Deo Brat Ojha et al.

/ (IJAEST) INTERNATIONAL JOURNAL OF ADVANCED ENGINEERING SCIENCES AND TECHNOLOGIES

Vol No. 2, Issue No. 1, 108 - 112

Duality For Multiobjective Programming Involving

(,  ,  ) -Invexity

( (,  ,  ) -Invexity)
Deo Brat Ojha
Department of Mathematics
R.K.G.Institute of Technology
Ghaziabad, U.P.,INDIA
ojhdb@yahoo.co.in

Abstract— The concepts of (  , ρ)-invexity have been given by
Carsiti,Ferrara and Stefanescu[20], which is broader class than (F,ρ)-
convexity. We consider a dual model associated to a multiobjective
programming problem involving support functions and a weak
duality result is established under appropriate (,  ,  ) -invexity
conditions.
can be proved under (,  ) -invexity, even if Hanson’s
invexity is not satisfied, Puglisi[21].
Therefore, the results of this paper are real extensions of the
similar results known in the literature.
In Section 2 we define the (,  ,  ) -univexity . In Section 3

Keywords- (,  ,  ) -(pseudo/quasi)-convexity/
multiobjective programming; duality theorem.
.
I. INTRODUCTION
ES
For nonlinear programming problems, a number of duals
have been suggested among which the Wolfe dual [6,23] is
well known. While studying duality under generalized
convexity, Mond and Weir [29] proposed a number of deferent
duals for nonlinear programming problems with nonnegative
variables and proved various duality theorems under
appropriate pseudo-convexity/quasi-convexity assumptions.
For ( x, a,( y, r ))  F ( x, a; y)  rd 2 ( x, a)
F ( x, a;.) is sublinear on R n , the definition of (,  ) - invexity
A
reduces to the definition of ( F ,  ) -convexity introduced by
Preda[17], which in turn Jeyakumar[18] generalizes the
concepts of F-convexity and  -invexity.For more details
reader may consult [1,2,3,4,5,7,9,17,18,19,24,27,29].
The more recent literature, Mishra[22], Xu[11], Ojha [12],
Ojha and Mukherjee [15] for duality under generalized ( F ,  ) -
IJ
T
we consider a class of Multiobjective programming problems
invexity;
and for the dual model we prove a weak duality result and
strong duality.
II. NOTATIONS AND PRELIMINARIES
We consider f : R n  R p , g : Rn  Rq ,are differential
functions and X  Rn is an open set. We define the following
multiobjective programming problem:
(P) minimize f ( x)   f1 ( x).......... f p ( x) 
subject to g ( x)  0 x, x  X
Let X 0 be the set of all feasible solutions of (P) that is,
X 0  {x  X g ( x)  0} .
, where
We quote some definitions and also give some new ones.
2.1 Definition
A vector a  X 0 is said to be an efficient solution of
problem (P) if there exit no 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) .

convexity, Liang et al. [13] and Hachimi[14] for optimality

2.2 Definition
criteria and duality involving ( F ,  ,  , d ) -convexity or
generalized {F ,  ,  , d ) -type functions. The ( F ,  ) -convexity A point a  X is said to be a weak efficient solution of
0

was recently generalized to (,  ) -invexity by Caristi , Ferrara problem (P) if there is no x  X such that f ( x)  f (a).
and Stefanescu [20],and here we will use this concept to extend 2.3 Definition
some theoretical results of multiobjective programming.
A point a  X 0 is said to be a properly efficient solution of
Whenever the objective function and all active restriction
(P) if it is efficient and there exist a positive constant K such
functions satisfy simultaneously the same generalized invexity
at a Kuhn-Tucker point which is an optimum condition, then that for each x  X and for each i  1, 2...... p satisfying
0
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

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fi ( x)  fi (a) , there exist at least one i  1, 2...... p such that (i) If we consider the case
( x, u; ( x, u)(f (u),  ))  F ( x, u; f (u)) (with F is
f ( a )  f ( x) and f (a)  f ( x)  K  f ( x)  f (a)  . sublinear in third argument, and  ( x, u)  1 then the
j j i i  j j 
above definition reduce to F-convexity.
A point a  X is said to be a weak efficient solution of
0

problem (P) if there is no x  X such that f ( x)  f (a). ( x, u;  ( x, u)(f (u ),  ))

(ii) When , where
 F ( x, u; f (u ))   ( x, u )T f (u )
Denoting by WE(P), E(P) and PE(P) the sets of all weakly
efficient, efficient and properly efficient solutions of (VP), we  : X  X  Rn , the above definition reduce to  -
have PE(P)  E(P)  WE(P).
(pseudo/quasi)-convexity.
We denote by f (a) the gradient vector at a of a A real valued twice differentiable function f is (,  ,  ) -
differentiable function f : R p  R , and by 2 f (a) the pseudoconcave if  f is (,  ,  ) -pseudoconvex.
Hessian matrix of f at a . For a real valued twice
differentiable function  ( x, y) defined on an open set (a, b) in
R p  Rq , we denote by  x (a, b) the gradient vector of  III. WOLFE TYPE SYMMETRIC DUALITY
with respect to x , and by  xx (a, b) the Hessian matrix with We consider here the following pair of multiobjective
respect to x at (a, b) . Similarly, we may define , mathematical programs and establish weak, strong duality

