Sufficient optimality conditions and duality results for a bilevel multiobjective optimization problem via a Ψ reformulation
Nazih Abderrazzak Gadhi, Khadija Hamdaoui, Mohammed El Idrissi
Abstract
Nazih Abderrazzak Gadhi, Khadija Hamdaoui, Mohammed El Idrissi
Abstract
In this paper, we are concerned with a bilevel multiobjective optimization problem P. Using the function Ψ introduced by Gadhi and Dempe [Necessary optimality conditions and a new approach to multiobjective bilevel optimization problems. J Optim Theory Appl. 2012;155:100–114], we reformulate P as a single level mathematical programming problem P∗ and establish/exhibit the global equivalence between the two problems P and P∗. Using a generalized convexity introduced by Dutta and Chandra [Convexificator, generalized convexity and vector optimization. Optimization. 2004;53:77–94], we derive sufficient optimality conditions for the problem P and establish Mond-Weir duality results. To illustrate the obtained results some examples are given.
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In this paper, we are concerned with a bilevel multiobjective optimization problem P. Using the function Ψ introduced by Gadhi and Dempe [Necessary optimality conditions and a new approach to multiobjective bilevel optimization problems. J Optim Theory Appl. 2012;155:100–114], we reformulate P as a single level mathematical programming problem P∗ and establish/exhibit the global equivalence between the two problems P and P∗. Using a generalized convexity introduced by Dutta and Chandra [Convexificator, generalized convexity and vector optimization. Optimization. 2004;53:77–94], we derive sufficient optimality conditions for the problem P and establish Mond-Weir duality results. To illustrate the obtained results some examples are given.
Key concepts: Bilevel optimization, Convexity, Mathematics, Mathematical optimization, Duality (order theory), Multi-objective optimization, Equivalence (formal languages), Optimization problem