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Continuous‐Time Multiobjective Optimization Problems via Invexity

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  • Valeriano A. De Oliveira
  • Marko A. Rojas-Medar

Abstract

We introduce some concepts of generalized invexity for the continuous‐time multiobjective programming problems, namely, the concepts of Karush‐Kuhn‐Tucker invexity and Karush‐Kuhn‐Tucker pseudoinvexity. Using the concept of Karush‐Kuhn‐Tucker invexity, we study the relationship of the multiobjective problems with some related scalar problems. Further, we show that Karush‐Kuhn‐Tucker pseudoinvexity is a necessary and suffcient condition for a vector Karush‐Kuhn‐Tucker solution to be a weakly efficient solution.

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Handle: RePEc:wly:jnlaaa:v:2007:y:2007:i:1:n:061296
DOI: 10.1155/2007/61296
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