T
 xy (a, b) and  yy (a, b) . theorems.
(MP)
For convenience, let us write the definition of  ,   - Minimize fi ( x, y)
invexity from [20], Let  : X 0  R be a differentiable function subject to
( X  R n ) , X  X , and a  X . An element of all (n+1)- r
0 0 0
  f ( x, y ) 0 (3.1)
dimensional Euclidean Space R n 1 is represented as the

 is real valued function defined

ES
ordered pair ( z, r ) with z  Rn and r  R,  is a real number
and on
i 1

x0
i

  0 , T e  1
y i

(3.2)
(3.3)
X 0  X 0  Rn 1 , suchthat   x, a,. is convex on (MD)
Rn  1 and   x, a,  0, r    0, for every  x, a   X 0  X 0 and Maximize fi (u, v)
rR . subject to
 r

2.4 Definition  
i 1
i u i f (u, v) 0 (3.4)
A real-valued twice differentiable function
A
f (., y) : X  X  R is said to be (,  ,  ) -invex at  0 , T e  1 (3.5)
u  X with respect to p  R n , if for all  : X  X  Rn 1  R , v0 (3.6)
 : X  X  R \{0} , i is a real number, we have Here, e(1,1,1,.,.,1)T  R , i  R, i  1, 2,.,., r and
f i , i  1, 2,.,., r are twice differentiable function from
{ fi ( x, y)  fi (u, y)}  ( x, u;  ( x, u)(fi (u, y), i )) (2.1)
Rn  Rn  R , and  : X  X  R \{0} , i as discussed
2.5 Definition
IJ

above.
A real-valued twice differentiable function Theorem 3.1 (Weak duality)
f (., y) : X  X  R is said to be (,  ,  ) -pseudoinvex at Let ( x, y, , z1 , z2 ,.,., zr ) be a feasible solution of (MP) and
a  X with respect to p  R n ,if for all  : X  X  Rn 1  R , (u, v, , w1 , w2 ,.,., wr ) a feasible solution of (MD) and
 : X  X  R \{0} i is a real number, we have
r
( x, u; ( x, u )(fi (u, y ), i )) 0
(2.2)
(i)   f (., v)
i 1
i i is (0 , 0i ,  ) -invex at u for fixed v ,
 { fi ( x, y )  fi (u, y)}  0
r
2.6 Definition (ii)   f ( x,.) is
i 1
i i (1 , 1i ,  ) -incave at y for fixed x ,
A real-valued twice differentiable function
f (., y) : X  X  R is said to be (,  ,  ) -quasiinvex at (iii) 0 ( x, u; ( x, u)( , 0i ))  uT  0 , where
n 1
a  X with respect to p  R ,if for all  : X  X  R
n
R, r
   i u fi (u, v) ,and
 : X  X  R \{0} , i is a real number, we have i 1

{ fi ( x, y)  fi (u, y)}  0
(2.3)
 ( x, u; ( x, u )(fi (u, y), i ))  0
2.7 Remark

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(iv) 1 (v, y; (v, y)( , 1i ))  yT  0 , for  0 , T e  1 (3.15)

r v0 (3.16)
   i  y fi ( x, y ) ,
i 1 Here, e(1,1,1,.,.,1)T  R , i  R, i  1, 2,.,., r and f i ,
i  1, 2,.,., r are twice differentiable function from
Then, fi ( x, y)  fi (u, v) .
Rn  Rn  R and  : X  X  R \{0} , i as discussed
Proof above.
r Theorem 3.1 (Weak duality)
Since   f (., v)
i 1
i i be (0 , 0i ,  ) -invex at u for fixed
Let ( x, y, , z1 , z2 ,.,., zr ) be a feasible solution of (MP) and
r
(u, v, , w1 , w2 ,.,., wr ) a feasible solution of (MD) and
v for   0 ,
  { f ( x, v )
i 1
i i  f i (u, v)}
r
  0 ( x, u;  ( x, u )(u f i (u, v), 0i )) (i)   f (., v)
i 1
i i is (0 , 0i ,  ) -pseudoinvex at u for fixed

we get facilitate,with the help of hypothesis (iii) and (3.4), v,

r r r

  f ( x, v)    ( f (u, v)
i 1
i i
i 1
i i (3.7) (ii)   f ( x,.) i i is (1 , 1i ,  ) -pseudoincave at y for
i 1
fixed x ,

T
Now, fi ( x,.) be (1 , 1i ) -pseudoincavity assumption at
y for fixed x , for   0 , we have, (iii) 0 ( x, u; ( x, u)( , 0i ))  uT  0 , where
r r

  [ f ( x, v ) i i  fi ( x, y)]    i u fi (u, v) ,and

i 1 i 1

 1 ( x, y;  ( x, y)( y f i ( x, y), 1i ))

