OPTIMALITY AND WOLFE TYPE DUALITY ON MULTI-OBJECTIVE PROGRAMMING UNDER E-CONVEXITY
JIAO Hehua1,LIU Sanyang2 ,LIU Kui2,FENG Quanxi3
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1.College of Science, Xidian University;YangtzeNormal University; 2.College of Science, Xidian University; 3.College of Science, Xidian University;College of Science, Guilin University of Technology
This paper considers a class of E-convex multi-objective optimization problems (MP) with equality constraints and inequality constraints, and a sufficient optimality condition is given. Then, a class of Wolfe type dual model (WD) of the class of programming problem (MP) is established, and under the assumption of the E-convex conditions, theorems of weak duality, strong duality and converse duality are obtained.
JIAO Hehua,LIU Sanyang ,LIU Kui,FENG Quanxi.
OPTIMALITY AND WOLFE TYPE DUALITY ON MULTI-OBJECTIVE PROGRAMMING UNDER E-CONVEXITY. Journal of Systems Science and Mathematical Sciences, 2012, 32(1): 62-69 https://doi.org/10.12341/jssms11774