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SECOND ORDER GENERALIZED TYPE I FUNCTIONS

TONI MIHALCEA

Communicated by the former editorial board

In this paper we consider a new class of (F,α,ρ,d)-type I functions to second order and relative to this class we establish several sucient optimality conditions and mixed duality results for a multiobjective programming problem.

AMS 2010 Subject Classication: 90C29, 90C25.

Key words: multiobjective programming problem, second order duality, type I functions.

1. INTRODUCTION

The study of higher-order duality is signicant due to the computational advantage over rst-order duality as it provides higher bounds for the value of the objective function when approximations are used (Mangasarian [4], Yang [10]). Mangasarian [4] and Hason [3] had also indicated, by example, that one advantage of second-order duality when applicable, is that if a feasible solution in the primal problem is given and rst-order duality conditions do not apply, then we can use second-order duality to provide a lower bound of the value in the primal problem (see also Yang [10] for new and interesting results in this sense). In [11], Zhang and Mond introduced a concept of second order (F, ρ)- convexity and gave some duality results. Recently, Yang and all [9], Aghezzaf and Hachimi [2], Preda [5, 7] had obtained results for higher-order duality in multiobjective mathematical programming. The class of (F, α, ρ, d)-type I functions considered in this paper is more general than the classes presented in [911].

Consider the following nonlinear multiobjective programming problem:

(MOP) minimize f(x) = ( f1(x) , ... , fm(x)) subject to x∈A = {x∈X / g(x)5 0},

where X ⊂Rn , X open, and f : X → Rm, g : X→Rq are twice dierentiable functions on A.

MATH. REPORTS 15(65), 3 (2013), 177186

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This paper is organized as follows. In Section 2 we dened a new class of functionals (F, α, ρ, d)-type I and some concepts of generalized convexity type. Thus, in Section 3, relative to the dual of Mond-Weir type, some duality results are given.

2. SOME PRELIMINARIES

In this section, we introduce the notion of function q-sublinear and give some denitions of second order quasi and pseudoquasi.

Denition 2.1 ([2]). We say that y∈A is an ecient solution for problem (MOP) if and only if there exists no x∈A such that f(x)≤f(y).

Denition 2.2 ([2]). We say that y∈A is a weak ecient solution for prob- lem (MOP) if and only if there exists no x∈A such that f(x) <f(y).

Denition 2.3. A functional F : X ×X ×Rn→ R is q-sublinear if (1a) F(x, y ; Pk

i=1

ai) ≤ max

i=1,k F(x, y ; ai) , ∀ x, y∈X, ai ∈Rn , i∈1,k , k∈N and

(1b) F(x, y ;αa) =α F(x, y ; a) , ∀x, y∈X,α∈R, α= 0, a∈Rn .

We see that the class of F-sublinear functionals is more large then the class of sublinear functionals considered, for example, in Preda [7].

Let F be a q-sublinear functional and suppose the functions f = ( f1, ..., fm) : X→Rmand h = ( h1, . . . , hr) : X→Rr are twice dierentiable at y∈X.

Letρ= (ρ12), whereρ1= (ρ1, ..., ρm)∈Rm2= (ρm+1, ..., ρm+r )∈Rr. Let α = (α12) whereα1: X ×X → R+, α2 : X ×X → R+ and let d(·,·) : X

×X → [0, +∞).

For the sake of simplicity, we will use the following notations

if f : X→R andβ : X×X→R+, then∆(f, x, y,β, p) =β(x , y)[∇f(y) +∇2f(y)p]

and

if f : X →Rm then F(x, y ;∆(f, x, y, β, p)) = (F(x, y ;∆(f1 , x, y,β, p), .... , F(x, y ; ∆(fm, x, y, β, p)).

Denition 2.4 ([2]). (f , h) is said to be second order (F, α,ρ, p, d)-type I at y, if for all x∈A we have

(2a) f(x) f(y) + 12p∇2f(y)p =F(x, y ;∆(f, x, y,α1, p)) + ρ1d2(x , y) (2b) - h(y) + 12p∇2 h(y)p =F(x, y ;∆(h, x, y,α2, p)) +ρ2d2(x , y).