(iv) 1 (v, y; (v, y)( , 1i ))  yT  0 , for
and hypothesis (iv),(3.1), it implies that
r

  f ( x, v )
i 1
i i 
i 1
r

  f ( x, y )
i i
ES (3.8)
i 1
r
   i  y fi ( x, y ) ,

Then, fi ( x, y)  fi (u, v) .
Combining (3.7) and (3.8), we get Proof
r r

  f ( x, y)    f (u, v)
r

i 1
i i
i 1
i i Since   f (., v)
i 1
i i be (0 , 0i ,  ) -pseudoinvex at u for

fixed v , for   0 , we get facilitate

IV. MOND-WEIR TYPE SYMMETRIC DUALITY with the help of hypothesis (iii) and (3.14) ,
A
r r

We consider here the following pair of multiobjective   f ( x, v)    [ f (u, v)  0

i 1
i i
i 1
i i (3.17)
mathematical programs and establish weak, strong and
converse duality theorems. for all i  1, 2,.,., r
(MP) r r

Minimize fi ( x, y)   f ( x, v)    f (u, v) (3.18)

IJ

i i i i
i 1 i 1
subject to
r Now, fi ( x,.) be (1 , 1i ,  ) pseudoincavity assumption at
 
i 1
i y f i ( x, y )  0 (3.9) y for fixed x , for   0 , we have,
r
we have, hypothesis (iv)and (3.10), it implies that
yT  i [ y fi ( x, y )]  0 (3.10)
i 1 r r

  0 , T e  1 (3.11)   f ( x, v)    [ f ( x, y) 0
i 1
i i
i 1
i i (3.19)
x0 (3.12)
r r

(MD)   f ( x, v)    ( f ( x, y)
i 1
i i
i 1
i i

Maximize fi (u, v) (3.20)

subject to Combining (3.18) and (3.20), we get
r

 
r r

i 1
i u fi (u, v) 0 (3.13)
 i fi ( x, y) 
i 1
  f (u, v)
i 1
i i 
r
uT  i u fi (u, v)  0 (3.14) Theorem 3.2(Strong duality)
i 1

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Let ( x, y,  ) be a weak efficient solution for (MP) for Since,   0 ,we have, y   / n  0 (3.35)
fixed    From (3.34) ,it follows that i  x fi  0 (3.36)
r From ((3.34)- (3.36)),we know that ( x, y,  ) is feasible for
  [ i yy i f] (MD).
i 1 r – ive definite for all fi ( x, y)  fi ( x, y) (3.37)
i  1, 2,.,., r ; and the objective values of (MD) and (MP) are equal.
(ii) and the set [ y f1 ,  y f 2 ,.,.,  y f r ] for all i  1, 2,.,., r ; is We claim that ( x, y,  ) is an efficient solution for (MD) for
linearly independent, such that ( x, y,  ) is a feasible solution if it is not true , then ,there would exist (u, v,  ) feasible for
of (MD), and the two objectives have the same values. Also, (MD) such that fi (u, v)  fi ( x, y) , i  1, 2,.,., r (3.38)
if the hypothesis of Theorem 3.1 are satisfied for all feasible Using equality(3.38) a contradiction( Weak Duality
solutions of (MP) and (MD), then ( x, y,  ) is an efficient Theorem3.2 )is obtained.
solution for (MD). If ( x, y,  ) is improperly efficient, then for every scalar
Proof M > 0, there exist a feasible solution (u , v,  ) in (MD) and
Let ( x, y,  ) is a weak efficient solution for (MP), then it is an index i such that
weakly efficient solution. Hence, there exist   R r ,   R r , fi (u, v)  fi ( x, y)  M [ f j ( x, y)  f j (u, v)] (3.39)
  R r ,   R r and n  R not all zero, i  1, 2,.,., r such that for all j satisfying

T
the following Fritz john optimality condition (28) are satisfied f j ( x, y)  f j (u, v) (3.40)
at ( x, y,  ) . Whenever fi (u, v)  fi ( x, y) (3.41)
i  x fi  (  ny) i ( yy fi )  sT
(3.21) It implies that
r
fi (u, v)  fi ( x, y) can be made arbitrarily large and hence
 (  n ) y fi  (   ny )T  ( yy fi )  0 , (3.22) for   with i  0 , we have
i 1
i

for all i  1, 2,.,., r .

i

(  ny)   y fi  i  0 ,
T
ES (3.23)

r

i 1
i fi (u, v) 
r

   f ( x, y)
i 1
i i

Which contradicts the weak duality theorem 3.2.

(3.42)


for all i  1, 2,.,., r .
r
T   
i 1
y fi 0 (3.24)
V. CONCLUSION
r Our paper shows the real extension of results obtained
 ny T   
i 1
y fi 0 (3.25) previously on multiobjective optimization through convexity.
Specially, results obtained in [20,21] will become special
A
T    0 (3.26) case , if we take  ( x, u)  1 .
( ,  , s, ,  , n)  0, (3.27)
( ,  , s,  ,  , n)  0,    0 (3.28)
and   0 ,(3.26) implies   0 . Consequently, (3.23) gives REFERENCES
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IJ

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