Gadhi - 2005 Optimality Conditions For D.C. Vector Optimization Prob Under Reverse Convex Constraints
Gadhi - 2005 Optimality Conditions For D.C. Vector Optimization Prob Under Reverse Convex Constraints
DOI 10.1007/s10898-004-8318-4
Abstract. In this paper, we establish global necessary and sufficient optimality conditions
for D.C. vector optimization problems under reverse convex constraints. An application to
vector fractional mathematical programming is also given.
Key words: convex mapping, D.C. mapping, global weak minimal solution, optimality
condition, reverse convex, subdifferential
1. Introduction
In very recent years, the analysis and applications of D.C. mappings (differ-
ence of convex mappings) have been of considerable interest [11,18,27,31].
Generally, nonconvex mappings that arise in nonsmooth optimization are
often of this type. Recently, extensive work on the analysis and optimiza-
tion of D.C. mappings has been carried out [7,8,21]. However, much work
remains to be done.
Reverse convex optimization, that is, minimizing an extended real-val-
ued convex function subject to a reverse convex constraint, constitutes a
general framework for a large class of nonconvex optimization problems
including D.C. optimization (minimizing or maximizing a difference of two
extended real-valued convex functions), maximizing a convex function over
a convex set, and minimizing a convex function over a reverse convex set,
i.e., the complement of a convex subset of a convex set. This subject has
received increased attention in recent years mainly for numerical purposes
[13,28,30], duality theory in D.C. optimization [15,16,23] or from the point
of view of necessary and sufficient conditions for optimality with the use
of subdifferential calculus of convex analysis and regularising techniques [6,
10,11,19,20,29].
In this paper, we are concerned with the multiobjective optimization
problem
528 N. GADHI ET AL.
Y + − Minimize f (x) − g(x)
(P )
subject to : x ∈ X \ S
2. Preliminaries
Throughout this paper, X, Y, Zand W are Banach spaces whose topolog-
ical dual spaces are X ∗ , Y ∗ , Z ∗ and ∗ +
Let Y ⊂ Y (respec-
+W , respectively.
+ +
tively Z ⊂ Z ) be a pointed Y ∩ −Y = {0} , convex and closed
cones λY + ⊂ Y + for all λ 0 with nonempty interior introducing a par-
tial order in Y ( respctively in Z ) defined by
y1 Y y2 ⇔ y2 ∈ y1 + Y + .
Moreover
f (U ) ⊂ b + V + (Y + ∪ {+∞}).
∂ v f (x) = ∅.
PROPOSITION 2.1. [14] Let X and Y be two real Banach spaces. Consider
a mapping h from X into Y ∪ {+∞} and a function g from Y into R∪ {+∞}.
If
(i) h is Y + −convex,
(ii) g is convex, Y + −increasing and continuous in some point of h (X).
Then
∂ (g ◦ h) (x) = ∪ ∂ y ∗ ◦ h (x) .
y ∗ ∈∂g(h(x))
In the sequel, weshall need the following result of [4]. Under the nonemp-
tiness of the set x ∈ X: h (x) ∈ −int Y + , one has
∂ (δ−Y + ◦ h) (x̄) = ∗ ∪ + ◦ ∂ y ∗ ◦ h (x̄) (2.1)
y ∈(−Y )
y ∗ ,h(x̄) =0
OPTIMALITY CONDITIONS FOR D.C. VECTOR 531
where the symbol , denotes the bilinear pairing between Y and Y ∗ , and
δS is the indicator function of S.
where d (y, A) = inf {u − y : u ∈ A}. This function was introduced by Hiri-
art-Urruty [10] (see also [12]), and used after by Ciligot-Travain [2], and
Amahroq and Taa [1].
The next proposition has been established by Hiriart-Urruty [10].
0∈
/ ∂S (y) .
3. Optimality Conditions
We begin by giving necessary optimality condition for the optimization
problem
+
Y − Minimize f (x) − g (x)
(P1 ) :
subject to: x ∈ C,
THEOREM 3.2. Assume that f is finite and continuous at x̄. Ifx̄ is a weak
◦
minimal solution of (P1 ) then for all T ∈ ∂ v g (x̄) there exist y ∗ ∈ −Y + \ {0}
such that
y ∗ ◦ T ∈ ∂ y ∗ ◦ f (x) + N c (C, x̄) .
Since −int(Y + ) (.) is a convex function and −int(Y + ) (0) = 0 we have for all
y ∈Y
−int(Y + ) (y) y ∗ , y
◦
Finally, for all T ∈ ∂ v g (x̄), there exist y ∗ ∈ −Y + \ {0} such that
y ∗ ◦ T ∈ ∂ y ∗ ◦ f (x) + N c (C, x̄) .
◦
Proof. Let T ∈ ∂ v g (x̄). Applying Theorem 3.2, there exist y ∗ ∈ −Y + \ {0}
such that
y ∗ ◦ T ∈ ∂ y ∗ ◦ f (x) + N c (C, x̄) . (3.3)
4. Application
In this section, we give an application to vector fractional mathematical
programming under reverse convex constraints. Let f1 , . . . , fp , g1 , . . . , gp :
X → R be convex and lower semicontinuous functions such that
Proof. From the continuity assumption of h and the fact that the cone
Y + is closed
S̄ ⊂ x ∈ X: h (x) ∈ −Z + .
Setting xn := (1/n)a + (1 − (1/n)) x for any n 1, the sequence (xn )n1 con-
verges to x.
Proof. Let T1 , . . . , Tp ∈ ∂g1 (x̄) × ·· · × ∂gp (x̄). Applying Lemma
4.1 and
∗ ∗ p ∗ + ◦
Theorem 3.3, there exist α1 , . . . , αp ∈ R+ \ {0} and z ∈ −Z such that
z∗ , h (x) = 0 and
p p
φi (x) αi∗ Ti ∈ ∂ αi∗ fi (x) − N (S, x̄) . (4.1)
i=1 i=1
538 N. GADHI ET AL.
δS̄ = δ−Z+ ◦ h.
Since N (S, x̄) = N S̄, x̄ , one obtains
Proof. As previously,
∗
NS (x) = ∂δS (x) = ∂ (δ−Z+ ◦ h) (x) = ∪ ◦
∂ z ◦ h (x̄) .
z∗ ∈(−Z + )
z∗ ,h(x̄) =0
Acknowledgment
My sincere acknowledgments to the referees for their insightful remarks
and to Pr. T. Amahroq for his suggestions which improved the original ver-
sion of this work.
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