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2011 WAP journal. www.waprogramming.com
I.
INTRODUCTION
For nonlinear programming problems, a number of duals have been suggested among which the Wolfe dual [2,3] is well known.
While studying duality under generalized convexity, Mond and Weir [4] proposed a number of deferent duals for nonlinear
programming problems with nonnegative variables and proved various duality theorems under appropriate pseudoconvexity/quasi-convexity assumptions.
The study of second order duality is significant due to the computational advantage over first order duality as it provides tighter
bounds for the value of the objective function when approximations are used [5,6,7].Mangasarian[8] considered a nonlinear
programming problem and discussed second order duality under inclusion condition. Mond [9] was the first who present second
order convexity. He also gave in [9] simpler conditions than Mangasarian using a generalized form of convexity. which was later
called bonvexity by Bector and Chandra [10]. Further, Jeyakumar [11,12] and Yang [7] discussed also second order Mangasarian
type dual formulation under -convexity and generalized representation conditions respectively. In [13] Zhang and Mond
established some duality theorems for second-order duality in nonlinear programming under generalized second-order B-invexity,
defined in their paper. In [9] it was shown that second order duality can be useful from computational point of view, since one
may obtain better lower bounds for the primal problem than otherwise. The case of some optimization problems that involve n-set
functions was studied by Preda [14]. Recently, Yang et al. [7] proposed four second-order dual models for nonlinear programming
problems and established some duality results under generalized second-order F -convexity assumptions. In [15] Mishra and
Rueda generalized Zhangs Mangasarian type and Mond-Weir type higher-order duality [16] to higher-order type I functions.
Yang et al. [7] extended this results to a class of nondierentiable multiobjective programming problems. They also presented an
unified higher-order dual model for nondierentiable multiobjective programs, where every component of the objective function
contains a support function of a compact convex set, also Batatorescu et al. [17].
For ( x, a, ( y , r )) = F ( x, a; y ) + rd ( x, a ) , where F ( x, a;.) is sublinear on R , the definition of (, ) - invexity
2
reduces to the definition of ( F , ) -convexity introduced by Preda[18], which in turn Jeyakumar[12] generalizes the concepts of
F-convexity and -invexity[19].
The more recent literature, Xu[20], Ojha [21], Ojha and Mukherjee [22] for duality under generalized ( F , ) -convexity, Mishra
[23] and Yang et al.[7] for duality under second order F -convexity. Liang et al. [24] and Hachimi[25] for optimality criteria and
duality involving ( F , , , d ) -convexity or generalized {F , , , d ) -type functions.The ( F , ) -convexity was recently
generalized to (, ) -invexity by Caristi , Ferrara and Stefanescu [1],and here we will use this concept to extend some
theoretical results of multiobjective programming.
Whenever the objective function and all active restriction functions satisfy simultaneously the same generalized invexity at a
Kuhn-Tucker point which is an optimum condition, then all these functions should satisfy the usual invexity, too. This is not the
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Deo Brat Ojha., World Applied Programming, Vol (1), No (3), August 2011.
case in multiobjective programming ; Ferrara and Stefanescu[16] showed that sufficiency Kuhn-Tucker condition can be proved
under (, ) -invexity, even if Hansons invexity is not satisfied, Puglisi[26].The interested reader may
consult[27,28,29,30,31,32,33,34,35,36,37,38,39,40,41,42,43,44,45,46,47].
Therefore, the results of this paper are real extensions of the similar results known in the literature.
also Batatorescu et al. [17].The ( F , ) -convexity was recently generalized to (, ) -invexity by Caristi , Ferrara and
Stefanescu [1],and here we will use this concept to extend some theoretical results of multiobjective programming.
Whenever the objective function and all active restriction functions satisfy simultaneously the same generalized invexity at a
Kuhn-Tucker point which is an optimum condition, then all these functions should satisfy the usual invexity, too. This is not the
case in multiobjective programming ; Ferrara and Stefanescu[16] showed that sufficiency Kuhn-Tucker condition can be proved
under (, ) -invexity, even if Hansons invexity is not satisfied, Puglisi[26].
Therefore, the results of this paper are real extensions of the similar results known in the literature.
In Section 2 we define the higher-order (, ) -univexity . In Section 3 we consider a class of multiobjective programming
problems and for the dual model we prove a weak duality result.
II.
