1. Introduction
Multi-objective programming is a mathematical model for solving decision-making problems with multiple conflicting objective functions [1,2], which has wide applications in various practical fields, including production scheduling [3], resource allocation [4], and portfolio management [5]. This field originated in the 1950s, and was founded by Morgenstern and von Neumann’s work. They introduced the concept of cooperative game theory to handle multi-objective decision-making problems [6]. The objective functions in multi-objective programming usually cannot be minimized or maximized simultaneously; therefore, a set of feasible solutions must be found that achieves some balance among all of the objectives [7].
Convexity is an important concept in optimization theory, providing powerful tools for solving various practical problems [8,9]. As an important type of convexity in optimization theory, semi-preinvexity possesses crucial mathematical properties in the field of multi-objective programming, which are particularly useful for handling partially convex or locally convex problems [10]. Research on multi-objective programming and its semi-preinvexity theory can offer theoretical support for understanding and solving complex optimization problems, playing an essential role in modeling and solving practical problems [11,12,13,14,15,16].
In the past few decades, significant progress has been made in the study of invariant convex multi-objective programming, including advancements in mathematical models, optimization strategies, and new algorithms to effectively address conflicts among multiple objectives [17,18,19,20]. These efforts not only provided theoretical proofs, but also validated the effectiveness of the algorithms through examples. Among them, the optimality and duality of multi-objective programming with generalized convexity have been further studied [21,22,23,24]. The optimality conditions and duality theory under differentiable and non-differentiable conditions are obtained, including weak and strong duality relations, as well as inverse duality relations and mixed duality results. Scholars subsequently expanded their studies to include second-order cases in multi-objective programming problems [25,26,27,28], and obtained the corresponding optimality conditions and dual results.
With the increasing complexity of the modern social environment and the diverse range of challenges faced, the effectiveness of the traditional second-order convex multi-objective programming model has decreased. To better address the intricate and evolving needs and challenges of modern society, scholars have expanded their research on higher-order cases related to convex multi-objective programming [29,30,31,32,33,34]. This expansion includes various forms of higher-order convexity, and has produced high-order symmetric dual results that incorporate these convexities, as well as non-differentiable multi-objective mixed symmetric dual results. These studies provide more efficient decision support and optimization solutions for dealing with increasingly complex and diverse real-world problems.
Despite significant advancements in the study of generalized convexity in multi-objective programming, there has been limited exploration into extending this concept to semi-preinvariant invex functions. Therefore, it is crucial to investigate optimality and duality for semi-preinvariant convex multi-objective programming that involves generalized invex functions as a means to enhance efficiency and interpretability when solving multi-objective programming problems. Furthermore, this research will contribute to the development of multi-objective programming theory, and provide solutions for complex problems encountered in practical applications.
Motivated by the significance of semi-preinvariant convex multi-objective programming in mathematics and engineering, our investigation focuses on optimality and duality in this field. Specifically, we aim to explore these concepts within the context of semi-preinvariant convex multi-objective programming involving generalized type invex functions. The main objective of this study is to define new classes of generalized I functions for semi-preinvariant convex multi-objective programming, while deriving several sufficient optimality conditions that determine whether a feasible solution is efficient or weakly efficient. Additionally, we establish weak duality theorems for mixed-type duality.
The contribution of this paper is threefold: (1) We introduce novel classes of generalized type I functions that encompass the following: generalized semi-preinvariant invex functions, generalized pseudoquasi semi-preinvariant invex functions, weakly strictly pseudoquasi invex functions, strongly strictly pseudoquasi invex functions, sub-strictly pseudoquasi type I invex functions, weak quasistrictly pseudo invex functions, weak quasisemi-pseudo invex functions, and weak strictly pseudo invex functions. (2) Based on these generalized semi-preinvariant invex functions, we derive several sufficient optimality conditions for a feasible solution to be an efficient or weakly efficient solution. (3) We investigate the mixed-type duality involving this generalized semi-preinvariant function, and obtain weak duality theorems.