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Denition 2.5 ([2]). (f , h) is said to be second order quasi (F, α, ρ, p, d)-type I at y, if for all x∈A we have

(3a) f(x) 5f(y) - 12p∇2f(y)p=⇒ F(x, y ; ∆(f, x, y,α1, p))5-ρ1d2 (x , y) (3b) - h(y) + 12p∇2 h(y)p5 0=⇒ F(x, y ;∆(h, x, y,α2, p))5-ρ2d2(x , y).

If in the above denition, x 6=y and inequality (3b) is satised as (3c) - h(y) + 12p∇2 h(y)p 50 =⇒F(x, y ; ∆(h, x, y,α2, p))<-ρ2d2(x , y) then we say that (f , h) is second order quasistrictly-pseudo (F,α,ρ, p, d)-type I at y.

Denition 2.6 ([2]). (f , h) is said to be second order pseudoquasi (F, α, ρ, p, d)-type I at y, if for all x∈A we have:

(4a) f(x) <f(y) - 12p∇2f(y)p =⇒ F(x, y ; ∆(f, x, y,α1, p))<- ρ1d2(x , y) (4b) - h(y) + 12p∇2 h(y)p5 0=⇒ F(x, y ;∆(h, x, y,α2, p))5-ρ2d2(x , y).

If in the above denition, x 6=y and inequality (4a) is satised as (4c) f(x) 5f(y) - 12p∇2f(y)p =⇒F(x, y ; ∆(f, x, y,α1, p))<- ρ1d2(x , y) then we say that (f , h) is second order strictly pseudoquasi (F,α,ρ, p, d)-type I at y.

Denition 2.7 ([2]). (f , h) is said to be second order weak strictly-pseudoquasi (F, α,ρ, p, d)-type I at y, if for all x∈A we have:

(5a) f(x) ≤f(y) - 12p∇2f(y)p =⇒ F(x, y ;∆(f, x, y,α1, p)) <-ρ1d2(x , y) (5b) - h(y) + 12p∇2h(y)p 50 =⇒F(x, y ; ∆(h, x, y,α2, p))5-ρ2d2 (x , y).

Denition 2.8 ([2]). (f , h) is said to be second order strong pseudoquasi (F, α,ρ, p, d)-type I at y, if for all x∈A we have:

(6a) f(x) ≤f(y) - 12p∇2f(y)p =⇒ F(x, y ;∆(f, x, y,α1, p)) ≤- ρ1d2(x , y) (6b) - h(y) + 12p∇2h(y)p50 =⇒ F(x, y ;∆(h, x, y,α2, p))5- ρ2d2(x, y).

If in the above denition, inequality (6a) is satised as

(6c) f(x)<f(y) - 12p∇2f(y)p =⇒ F(x, y ;∆(f, x, y,α1, p))≤- ρ1d2(x , y) then we say that (f , h) is second order weak pseudoquasi (F,α,ρ, p, d)-type I at y.

Remark ([2]). Note that for the scalar objective functions the class of second order pseudoquasi (F, α,ρ, p, d)-type I, the class of second order weak

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strictly-pseudoquasi (F, α,ρ, p, d)-type I, and the class of second order strong pseudoquasi (F, α,ρ, p,d)-type I functions coincide.

Denition 2.9 ([2]). (f , h) is said to be second order sub-strictly-pseudo- quasi (F,α,ρ, p, d)-type I at y, if for all x∈A, x6=y, we have:

(7a) f(x) 5f(y) - 12p∇2f(y)p =⇒ F(x, y ;∆(f, x, y,α1, p)) ≤-ρ1d2(x , y) (7b) - h(y) + 12p∇2h(y)p50 =⇒ F(x, y ;∆(h, x, y,α2, p))5-ρ2d2(x , y).

Denition 2.10 ([2]). (f , h) is said to be second order weak quasistrictly- pseudo (F,α,ρ, p, d)-type I at y, if for all x∈A we have:

(8a) f(x) ≤f(y) - 12p∇2f(y)p =⇒ F(x, y ;∆(f, x, y,α1, p)) 5-ρ1d2(x , y) (8b) - h(y) + 12p∇2h(y)p50 =⇒ F(x, y ;∆(h, x, y,α2, p))≤-ρ2d2(x , y).

