Jc. Liu, EPSILON-PARETO OPTIMALITY FOR NONDIFFERENTIABLE MULTIOBJECTIVE PROGRAMMING VIA PENALTY-FUNCTION, Journal of mathematical analysis and applications, 198(1), 1996, pp. 248-261
Necessary and sufficient conditions without a constraint qualification
for epsilon-Pareto optimality of multiobjective programming are deriv
ed. The necessary Kuhn-Tucker condition suggests the establishment of
a Wolf-type duality theorem for nondifferentiable, convex, multiobject
ive minimization problems. The generalized epsilon-saddle point for Pa
reto optimality of the vector Lagrangian is studied. (C) 1996 Academic
Press, Inc.