The structure of this paper is outlined as follows: Section 2 provides an overview of the relevant concepts and notions. Afterwards, we introduce a novel class of generalized convex functions based on the semi-invariant convexity, which forms the basis for our study. In Section 3, we derive several sufficient optimality conditions for semi-preinvariant convex multiobjective programming. Additionally, in Section 4, we explore mixed-type duality involving the generalized semi-preinvariant function, and establish weak duality theorems. Lastly, concluding remarks are provided in Section 5.
2. Preliminaries and Definitions
In this section, we mainly review some relevant concepts and notions that will be needed throughout the paper. By convention, is an n-dimensional vector space, and x and y denote vectors within . First, for ease of reading, Table 1 lists some symbols and their corresponding meanings as follows:
Next, we will recall the definitions of an invariant convex set, an semi-invariant convex set, and a sublinear functional, which will be needed later.
([16]). Let be a non-empty subset, if there exists η: , such that for any , we have
then, we say that X is an invariant convex set with respect to η.([14,15]). Let be a non-empty subset, if there exists η: , α: , E: , such that, for any , we have
then, we say that X is an semi-invariant convex set with respect to η and α.([14,15]). Let be -semi-invariant convex set, f: , if there exists η: , α: , E: , such that, for any , we have
and , then we say that X is a (strict) semi-invariant convex set with respect to η and α.([24]). Suppose F is a sublinear functional, and let , for ; we have
In addition, we will introduce a new class of generalized convex functions based on the semi-preinvariant functions and the generalized type invex functions to investigate the sufficient optimality conditions and duality theorems for multi-objective programming.
Let be a non-empty semi-invariant convex set. F is a sublinear functional. , are local Lipschitz functions, represents the value of . , is a strictly monotonically increasing differentiable real valued function. , and F is a sublinear functional. , , , , , .
(Generalized semi-preinvariant invex functions). Let be generalized semi-preinvariant invex functions; for , we have
(1)
(2)
(Generalized pseudoquasi semi-preinvariant invex functions). Let be generalized semi-preinvariant invex functions; for , we have
(3)
(4)
If the first inequality in Equation (3) is changed to ≦0, then would be strictly pseudoquasi semi-preinvariant invex functions.
is a weak strictly pseudoquasi at , if for all , we have
(5)
(6)
is a strong strictly pseudoquasi at , if for all , we have
(7)
(8)
If the inequality (9) given in Definition 7 is satisfied as follows
(9)
then we say that is weak pseudoquasi at .is a sub-strictly pseudoquasi at , if for all , we have
(10)
(11)
is a weak quasi strictly pseudo at , if for all , we have
(12)
(13)
is a weak quasi semi-pseudo at , if for all we have
(14)
(15)
is a weak strictly pseudo at , if for all we have
(16)
(17)
3. Sufficient Optimality Conditions
In this section, we will discuss the semi-preinvariant convex multi-objective programming as follows.
Let , where , be an semi-preinvariant convex set for and , and we have
where is a local Lipschitz function.Based on different generalized semi-preinvariant invex functions and a multi-objective programming model (MOP), We will derive several sufficient optimality conditions for a feasible solution to be efficient or weakly efficient in the corresponding MOP.
Let be a feasible solution to , , such that
(18)
(19)
(20)
if is a strong pseudoquasi typesemi-preinvariant invex at withthen is an efficient solution for .
Suppose that is not an efficient solution for . Then, there exist , such that , . There exists at least one , such that , since is a strong pseudoquasi typesemi-preinvariant invex at , is increasing, and is strictly increasing. Hence, we have
(21)
(22)
There must exist at least one strict <; thus, we have
(23)
(24)
By multiplying (23) with , and (24) with , we obtain
(25)
(26)
By accumulating and combining with the sublinearity of F, we obtain
(27)
(28)
From the sublinearity of F, we achieve
Since
from above inequalities, we give and this contradicts (18). Hence, is an efficient solution for . □Let be a feasible solution to , , such that
(29)
(30)
(31)
if is a weak strictly pseudoquasi typesemi-preinvariant invex at withthen is an efficient solution for .