Denition 2.11 ([2]). (f , h) is said to be second order weak quasisemi- pseudo (F,α,ρ, p, d)-type I at y, if for all x∈A we have

(9a) f(x) ≤f(y) - 12p∇2f(y)p =⇒ F(x, y ;∆(f, x, y,α1, p)) 5-ρ1d2(x , y) (9b) - h(y) + 12p∇2h(y)p50 =⇒ F(x, y ;∆(h, x, y,α2, p))<-ρ2d2(x , y).

Denition 2.12 ([2]). (f , h) is said to be second order weak strictly-pseudo (F, α,ρ, p, d)-type I at y, if for all x∈A, x6=y, we have

(10a) f(x)≤f(y) - 12p∇2f(y)p =⇒ F(x, y ;∆(f, x, y,α1, p))<-ρ1d2(x , y) (10b) - h(y) + 12p∇2h(y)p50 =⇒F(x, y ;∆(h, x, y,α2, p)) <-ρ2d2(x , y).

3. GENERALIZED MOND-WEIR TYPE DUALITY

Consider the following Mond-Weir type dual of (MOP)

maximize f(y) + vJ0gJ0(y)e - 12p∇2[f(y) + vJ0gJ0(y)e]p, subject to u∇f(y) + u∇2f(y)p + v∇g(y) + v ∇2g(y)p = 0, (GMWD) vJkgJk(y) - 12p∇2vJkgJk(y)p =0, k = 1, 2, ... ,ν,

v=0,

u=0, ute= 1,

whereν ≥1, Js∩Jt =∅for s 6=t and Sν

s=0Js= {1, 2, ... , q}= Q . Relative to (MOP) and (GMWD) we give some duality results.

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Theorem 3.1 (Weak Duality). Assume that for all feasible x for (MOP) and all feasible (y, u, v, p) for (GMWD), any of the following holds:

(a) u > 0, and (f(·) + vJ0gJ0(·)e , vJkgJk(·)), k = 1, ν, is second order strong pseudoquasi (F, α, ρ, p, d)-type I at y with

min{uρ0α0(·, y)−1, min

k=1,νkαk(·,y)−1 ]} = 0;

(b) u > 0, and (uf(·) + vJ0gJ0(·), vJkgJk(·)), k = 1, ν , is second order pseudoquasi (F, α, ρ, p,d)-type I at y with

min{ρ0α0(·, y)−1, min

k=1,νkαk(· ,y)−1 ]} = 0.

Then, f(x) ≮ f(y) + vJ0gJ0(y)e -12p∇2[f(y) + vJ0gJ0(y)e]p.

Proof. Suppose contrary to the result of the theorem that f(x) < f(y) + vJ0gJ0(y)e - 12p∇2[f(y) + vJ0gJ0(y)e]p. Since x is feasible for (MOP) and v=0, we have f(x) + vJ0gJ0(x)e≤f(y) + vJ0gJ0(y)e−12p∇2[f(y) + vJ0gJ0(y)e]p.

Since (y, u, v, p) is feasible for (GMWD), it follows that - vJkgJk(y) + 12p∇2vJkgJk(y)p5 0 , k = 1, 2, ... ,ν. By hypothesis (a), we have

F(x, y ; ∆(f(·) + vJ0gJ0(·)e, x, y,α0, p))≤-ρ0d2(x , y)

αkF(x, y; ∆(vJkgJk(·), x, y,1,p)) 5 F(x,y; ∆(vJkgJk(·), x, y, αk,p)) 5 -ρkd2(x ,y), k =1,...,ν.

