyakumar, V., and Wolkowicz, H., Generalizations of Slater's Constraint Qualification for Infinite Convex Programs, Mathematical Programming, Vol. 57, pp. 85–101, 1992.

    Google Scholar 

  16. Jourani, A., Constraint Quali(r)cations and Lagrange Multipliers in Nondifferentiable Programming Problems, Journal of Optimization Theory and Applications, Vol. 81, pp. 533–548, 1994.

    Google Scholar 

  17. Kuntz, L., and Scholtes, S., A Nonsmooth Variant of the Mangasarian-Fromovitz Constraint Qualification, Journal of Optimization Theory and Applications, Vol. 82, pp. 59–75, 1994.

    Google Scholar 

  18. Gajek, L., and Zagrodny, D., Approximate Necessary Conditions for Locally Weak Pareto Optimality, Journal of Optimization Theory and Applications, Vol. 82, pp. 49–58, 1994.

    Google Scholar 

  19. Ursescu, C., Tangent Sets' Calculus and Necessary Conditions for Extremality, SIAM Journal on Control and Optimization, Vol. 20, pp. 563–574, 1982.

    Google Scholar 

  20. Fenchel, W., Convex Cones, Sets, and Functions, Princeton University Press, Princeton, New Jersey, 1953.

    Google Scholar 

  21. Ben-Israel, A., Linear Equations and Inequalities on Finite-Dimensional, Real or Complex, Vector Spaces: A Unified Theory, Journal of Mathematical Analysis and Applications, Vol. 27, pp. 367–389, 1969.

    Google Scholar 

  22. Yu, P. L., Cone Convexity, Cone Extreme Points, and Nondominated Solutions in Decision Problems with Multiobjectives, Journal of Optimization Theory and Applications, Vol. 14, pp. 319–348, 1974.

    Google Scholar 

  23. Rockafellar, R. T., Convex Analysis, Princeton University Press, Princeton, New Jersey, 1970.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Rights and permissions

Reprints and permissions

About this article

Cite this article

Li, X.F. Constraint Qualifications in Nonsmooth Multiobjective Optimization. Journal of Optimization Theory and Applications 106, 373–398 (2000). https://doi.org/10.1023/A:1004607615343

Download citation

  • Issue Date:

  • DOI: https://doi.org/10.1023/A:1004607615343

Navigation