We denote by R the n -dimensional Euclidean space, and by R+ its nonnegative orthant . Further, R+ = {x R x > 0} .For
n
x y
i =1
We consider f : R R , g : R R ,are differential functions and X R is an open set. We define the following
multiobjective programming problem:
f ( x) = f1 ( x).......... f p ( x)
(P) minimize
subject to g ( x) 0 x, x X
n
x X 0 such that
f (a) f ( x) R+p \{0} i.e., fi ( x) fi (a ) for all i {1,.,.,., p} , and for at least one j {1,.,.,., p} we have
fi ( x) < fi (a ) .
Definition 2.2
A point a X 0 is said to be a weak efficient solution of problem (VP) if there is no x X such that f ( x) < f (a).
Definition 2.3
A point a X 0 is said to be a properly efficient solution of (VP) if it is efficient and there exist a positive constant K such that for
0 and for each i {1, 2...... p} satisfying fi ( x) < fi (a) , there exist at least one i {1, 2...... p} suchthat
f (a ) < f ( x ) and f (a ) f ( x) K f ( x) f (a ) Denoting by WE(P), E(P) and PE(P) the sets of all weakly efficient,
i
i
j
j
j
j
each x X
efficient and properly efficient solutions of (VP), we have PE(P) E(P) WE(P).
f (a) the gradient vector at a of a differentiable function f : R p R , and by 2 f (a) the Hessian matrix of
f at a . For a real valued twice differentiable function ( x, y ) defined on an open set in R p R q , we denote by
x (a, b) the gradient vector of with respect to x at (a, b) , and by xx (a, b) the Hessian matrix with respect to x at
(a, b) . Similarly, we may define y (a, b) , xy (a, b) and yy (a, b) .
We denote by
For convenience, let us write the definitions of (, ) -univexity from[1], Let : X 0 R be a differentiable function
n +1
is represented as the ordered
( X R n ) , X X , and a X . An element of all (n+1)- dimensional Euclidean Space R
0
0
0
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Deo Brat Ojha., World Applied Programming, Vol (1), No (3), August 2011.
pair
( z, r ) with z R n and r R ,
X0 X0 R
n +1
is
real
b , b : X X [0,1] R
0 1
+
number
and
is
real
valued
function
defined
on
( x, a ) X 0 X 0 and r R+ .
n
differentiable. , : R R is an n-dimensional vector- valued function and h : X R R be differentiable function.
Example 2.1
min f ( x) = x 1
g ( x) = x 1 0, x X 0 [1, )
( x, a;( y, r )) = 2(2r 1) x a + y, x a
for 0 ( x) = x , 1 ( x) = x , 1 =
1
(for f ) and = 1 (for g ), then this is ( , ) -univex but it is not ( , ) -invex .
2
Definition 2.4
A function f : X
n +1
Definition 2.6
A function f : X R is said to be higher-order (, ) -pseudounivex at u X with respect to h ,both f and h are
differentiable function, if for all ( x, y ) X R , b : X X R R+ , : X X
have
( x, u;(f (u ) + y h(u , y ), ))0 b( x, u, y )[ { f ( x) f (u ) h(u, y ) + yT y h(u, y )}]0
n
R n +1 R , is a real number, we
(2.2)
Definition 2.7
A function f
have
b( x, u , y )[ { f ( x) f (u ) h(u , y ) + yT y h(u , y )}]0 ( x, u;(f (u ) + y h(u, y ), ))0
(2.3)
Remark 2.1
(i) If we consider the case b=1 , ( x, u;(f (u ), )) = F ( x, u; f (u )) (with F is sublinear in third argument, then the above
definition reduce to usual F-convexity.
Example 2.1
We present here a function which is higher-order (, ) -univex for b=1 . Let us consider X = (0, ) and
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Deo Brat Ojha., World Applied Programming, Vol (1), No (3), August 2011.
III.
We
consider
in
this
section
twice
differentiable
functions
f1 ( x, y ) + h1 ( x, y, 1 ) 1T ( h1 ( x, y, 1 ))
1
f p ( x, y ) + hp ( x, y, p ) Tp ( hp ( x, y, p ))
p
subject to
p
(
i =1
f ( x, y ) + i hi ( x, y, i )) 0
(3.1)
y i
yT i ( y fi ( x, y ) + i hi ( x, y, i )) 0
(3.2)
i =1
i = 1,.,., p, > 0, i = 1
(3.3)
i =1
(MD)
maximize
f1 (u , v) + g1 (u, v, 1 ) 1T ( g1 (u , v, 1 ))
1
f p (u , v) + g p (u, v, p ) Tp ( g p (u, v, p ))
p
subject to
p
(
i =1
f (u , v) + i gi (u, v, i )) 0
(3.4)
u i
u T i (u fi (u , v) + i gi (u, v, i )) 0
(3.5)
i = 1,.,., p, > 0, T e = 1
(3.6)
i =1
In the sequel we shall establish weak, strong and converse duality theorems under (, ) -univex type assumptions. For this, we
consider functions bi = R R R R R+ and the number
n
i R, i = 1, 2,.,., p
(3.7)
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Deo Brat Ojha., World Applied Programming, Vol (1), No (3), August 2011.
