Abstract
In this paper, nonconvex multiobjective optimization problems are studied. New characterizations of a properly efficient solution in the sense of Geoffrion's are established in terms of the stability of one scalar optimization problem and the existence of an exact penalty function of a scalar constrained program, respectively. One of the characterizations is applied to derive necessary conditions for a properly efficient control-parameter pair of a nonconvex multiobjective discrete optimal control problem with linear constraints.
| Original language | English |
|---|---|
| Pages (from-to) | 213-231 |
| Number of pages | 19 |
| Journal | Journal of Global Optimization |
| Volume | 23 |
| Issue number | 2018-04-03 |
| DOIs | |
| Publication status | Published - 2002 |
Keywords
- Multiobjective optimization
- Properly efficient solution
- Stability
- Multicriteria discrete time optimal control
ASJC Scopus subject areas
- Computer Science Applications
- Management Science and Operations Research
- Applied Mathematics
- Control and Optimization