Suppose that is not an efficient solution for . Then, there exist , such that , since is a weak strictly pseudoquasi typesemi-preinvariant invex at , , and is strictly increasing. Hence, we have
(32)
(33)
The following proof is similar to that of Theorem 1, which completes the proof. □
Let be a feasible solution to , , such that
(34)
(35)
(36)
if is a weak quasi strictly pseudo typesemi-preinvariant invex at withthen is an efficient solution for .
Suppose that is not an efficient solution for . Then, there exist such that , , since is a weak quasi strictly pseudo typesemi-preinvariant invex at , , and , is strictly increasing. Hence, we have
(37)
(38)
The following proof is similar to that of Theorem 1, which completes the proof. □
Note that Theorems 1–3 still hold for weak efficient solutions, so convexity can be appropriately reduced for weak efficient solutions.
Let be a feasible solution to , , such that the triplet satisfies (18)–(20) of Theorem 1. If be weak pseudoquasi typesemi-preinvariant invex at with
then is a weak efficient solution for .
Suppose that is not a weak efficient solution for . Then, there exist , such that , since is weak pseudoquasi typesemi-preinvariant invex at , and is strictly increasing. Hence, we have
(39)
(40)
The following proof is similar to that of Theorem 1, which completes the proof. □
Let be a feasible solution to , , such that the triplet satisfies (29)–(31) of Theorem 2. If is a pseudoquasi typesemi-preinvariant invex at with
then is a weak efficient solution for .
Suppose that is not a weak efficient solution for . Then, there exist , such that , since is a pseudoquasi typesemi-preinvariant invex at . Hence, we have
(41)
(42)
The following proof is similar to that of Theorem 2, which completes the proof. □
4. Mixed-Type Duality
In this section, we will investigate the mixed duality problem of semi-invariant convex multiobjective programming and establish the weak duality theorem for the mixed duality model, based on generalized semi-preinvariant invex functions, along with certain sufficient conditions, ensuring that the corresponding feasible solutions of the programming are efficient or weakly efficient.
Let , , and let , whose components are all ones. We consider the following mixed-type dual of :
For , or in (XMOP), we can obtain a corresponding Mond–Weir dual or a Wolfe dual, respectively.
(Weak duality). Assume that for all feasible x and for and , respectively, that the following holds:
then, we can obtain(47)
Suppose holds. Since x is feasible for and , it implies that
(48)
hold. Since triplet is feasible for (XMOP), it follows that,(49)
According to hypothesis , , both and are strictly increasing. We have
(50)
(51)
and from (48) and , we obtainSince and , by combining (50) and (51), we obtain
(52)
(53)
By exploiting the sublinearity property of F, we obtain
Since , we have
which contradicts the duality constraint (43). Hence, we have(54)
□
(Weak duality). Assume that, for all feasible x and for and , respectively, Hypothesis in Theorem 6 and the following point holds:
then, we can obtain(55)
Suppose holds. Since x is feasible for and , it implies that
(56)
hold. Since triplet is feasible for (XMOP), it follows that,(57)
by multiplying (56) with , we obtain(58)
By , Hypothesis , and are strictly increasing, and we have
(59)
(60)
Since and , by combining (59) and (60), we obtain
(61)
(62)
By sublinearity of F, we obtain
Since , we have
which contradicts the duality constraint (43). Hence, we have(63)
□
5. Discussion
The generalized semi-invariant convex function is a further generalization of the invariant convex function. This type of function not only describes general invariant convexity, but also handles more complex optimization problems. Based on the generalized semi-invariant convex function, a series of optimality conditions can be derived to determine the existence and uniqueness of the optimal solution, and provide a theoretical basis for solving such problems. Additionally, the mixed dual results provide a powerful tool for solving multi-objective optimization problems with constraints. Moreover, using a semi-pre-invariant convex condition in this paper serves two purposes: firstly, it highlights that the condition used in this chapter is weaker than that in previous literature; secondly, it ensures that most of the results hold true when studying convexity. Furthermore, the Clarke-directional derivative and Clarke-subdifferentiables are utilized in this paper to define new classes of semi-preinvariant functions. In future studies, the research methodology can be expanded to generalize Clarke-subdifferentiables to K-subdifferentiables, since K-subdifferentiables are defined by the K-directional derivative, which includes most existing directional derivatives. If K takes the Clarke tangent cone, it becomes known as a Clarke-subdifferentiable. Based on these definitions, a more generalized class of semi-pre-invariant convex functions can be defined, and various other types of multi-objective programming problems, such as higher-order convexity in fractional programming and interval-valued multiobjective optimization problems, can be explored.
