Necessary and sufficient optimality conditions for fractional multi-objective problems

Abstract

Using a special scalarization, we give necessary optimality conditions for fractional multiobjective optimization problems. Under a generalized invexity, sufficient optimality conditions are also given. All over the article, the data are assumed to be continuous but not necessarily Lipschitz.

Keywords:

• convexificator
• multi-objective optimization
• pseudoinvexity
• pareto minimum
• optimality conditions
• scalarization

2000 Mathematics Subject Classifications::

• primary 90c29
• secondary 49k99

Acknowledgements

My sincere acknowledgements to the anonymous referees for their insightful remarks and suggestions. This work has been supported by the Alexander-von Humboldt foundation.