Since α0(x , y)>0,αk(x , y) >0, k = 1, 2, ... ,ν and u>0, we have F(x, y ; ∆(uf(·) + vJ0gJ0(·), x, y, 1, p))≤- α0(x, y)−10d2(x , y) F(x, y ;∆(vJkgJk(·), x, y, 1, p))5-αk(x, y)−1ρkd2(x , y), k = 1, 2, ..., ν. By q-sublinearity of F , we obtain

0 = F(x, y ; 0) = F(x, y ; u∇f(y) + u∇2f(y)p + v∇g(y) + v∇2g(y)p) =

= F(x, y ;∆(uf(·) + vJ0gJ0(·), x, y, 1, p) + Pν

k=1

∆(vJkgJk(·), x, y, 1, p))≤

≤max{F(x, y ; ∆(uf(·) + vJ0gJ0(·), x, y,1, p)),

kmax=1,ν [F(x, y ;∆(vJkgJk(·), x, y,1, p))]} ≤

≤max{-α0(x, y)−10d2(x , y), max

k=1,ν [-αk(x, y)−1ρkd2(x , y)]} =

= - min{α0(x, y)−10d2(x , y), min

k=1,νk(x, y)−1ρkd2(x , y)]}50, contradicting.

By hypothesis (b), we have

•f(x) + vJ0gJ0(x)e≤f(y) + vJ0gJ0(y)e -12p∇2[f(y) + vJ0gJ0(y)e]p, which implies

uf(x) + vJ0gJ0(x) <uf(y) + vJ0gJ0(y) - 12p∇2[uf(y) + vJ0gJ0(y)]p;

• - vJkgJk(y) + 12p∇2vJkgJk(y)p 50, k = 1, 2, ... ,ν, which implies

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F(x, y ;∆(uf(·) + vJ0gJ0(·), x, y,α0, p))<- ρ0d2(x , y)

F(x, y ;∆(vJkgJk(·), x, y,αk, p)) 5-ρkd2(x , y), k = 1, 2, ... ,ν. Since α0(x , y) >0, αk(x , y)>0, k = 1, 2, ... ,ν and u>0, the above inequalities give

F(x, y ;∆(uf(·) + vJ0gJ0(·), x, y, 1, p))≤ -α0(x, y)−1ρ0d2(x , y) F(x, y ;∆(vJkgJk(·), x, y, 1, p))5 -αk(x, y)−1ρkd2(x , y), k = 1, 2, ... ,ν.

By q-sublinearity of F , we obtain

0 = F(x, y ; 0) = F(x, y ; u∇f(y) + u∇2f(y)p + v∇g(y) + v∇2g(y)p) =

= F(x, y ;∆(uf(·) + vJ0gJ0(·), x, y, 1, p) + Pν

k=1

∆(vJkgJk(·), x, y, 1, p))≤

≤max{F(x, y ; ∆(uf(·) + vJ0gJ0(·), x, y, 1, p)),

k=1,νmax [F(x, y ;∆(vJkgJk(·), x, y,1, p))]}5 5max{-α0(x, y)−1ρ0d2(x , y), max

k=1,ν [-αk(x, y)−1ρkd2(x , y)]} =

= - min{ α0(x, y)−1ρ0d2(x , y), min

k=1,νk(x, y)−1ρkd2(x , y)]} 50, contradicting.

Hence, in both cases we have contradicting, so

f(x) ≮f(y) + vJ0gJ0(y)e - 12p∇2[f(y) + vJ0gJ0(y)e]p.

Theorem 3.2 (Weak Duality). Assume that for all feasible x for (MOP) and all feasible (y, u, v, p) for (GMWD), any of the following holds:

(a) (f(·)+vJ0gJ0(·)e, vJkgJk(·)), k=1, ν, is second order weak strictly-pseu- doquasi (F, α, ρ, p, d)-type I at y with min{uρ0α0(·,y)−1, min

k=1,νkαk(·,y)−1 ]}

= 0;

(b) (uf(·)+vJ0gJ0(·), vJkgJk(·)), k = 1, ν, is second order strictly pseudo- quasi (F, α, ρ, p,d)-type I at y with min{ρ0α0(· , y)−1, min

k=1,νkαk(· ,y)−1 ]}

= 0;

(c) (f(·)+vJ0gJ0(·)e, vJkgJk(·)), k =1, ν, is second order weak quasisemi- pseudo (F, α, ρ, p, d)-type I at y with min{uρ0α0(·,y)−1, min

k=1,νkαk(·,y)−1 ]}

= 0;

(d) (uf(·) +vJ0gJ0(·), vJkgJk(·)), k = 1, ν, is second order quasistrictly- pseudo (F, α, ρ, p,d)-type I at y with min{ρ0α0(·,y)−1, min

k=1,νkαk(·,y)−1 ]}

= 0.