6. Conclusions
This paper addresses the optimality and duality of semi-preinvariant convex multi-objective programming involving generalized invex functions. Firstly, we propose a new class of generalized semi-preinvariant convex functions by utilizing the Clarke-directional derivative and Clarke-subdifferentiables. These functions are more general compared to existing results. Furthermore, based on these new generalized semi-preinvariant invex functions, we derive a series of sufficient optimality conditions. Additionally, this study investigates mixed dual problems involving these generalized convex functions, and obtains corresponding weak dual theorems. These findings can be further extended to nonsmooth semi-infinite programming and nondifferentiable multiobjective programming problems.
The future research directions will further explore additional properties and challenges in semi-invariant convex multi-objective programming, such as investigating strong duality and optimality conditions. Moreover, these theories will be applied to practical problems, including multimodal problems and stochastic problems.
Conceptualization, R.W. and Q.F.; methodology, R.W. and Q.F.; software, Q.F.; validation, R.W. and Q.F.; formal analysis, R.W. and Q.F.; writing—original draft, R.W.; writing—review and editing, R.W. and Q.F. All authors have read and agreed to the published version of the manuscript.
The original contributions presented in the study are included in the article, further inquiries can be directed to the corresponding author.
The authors thank the anonymous referees for their insightful remarks that helped to the improved version of this article.
The authors declare no conflicts of interest.
Footnotes
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Some symbols and meanings.
Symbols | Meanings |
---|---|
| If and only if |
| If and only if |
| If and only if |
| If and only if |
| N-dimensional Euclidean space |
F | Sublinear functional |
MOP | Multiobjective programming |
XMOP | Mixed-type dual of MOP |
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Abstract
Multiobjective programming refers to a mathematical problem that requires the simultaneous optimization of multiple independent yet interrelated objective functions when solving a problem. It is widely used in various fields, such as engineering design, financial investment, environmental planning, and transportation planning. Research on the theory and application of convex functions and their generalized convexity in multiobjective programming helps us understand the essence of optimization problems, and promotes the development of optimization algorithms and theories. In this paper, we firstly introduces new classes of generalized
You have requested "on-the-fly" machine translation of selected content from our databases. This functionality is provided solely for your convenience and is in no way intended to replace human translation. Show full disclaimer
Neither ProQuest nor its licensors make any representations or warranties with respect to the translations. The translations are automatically generated "AS IS" and "AS AVAILABLE" and are not retained in our systems. PROQUEST AND ITS LICENSORS SPECIFICALLY DISCLAIM ANY AND ALL EXPRESS OR IMPLIED WARRANTIES, INCLUDING WITHOUT LIMITATION, ANY WARRANTIES FOR AVAILABILITY, ACCURACY, TIMELINESS, COMPLETENESS, NON-INFRINGMENT, MERCHANTABILITY OR FITNESS FOR A PARTICULAR PURPOSE. Your use of the translations is subject to all use restrictions contained in your Electronic Products License Agreement and by using the translation functionality you agree to forgo any and all claims against ProQuest or its licensors for your use of the translation functionality and any output derived there from. Hide full disclaimer