NONLINEAR AUGMENTED LAGRANGIAN FOR NONCONVEX MULTIOBJECTIVE OPTIMIZATION

摘要

In this paper, based on the ordering relations induced by a pointed, closed and convex cone with a nonempty interior, we propose a nonlinear aug-mented Lagrangian dual scheme for a nonconvex multiobjective optimization problem by applying a class of vector-valued nonlinear augmented Lagrangian penalty functions. We establish the weak and strong duality results, necessary and sufficient conditions for uniformly exact penalization and exact penaliza-tion in the framework of nonlinear augmented Lagrangian. Our results include several ones in the literature as special cases.