Document Type
Technical Report
Abstract
In this paper we introduce and study enhanced notions of relative Pareto minimizers to constrained multiobjective problems that are defined via several kinds of relative interiors of ordering cones and occupy intermediate positions between the classical notions of Pareto and weak Pareto efficiency/minimality. Using advanced tools of variational analysis and generalized differentiation, we establish the existence of relative Pareto minimizers to general multiobjective problems under a refined version of the subdifferential Palais-Smale condition for set-valued mappings with values in partially ordered spaces and then derive necessary optimality conditions for these minimizers (as well as for conventional efficient and weak efficient counterparts) that are new in both finite-dimensional and infinite-dimensional settings. Our proofs are based on variational and extremal principles of variational analysis; in particular, on new versions of the Ekeland variational principle and the subdifferential variational principle for set-valued and single-valued mappings in infinite-dimensional spaces.
Number in Series
2007.11
Disciplines
Applied Mathematics | Mathematics
AMS Subject Classification
90C29, 49J52, 49J53
Recommended Citation
Bao, Truong Q. and Mordukhovich, Boris S., "Relative Pareto Minimizers to Multiobjective Problems: Existence and Optimality Conditions" (2007). Mathematics Research Reports. 55.
https://digitalcommons.wayne.edu/math_reports/55
Comments
This research was partly supported by the USA National Science Foundation under grants DMS-0304989 and DlviS-0603846 and by the Australian Research Council under grant DP-9551168.