Then, f(x) ≮ f(y) +vJ0gJ0(y)e -12p∇2[f(y) + vJ0gJ0(y)e]p.

Proof. Suppose contrary to the result of the theorem that f(x) <f(y) + vJ0gJ0(y)e - 12p∇2[f(y) + vJ0gJ0(y)e]p.

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Since x is feasible for (MOP) and (y, u, v, p) is feasible for (GMWD), we have

•f(x) + vJ0gJ0(x)e≤f(y) + vJ0gJ0(y)e - 12p∇2[f(y) + vJ0gJ0(y)e]p, which implies

uf(x) + vJ0gJ0(x) ≤uf(y) + vJ0gJ0(y) - 12p∇2[uf(y) + vJ0gJ0(y)]p;

• - vJkgJk(y) + 12p∇2vJkgJk(y)p 50, k = 1, 2, ... ,ν. By hypothesis (a), we have

F(x, y ;∆(f(·) + vJ0gJ0(·)e, x, y,α0, p))< -ρ0d2(x , y) F(x, y ; ∆(vJkgJk(·), x, y,αk, p))5-ρkd2(x , y), k = 1, 2, ... ,ν . Since α0(x , y) >0, αk(x , y)>0, k = 1, 2, ... ,ν and u≥0, the above inequalities give

F(x, y ;∆(uf(·) + vJ0gJ0(·), x, y, 1, p))<- α0(x, y)−10d2(x , y) F(x, y ;∆(vJkgJk(·), x, y, 1, p))5 -αk(x, y)−1ρkd2(x , y), k = 1, 2, ... ,ν. By q-sublinearity of F, we obtain

0 = F(x, y ; 0) = F(x, y ; u∇f(y) + u∇2f(y)p + v∇g(y) + v∇2g(y)p) =

= F(x, y ;∆(uf(·) + vJ0gJ0(·), x, y, 1, p) + Pν

k=1∆(vJkgJk(·), x, y, 1, p))≤

≤max{F(x, y ; ∆(uf(·) + vJ0gJ0(·), x, y, 1, p)),

kmax=1,ν [F(x, y ;∆(vJkgJk(·), x, y,1, p))]}5 5max{-α0(x, y)−10d2(x , y), max

k=1,ν [-αk(x, y)−1ρkd2(x , y)]} =

= - min{α0(x, y)−10d2(x , y), min

k=1,νk(x, y)−1ρkd2(x , y)]}50, contradicting.

Using hypothesis (b), (c) or (d), we obtain, also, contradicting, so f(x)≮ f(y) + vJ0gJ0(y)e -12p∇2[f(y) + vJ0gJ0(y)e]p.

Theorem 3.3 (Weak Duality). Assume that for all feasible x for (MOP) and all feasible (y, u, v, p) for (GMWD), any of the following holds:

(a) u > 0, and (f(·) +vJ0gJ0(·)e, vJkgJk(·)), k = 1, ν, is second order weak pseudoquasi (F, α, ρ, p, d)-type I at y with min{uρ0α0(· , y)−1,

kmin=1,νkαk(·,y)−1 ]} = 0;

(b) (uf(·)+vJ0gJ0(·), vJkgJk(·)), k =1, ν, is second order pseudoquasi (F, α,ρ, p,d)-type I at y with min{ρ0α0(·, y)−1, min

k=1,νkαk(· ,y)−1 ]} =0;

(c) (f(·)+vJ0gJ0(·)e , vJkgJk(·)), k =1, ν, is second order pseudoquasi (F, α,ρ, p, d)-type I at y with min{uρ0α0(·, y)−1, min

k=1,νkαk(·,y)−1 ]} = 0;

(d) (uf(·) +vJ0gJ0(·), vJkgJk(·)), k = 1, ν, is second order quasistrictly- pseudo (F,α,ρ,p,d)-type I at y with min{ρ0α0(·,y)−1, min

k=1,νkαk(·,y)−1]}=0.

Then, f(x) ≮ f(y) + vJ0gJ0(y)e -12p∇2[f(y) +vJ0gJ0(y)e]p.

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Proof. It follows on the lines of Theorem 3.2.

