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Constraint Qualifications for Karush–Kuhn–Tucker Conditions in Multiobjective Optimization

  • Universidade de São Paulo
  • Universidade Federal do Paraná

Research output: Contribution to journalArticlepeer-review

15 Scopus citations

Abstract

The notion of a normal cone of a given set is paramount in optimization and variational analysis. In this work, we give a definition of a multiobjective normal cone, which is suitable for studying optimality conditions and constraint qualifications for multiobjective optimization problems. A detailed study of the properties of the multiobjective normal cone is conducted. With this tool, we were able to characterize weak and strong Karush–Kuhn–Tucker conditions by means of a Guignard-type constraint qualification. Furthermore, the computation of the multiobjective normal cone under the error bound property is provided. The important statements are illustrated by examples.

Original languageEnglish
Pages (from-to)469-487
Number of pages19
JournalJournal of Optimization Theory and Applications
Volume187
Issue number2
DOIs
StatePublished - 1 Nov 2020
Externally publishedYes

Keywords

  • Constraint qualifications
  • Multiobjective optimization
  • Optimality conditions
  • Regularity
  • Weak and strong Kuhn–Tucker conditions

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