Duality for nondifferentiable multiobjective higher-order symmetric programs over cones involving generalized ( F , α , ρ , d ) -convexity
Gupta et al. Journal of Inequalities and Applications 2012, 2012:298
http://www.journalofinequalitiesandapplications.com/content/2012/1/298
RESEARCH
Open Access
Duality for nondifferentiable multiobjective
higher-order symmetric programs over cones
involving generalized (F, α, ρ, d)-convexity
SK Gupta1* , N Kailey2 and Sumit Kumar3
*
Correspondence:
1
Department of Mathematics,
Indian Institute of Technology,
Patna, 800 013, India
Full list of author information is
available at the end of the article
Abstract
In this paper, a pair of Wolfe type higher-order symmetric nondifferentiable
multiobjective programs over arbitrary cones is formulated and appropriate duality
relations are then established under higher-order-K-(F, α , ρ , d)-convexity assumptions.
A numerical example which is higher-order K-(F, α , ρ , d)-convex but not higher-order
K-F-convex has also been illustrated. Special cases are also discussed to show that this
paper extends some of the known works that have appeared in the literature.
MSC: 90C29; 90C30; 49N15
Keywords: higher-order symmetric duality; support function; multiobjective
programming; cones; efficient solutions
1 Introduction
Mangasarian [] introduced the concept of second- and higher-order duality for nonlinear
problems. He has also indicated that the study is significant due to the computational
advantage over the first-order duality as it provides tighter bounds for the value of the
objective function when approximations are used. Motivated by the concept in [], several
researchers [–] have worked in this field.
Multiobjective optimization has a large number of applications. As an example, it is generally used in goal programming, risk programming etc. Optimality conditions for multiobjective programming problems can be found in Miettinen [] and Pardalos et al. [].
Recently, Chinchuluun and Pardalos [] discussed recent developments in multiobjective optimization. These include optimality conditions, applications, global optimization
techniques, the new concept of epsilon pareto optimal solutions and heuristics.
Chen [] considered a pair of symmetric higher-order Mond-Weir type nondifferentiable multiobjective programming problems and established usual duality results under
higher-order F-convexity assumptions. Gulati and Gupta [] proved duality theorems for
a pair of Wolfe type higher-order nondifferentiable symmetric dual programs. Ahmad et
al. [] formulated a general Mond-Weir type higher-order dual for a nondifferentiable
multiobjective programming problem and established usual duality results.
Gulati and Geeta [] pointed out certain omissions in some papers on symmetric duality in multiobjective programming and discussed their corrective measures. Later on,
Ahmad and Husain [] and Gulati et al. [] formulated second-order multiobjective symmetric dual programs with cone constraints and established duality results under second© 2012 Gupta et al.; licensee Springer. This is an Open Access article distributed under the terms of the Creative Commons Attribution License (http://creativecommons.org/licenses/by/2.0), which permits unrestricted use, distribution, and reproduction in any
medium, provided the original work is properly cited.
Gupta et al. Journal of Inequalities and Applications 2012, 2012:298
http://www.journalofinequalitiesandapplications.com/content/2012/1/298
Page 2 of 16
order invexity assumptions. An omission in the strong duality theorem in Yang et al. []
has been rectified in Gupta and Kailey [].
The concept of (F, ρ)-convexity was introduced by Preda [] as an extension of Fconvexity [] and ρ-convexity []. Yang et al. [] formulated several second-order duals for scalar programming problem and proved duality results involving generalized Fconvex functions. Zhang and Mond [] extended the class of (F, ρ)-convex functions to
second-order and obtained duality relations for multiobjective dual problems.
Motivated by various concepts of generalized convexity, Liang et al. [] introduced
a unified formulation of generalized convexity, called (F, α, ρ, d)-convexity and obtained
corresponding optimality conditions and duality relations for a single objective fractional
problem. This was later on extended to multiobjective fractional programming problem
in Liang et al. []. Inspired by the concept given in [, , ], Ahmad and Husain
[] introduced second-order (F, α, ρ, d)-convex functions and proved duality relations
for Mond-Weir type second-order multiobjective problems. In the recent work of Ahmad
and Husain [], an attempt is made to remove certain omissions and inconsistencies in
the work of Mishra and Lai [].
Agarwal et al. [] achieved duality results for a pair of Mond-Weir type multiobjective higher-order symmetric dual programs over arbitrary cones under higher-order K F-convexity assumptions. Recently, Agarwal et al. [] have filled some gap in the work of
Chen [] and proved a strong duality theorem for Mond-Weir type multiobjective higherorder nondifferentiable symmetric dual programs.
In this paper, we formulate a pair of symmetric higher-order Wolfe type nondifferentiable multiobjective programs over arbitrary cones and prove weak, strong and converse
duality theorems under higher-order-K -(F, α, ρ, d)-convexity assumptions. We also give
a nontrivial example of a function lying in the class of higher-order K -(F, α, ρ, d)-convex
but not in the class of higher-order K -F-convex. Our study extends some of the known
results that appeared in [, , , ].
2 Notations and preliminaries
Consider the following multiobjective programming problem:
K-minimize
subject to
φ(x)
x ∈ X = x ∈ S : –g(x) ∈ C ,
(P)
where S ⊆ Rn is open, φ : S → Rk , g : S → Rm , K is a closed convex pointed cone in Rk with
int K = φ and C is a closed convex cone in Rm with nonempty interior.
Definition [] The positive polar cone C * of C is defined as
C * = z : ξ T z , for all ξ ∈ C .
Definition [] A point x̄ ∈ X is a weak efficient solution of (P) if there exists no other
x ∈ X such that
φ(x̄) – φ(x) ∈ int K.
Gupta et al. Journal of Inequalities and Applications 2012, 2012:298
http://www.journalofinequalitiesandapplications.com/content/2012/1/298
Definition [] A point x̄ ∈ X is an efficient solution of (P) if there exists no other
x ∈ X such that
φ(x̄) – φ(x) ∈ K\{}.
Definition [, , ] Let D be a compact convex set in Rn . The support function of D is
defined by
S(x | D) = max xT y : y ∈ D .
A support function, being convex and everywhere finite, has a subdifferential, that is, there
exists z ∈ Rn such that
S(y | D) S(x | D) + zT (y – x) for all y ∈ D.
The subdifferential of S(x | D) is given by
∂S(x | D) = z ∈ D : zT x = S(x | D) .
For any set S ⊂ Rn , the normal cone to S at a point x ∈ S is defined by
NS (x) = y ∈ Rn : yT (z – x) for all z ∈ S .
It can be easily seen that for a compact convex set D, y is in ND (x) if and only if S(y | D) =
xT y, or equivale (...truncated)