Theorem 3.4 (Strong Duality). Let ( y, u, v, p) be feasible solution for (GMWD) such that

vJ0gJ0(y)e -12p∇2[f(y) + vJ0gJ0(y)e]p =0

and assume that y is feasible for (MOP). If weak duality (any of Theorem 3.1.

or 3.2.) holds between (MOP) and (GMWD), then y is ecient for (MOP) and ( y, u, v, p) is ecient for (GMWD).

Proof. Suppose that y is not ecient for (MOP), then there exists a feasible x for (MOP) such that f(x) ≤f(y). On using hypothesis, we have

f(x)≤f(y) + vJ0gJ0(y)e -12p∇2[f(y) + vJ0gJ0(y)e]p,

contradicts weak duality (Theorem 3.1. or 3.2.), so y is ecient for (MOP).

Also, suppose that (y, u, v, p) is not ecient for (GMWD), then there exists a feasible (y, u, v, p) for (GMWD) such that

f(y) + vJ0gJ0(y)e -12p∇2[f(y) + vJ0gJ0(y)e]p ≤

≤ f(y) + vJ0gJ0(y)e -12p∇2[f(y) + vJ0gJ0(y)e]p.

Using hypothesis, we obtain f(y) ≤ f(y) + vJ0gJ0(y)e -12p∇2[f(y) + vJ0gJ0(y)e]p, contradicts weak duality (Theorem 3.1. or 3.2.), since (y, u, v, p) is feasible for (GMWD) and y is feasible for (MOP).

Theorem 3.5. Let (y, u, v, p) be feasible solution for (GMWD) such that vJ0gJ0(y)e -12p∇2[f(y) + vJ0gJ0(y)e]p =0

and assume that y is feasible for (MOP). If weak duality (Theorem 3.3.) holds between (MOP) and (GMWD), then y is weak ecient for (MOP) and ( y, u, v, p) is weak ecient for (GMWD).

Proof. It follows from Theorem 3.4.

Theorem 3.6 (Strict converse duality). Let x be feasible solution for (MOP) and ( y, u, v, p) be feasible solution for (GMWD) such that

uf(x)5 uf(y) + vJ0gJ0(y) -12p∇2[uf(y) + vJ0gJ0(y)]p.

If, condition (b) or (d) of Theorem 3.2. is satised for x and ( y, u, v, p), then x = y.

Proof. We assume x 6=y and exhibit a contradiction. Since x and ( y, u, v, p), are feasible for (MOP) and (GMWD) respectively, then v =0, g(x) 50 and - vJkgJk(y) + 12p∇2vJkgJk( y)p50, k = 1, 2, ... ,ν.

Using hypothesis, we have

uf(x) + vJ0gJ0(x) 5uf(y) + vJ0gJ0(y) -12p∇2[uf(y) + vJ0gJ0(y)]p.

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Using condition (b) of Theorem 3.2 , we get

F(x , y ; ∆(uf(·) + vJ0gJ0(·), x , y, α0, p))< -ρ0d2(x , y) F(x , y ; ∆(vJkgJk(·), x , y, αk, p))5-ρkd2(x , y), k = 1, 2, ... ,ν.

Since α0(x , y)>0, αk(x , y)> 0, k = 1, 2, ... ,ν, we obtain F(x , y ; ∆(uf(·) + vJ0gJ0(·), x , y, 1, p))<- α0(x , y)−1ρ0d2(x , y) F(x , y ; ∆(vJkgJk(·), x , y, 1, p))5-αk(x , y)−1ρkd2(x , y), k = 1, 2, ... ,ν.

Using condition (d) of Theorem 3.2 , we get

F(x , y ; ∆(uf(·) + vJ0gJ0(·), x , y, 1, p))5- α0(x , y)−1ρ0d2(x , y) F(x , y ; ∆(vJkgJk(·), x , y, 1, p))<-αk(x , y)−1ρkd2(x , y), k = 1, 2, ... ,ν.

