Please use this identifier to cite or link to this item: http://hdl.handle.net/10397/5884
Title: Nonlinear Lagrangian for multiobjective optimization and applications to duality and exact penalization
Authors: Huang, XX
Yang, XQ 
Keywords: Multiobjective optimization
Nonlinear Lagrangian function
Duality
Exact penalization
Stability
Issue Date: 2002
Publisher: Society for Industrial and Applied Mathematics
Source: SIAM journal on optimization, 2002, v. 13, no. 3, p. 675–692 How to cite?
Journal: SIAM Journal on optimization 
Abstract: Duality and penalty methods are popular in optimization. The study on duality and penalty methods for nonconvex multiobjective optimization problems is very limited. In this paper, we introduce vector-valued nonlinear Lagrangian and penalty functions and formulate nonlinear Lagrangian dual problems and nonlinear penalty problems for multiobjective constrained optimization problems. We establish strong duality and exact penalization results. The strong duality is an inclusion between the set of infimum points of the original multiobjective constrained optimization problem and that of the nonlinear Lagrangian dual problem. Exact penalization is established via a generalized calmness-type condition.
URI: http://hdl.handle.net/10397/5884
ISSN: 1052-6234
EISSN: 1095-7189
DOI: 10.1137/S1052623401384850
Rights: © 2002 Society for Industrial and Applied Mathematics
Appears in Collections:Journal/Magazine Article

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