Nondifferentiable multiobjective programming under generalized dI-invexity

Abstract

In this paper, we are concerned with a nondifferentiable multiobjective programming problem with inequality constraints. We introduce new concepts of dI-invexity and generalized dI-invexity in which each component of the objective and constraint functions is directionally differentiable in its own direction di. New Fritz-John type necessary and Karush-Kuhn-Tucker type necessary and sufficient optimality conditions are obtained for a feasible point to be weakly efficient, efficient or properly efficient. Moreover, we prove weak, strong, converse and strict duality results for a Mond-Weir type dual under various types of generalized dI-invexity assumptions.Multiobjective programming Semi-directionally differentiable functions Generalized dI-invexity Optimality Duality (Weakly or properly) efficient point