By q-sublinearity of F, both systems gives:

0 = F(x , y ; 0) = F(x , y ; u∇f(y) + u∇2f(y)p + v∇g(y) + v∇2g(y)p) =

= F(x , y ;∆(uf(·) + vJ0gJ0(·), x , y , 1, p) + Pν

k=1

∆(vJkgJk(·), x , y , 1, p)) ≤

≤max{F(x , y ;∆(uf(·) + vJ0gJ0(·), x , y , 1, p)),

kmax=1,ν [F(x , y ; ∆(vJkgJk(·), x , y ,1, p))]}5 5max{- α0(x , y )−1ρ0d2(x , y ), max

k=1,ν [-αk(x , y )−1ρkd2(x , y )]} =

= - min{α0(x , y )−1ρ0d2(x , y ), min

k=1,νk(x , y )−1ρkd2(x , y )]} 50, contradicting.

Hence, in both cases we have contradicting, so x = y.

Corollary 3.7. Let assumptions of Theorem 3.6 be veried, and let x be (weak) ecient for (MOP) and ( y, u, v, p) be (weak) ecient for (GMWD).

Then x = y, i.e. y is (weak) ecient for (MOP).

Proof. The proof follows from Theorem 3.6.

Theorem 3.8. Let x be feasible solution for (MOP) and ( y, u, v, p) be feasible solution for (GMWD) such that

f(x)5 f(y) + vJ0gJ0(y)e -12p∇2[f(y) + vJ0gJ0(y)e]p.

For each feasible x for (MOP) and (y, u, v, p) for (GMWD), if weak duality (any of Theorem 3.1 or 3.2) holds:

(a) at y, then x is ecient for (MOP).

(b) at y, then ( y, u, v, p) is ecient for (GMWD).

Proof. (a) Suppose that x is not an ecient solution for (MOP). Then, there exist a feasible x for (MOP) such that f(x)≤ f(x). Using hypothesis, we have

(10)

f(x)≤f(y) + vJ0gJ0(y)e -12p∇2[f(y) + vJ0gJ0(y)e]p,

which contradicts the weak duality for feasible solutions x for (MOP) and ( y, u, v, p) for (GMWD), so x is ecient for (MOP).

(b) Let us assume on the contrary that ( y, u, v, p) is not an ecient solution for (GMWD). Then, there exist a feasible (y, u, v, p) for (GMWD) such that

f(y) + vJ0gJ0(y)e -12p∇2[f(y) + vJ0gJ0(y)e]p≤

≤ f(y) + vJ0gJ0(y)e -12p∇2[f(y) + vJ0gJ0(y)e]p.

Using hypothesis, we obtain f(x)≤f(y)+vJ0gJ0(y)e -12p∇2[f(y)+vJ0gJ0(y)e]p, which contradicts the weak duality for feasible solutions x for (MOP) and (y, u, v, p) for (GMWD). Thus, ( y, u, v, p) is ecient for (GMWD).

REFERENCES

[1] B. Aghezzaf, Second order mixed type duality in multiobjective programming problems.

J. Math. Anal. Appl. 285 (2003), 97106.

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[3] M.A. Hanson, Second order invexity and duality in mathematical programming. Opsearch 30 (1993), 311320.

[4] O.L. Mangasarian, Second and higher-order duality in nonlinear programming. J. Math.

Anal. Appl. 51 (1975), 607620.

[5] V. Preda, Nondierentiable mathematical programs. Optimality and higher-order duality results. Proc. Rom. Acad. Ser. A Math. Phys. Tech. Sci. Inf. Sci. 9(2008), 3, 179183.

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Proc. Rom. Acad., 2001.

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[9] X.M. Yang, K.L. Teo and X.Q. Yang, Higher-order generalized convexity and duality in nondierentiable multiobjective mathematical programming. J. Math. Anal. Appl. 297 (1) (2004), 4855.

[10] X.Q. Yang, Second order global optimality conditions for convex composite optimization.

Math. Program. 81 (1998), 327347.

[11] J. Zhang and B. Mond, Second order duality for multiobjective nonlinear programming involving generalized convexity. In: B.M. Golver, B.D. Craven, D. Ralph, Eds. Proceed- ings of Optimization Miniconference III. University of Ballarat 1997, 7995.

Received 1 June 2013 University of Bucharest Faculty of Mathematics and Informatics

Academiei 14, 010014 Bucharest, Romania

[email protected]

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