227 research outputs found
On nonsmooth multiobjective fractional programming problems involving (p, r)â Ď â(Ρ ,θ)- invex functions
A class of multiobjective fractional programming problems (MFP) is considered where the involved functions are locally Lipschitz. In order to deduce our main results, we introduce the definition of (p,r)âĎ â(Ρ,θ)-invex class about the Clarke generalized gradient. Under the above invexity assumption, sufficient conditions for optimality are given. Finally, three types of dual problems corresponding to (MFP) are formulated, and appropriate dual theorems are proved
Optimality conditions and duality for nondifferentiable multiobjective programming problems involving d-r-type I functions
AbstractIn this paper, new classes of nondifferentiable functions constituting multiobjective programming problems are introduced. Namely, the classes of d-r-type I objective and constraint functions and, moreover, the various classes of generalized d-r-type I objective and constraint functions are defined for directionally differentiable multiobjective programming problems. Sufficient optimality conditions and various MondâWeir duality results are proved for nondifferentiable multiobjective programming problems involving functions of such type. Finally, it is showed that the introduced d-r-type I notion with râ 0 is not a sufficient condition for Wolfe weak duality to hold. These results are illustrated in the paper by suitable examples
A Class of Nondifferentiable Multiobjective Control Problems
Optimality conditions are derived for a class of nondifferentiable multiobjective control problems having a nondifferentiable term in each component of vector-valued integrand of objective functional. Using Karush-Kuhn-Tucker type optimality conditions, we formulate Mond-Weir type dual to the nondifferentiable control problem and derive duality results extensively under generalized invexity. Finally, it is indicated that our duality results can be considered as dynamic generalizations of those of nondifferentiable nonlinear programming problems recently obtained
Optimality and duality for generalized fractional programming involving nonsmooth (F, Ď)-convex functions
AbstractUsing a parametric approach, we establish necessary and sufficient conditions and derive duality theorems for a class of nonsmooth generalized minimax fractional programming problems containing (F, Ď)-convex function
Fuzzy Bilevel Optimization
In the dissertation the solution approaches for different fuzzy optimization problems are presented. The single-level optimization problem with fuzzy objective is solved by its reformulation into a biobjective optimization problem. A special attention is given to the computation of the membership function of the fuzzy solution of the fuzzy optimization problem in the linear case. Necessary and sufficient optimality conditions of the the convex nonlinear fuzzy optimization problem are derived in differentiable and nondifferentiable cases. A fuzzy optimization problem with both fuzzy objectives and constraints is also investigated in the thesis in the linear case. These solution approaches are applied to fuzzy bilevel optimization problems.
In the case of bilevel optimization problem with fuzzy objective functions, two algorithms are presented and compared using an illustrative example. For the case of fuzzy linear bilevel optimization problem with both fuzzy objectives and constraints k-th best algorithm is adopted.:1 Introduction 1
1.1 Why optimization . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.2 Fuzziness as a concept . . . . . . . . . . . . . . . . . . . . .. . . . . . . 2
1.3 Bilevel problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
2 Preliminaries 11
2.1 Fuzzy sets and fuzzy numbers . . . . . . . . . . . . . . . . . . . . . 11
2.2 Operations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
2.3 Fuzzy order . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
2.4 Fuzzy functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .17
3 Optimization problem with fuzzy objective 19
3.1 Formulation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
3.2 Solution method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20
3.3 Local optimality . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24
3.4 Existence of an optimal solution . . . . . . . . . . . . . . . . . . . . 25
4 Linear optimization with fuzzy objective 27
4.1 Main approach . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28
4.2 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30
4.3 Optimality conditions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33
4.4 Membership function value . . . . . . . . . . . . . . . . . . . . . . . . 34
4.4.1 Special case of triangular fuzzy numbers . . . . . . . . . . . . 36
4.4.2 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .39
5 Optimality conditions 47
5.1 Differentiable fuzzy optimization problem . . . . . . . . . . .. . . . 48
5.1.1 Basic notions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 48
5.1.2 Necessary optimality conditions . . . . . . . . . . . . . . . . . . .. 49
5.1.3 Suffcient optimality conditions . . . . . . . . . . . . . . . . . . . . . . 49
5.2 Nondifferentiable fuzzy optimization problem . . . . . . . . . . . . 51
5.2.1 Basic notions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 51
5.2.2 Necessary optimality conditions . . . . . . . . . . . . . . . . . . . 52
5.2.3 Suffcient optimality conditions . . . . . . . . . . . . . . . . . . . . . . 54
5.2.4 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 55
6 Fuzzy linear optimization problem over fuzzy polytope 59
6.1 Basic notions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 60
6.2 The fuzzy polytope . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .63
6.3 Formulation and solution method . . . . . . . . . . . . . . . . . . .. . 65
6.4 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 69
7 Bilevel optimization with fuzzy objectives 73
7.1 General formulation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 74
7.2 Solution approaches . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .74
7.3 Yager index approach . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 76
7.4 Algorithm I . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 77
7.5 Membership function approach . . . . . . . . . . . . . . . . . . . . . . .78
7.6 Algorithm II . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .80
7.7 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 81
8 Linear fuzzy bilevel optimization (with fuzzy objectives and constraints) 87
8.1 Formulation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 87
8.2 Solution approach . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 88
8.3 Algorithm . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 90
8.4 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 91
9 Conclusions 95
Bibliography 9
Nondifferentiable G-Mond-Weir Type Multiobjective Symmetric Fractional Problem and Their Duality Theorems under Generalized Assumptions
[EN] In this article, a pair of nondifferentiable second-order symmetric fractional primal-dual model (G-Mond-Weir type model) in vector optimization problem is formulated over arbitrary cones. In addition, we construct a nontrivial numerical example, which helps to understand the existence of such type of functions. Finally, we prove weak, strong and converse duality theorems under aforesaid assumptions.Dubey, R.; Mishra, LN.; SĂĄnchez Ruiz, LM. (2019). Nondifferentiable G-Mond-Weir Type Multiobjective Symmetric Fractional Problem and Their Duality Theorems under Generalized Assumptions. Symmetry (Basel). 11(11):1-18. https://doi.org/10.3390/sym11111348S118111
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