(2)
(3.8)
j {1, 2,.,., p} ,
fi ( x, y ) + hi ( x, y, i ) iT ( hi ( x, y, i )) <
fi (u , v) + g i (u , v, i ) iT ( g i (u , v, i ))
(3.9)
Proof
Since, ( x, y, , 1 , 2 ,.,., p ) be a feasible solution of (MP) and
+u T i {u f i (u, v) + gi (u, v, i )} 0
i =1
By (3.5) we have
p
(3.10)
i =1
0 ( x, u;( i {u fi (u , v) + gi (u , v, i )}, i ))
(3.11)
i =1
Since
i =1
b ( x, y, u, v)[ {g (u, v, )
i =1
i i
T
i
That is
p
i =1
b ( x, y, u, v){g (u, v, )
i =1
i i
T
i
gi (u, v, i )}
(3.12)
i =1
i =1
1 (v, y;( i ( y fi ( x, y ) + hi ( x, y, i ), i )) yT i ( y fi ( x, y ) + hi ( x, y, i ) 0 ,
which, by using (3.2), imply
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Deo Brat Ojha., World Applied Programming, Vol (1), No (3), August 2011.
1 (v, y;( i ( y f i ( x, y ) + hi ( x, y, i ), i ) 0
(3.13)
i =1
have
bi ( x, y, u, v)[ { f i ( x, v) fi ( x, y )}]
p
1 (v, y;( i ( y fi ( x, y ) + hi ( x, y, i ), i ))
i =1
(3.14)
i =1
p
i =1
ibi ( x, y, u, v) fi ( x, v) ibi ( x, y, u, v) fi ( x, y) +
b ( x, y, u, v){h ( x, y, )
i i
i =1
T
i
hi ( x, y, i )}
(3.15)
i =1
T
i
gi (u, v, i )}
i bi ( x, y, u, v)[ fi ( x, y ) + hi ( x, y, i ) iT hi ( x, y, i )]
i =1
Now, under appropriate conditions, we state a strong duality and a converse duality theorem relative to problems, (MP) and
(MD).
Theorem 3.2 ( Strong duality)
Let ( x, y, , 1, 2 ,., p ) be a feasible solution of (MP) and assume that
hi ( x, y, 0) = 0, gi ( x, y, 0) = 0, hi ( x, y, 0) = 0,
i {1, 2,.,., p}
we
have
y hi ( x, y, 0) = 0, x hi ( x, y, 0) = gi ( x, y, 0) ;
(i)
for
all
R+p , 0 ,
and
i R m , i 0, i = 1, 2,.,., p ,
we have
i =1
T
i
{ y fi ( x, y) + hi (x, y, i )} 0 ,
then
(a) i = 0, i
= 1, 2,.,., p ;
(b) there exist wi Ci such that ( x, y, , 01 , 02 ,.,., 0 p ) is a feasible solution of (MD).
Furthermore, if the assumptions of Theorem 3.1 are satisfied and the functions
( x, y, , 01 , 02 ,.,., 0 p ) is a properly efficient solution of (MD) and the values of both problems are equal.
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Deo Brat Ojha., World Applied Programming, Vol (1), No (3), August 2011.
all
i {1, 2,.,., p}
we
have
x gi (u, v, 0) = 0, y gi (u, v, 0) = hi (u , v, 0) ;
(ii) for all
(iii)the vectors
(iv)for any
R+p , 0 ,
and
i R n , i 0, i = 1, 2,.,., p ,
we have
i =1
T
i
{ x f i (u, v) + gi (u , v, i)} 0 ,
then
(a) i
= 0, i = 1, 2,.,., p ;
(b) there exist zi Di such that (u , v, , 01 , 02 ,.,., 0 p ) is a feasible solution of (MP).
Furthermore, if the assumptions of Theorem 3.1 are satisfied and the functions
(u, v, , 01 , 02 ,.,., 0 p ) is a properly efficient solution of (MP) and the values of both problems are equal.
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