You are on page 1of 9

Deo Brat Ojha, Int. J. Comp. Tech. Appl.

, Vol 2 (1), 103-111 ISSN : 2229-6093

SECOND-ORDER DUALITY FOR MULTIOBJECTIVE PROGRAMMING


INVOLVING (  , ρ)-INVEXITY
Deo Brat Ojha
e-mail: ojhdb@yahoo.co.in
R.K.G.I.T., Ghaziabad,INDIA
Abstract: The concepts of (  , ρ)-invexity have been given by Caristi, Ferrara and Stefanescu[1]. We
consider a second-order dual model associated to a multiobjective programming problem involving
support functions and a weak duality result is established under appropriate second-order (  , ρ)-
invexity conditions.
AMS 2002 Subject Classification: 90C29, 90C30, 90C46.

Key words: Higher-order (  ,ρ)-(pseudo/quasi)-convexity/invexity, multiobjective programming,


second-order duality, duality theorem.

1. INTRODUCTION
For nonlinear programming problems, appropriate pseudo-convexity/quasi-
a number of duals have been suggested convexit assumptions.
among which the Wolfe dual [35,8] is
well known. In 1981, Hanson[39], The study of second order duality is
remarkably pointed out that the K-T significant due to the computational
sufficiency conditions lack invariance advantage over first order duality as it
in that the applicability of the provides tighter bounds for the value
conditions for any given problems of the objective function when
depends on the nature of the analytical approximations are used
formulation of the problem. Hanson [10,16,24].Mangasarian[12]
showed that the Kuhn-Tucker considered a nonlinear programming
necessary conditions are sufficient for problem and discussed second order
a minimum. duality under inclusion condition.
This property was generalized by Mond [14] was the first who present
Craven(1981)[40], to a property, called second order convexity. He also gave
K-invex, of a vector function in in [14] simpler conditions than
relation to a convex cone K .Also Mangasarian using a generalized form
necessary conditions and sufficient of convexity. which was later called
conditions have been obtained for a bonvexity by Bector and Chandra [2].
function to be K-invex. This leads to a Further, Jeyakumar [37,30] and Yang
new second order sufficient condition [24] discussed also second order
for a constrained minimum. Mangasarian type dual formulation
under ρ-convexity and generalized
While studying duality under representation conditions respectively.
generalized convexity, Mond and Weir In [20] Zhang and Mond established
[36] proposed a number of deferent some duality theorems for second-
duals for nonlinear programming order duality in nonlinear
problems with nonnegative variables programming under generalized
and proved various duality theorems second-order B-invexity, defined in
under their paper. In [14] it was shown that

1
103
Deo Brat Ojha, Int. J. Comp. Tech. Appl., Vol 2 (1), 103-111 ISSN : 2229-6093

second order duality can be useful multiobjective programming ; Ferrara


from computational point of view, and Stefanescu[28] showed that
since one may obtain better lower sufficiency Kuhn-Tucker condition can
bounds for the primal problem than be proved under (,  ) -invexity, even
otherwise. The case of some if Hanson’s invexity is not satisfied,
optimization problems that involve n- Puglisi[34].The interested reader may
set functions was studied by Preda consult[1,3,4,5,6,7,9,11,13,15,17,18,19
[38]. Recently, Yang et al. [24] ,33].
proposed four second-order dual Therefore, the results of this paper are
models for nonlinear programming real extensions of the similar results
problems and established some duality known in the literature.
results under generalized second-order In Section 2, we define the second-
F -convexity assumptions. order (  , ρ)-invexity . In Section 3
For and 4 we consider a class of
( x, a, ( y, r ))  F ( x, a; y)  rd 2 ( x, a) , multiobjective programming problems
where F ( x, a;.) is sublinear on R n , the and for the dual model we prove a
weak duality result. In section 5, we
definition of (,  ) - invexity reduces
are only giving outline of fractional
to the definition of ( F ,  ) -convexity multiobjective mathematical
introduced by Preda[29], which in turn programming. Section 6 is conclusion
Jeyakumar[30] generalizes the and remark.
concepts of F-convexity and  -
invexity[31]. 2.Notation and Preliminaries:
The more recent literature, Xu[21], Throughout the paper, following
Ojha [27], Ojha and Mukherjee [22] convention for vectors in R n will be
for duality under generalized ( F ,  ) - followed:
convexity, Mishra [23] and Yang et x y if and only if xi yi , i  1, 2,.,., n ,
al.[24] for duality under second order x  y if and only if x y and x  y ,
F -convexity. Liang et al. [25] and
x y if and only if
Hachimi[26] for optimality criteria and
duality involving (F , ,  , d ) - xi  yi , i  1, 2,.,., n .
convexity or generalized {F ,  ,  , d ) - The problem to be considered here is
type functions. The ( F ,  ) -convexity the following multiobjective nonlinear
programming problem:
was recently generalized to (,  ) -
Minimize f ( x)
invexity by Caristi , Ferrara and (P)
Stefanescu [32],and here we will use Subject to g ( x)0, x  X
this concept to extend some theoretical
results of multiobjective programming. (1)
Whenever the objective function and where
all active restriction functions satisfy f  ( f1 , f 2 ,.,., f k ) : X  Rk ,
simultaneously the same generalized g  ( g1 , g2 ,.,., gm ) : X  Rm are
invexity at a Kuhn-Tucker point which
assumed to be twice differentiable
is an optimum condition, then all these
function over X , an open subset of
functions should satisfy the usual
invexity, too. This is not the case in Rn .

2
104
Deo Brat Ojha, Int. J. Comp. Tech. Appl., Vol 2 (1), 103-111 ISSN : 2229-6093

We consider f : R p  R , and by 2 f (a) the


f : R  R , g : R  R ,are
n p n q
Hessian matrix of f at a . For a real
differential functions and X  Rn is valued twice differentiable function
an open set.  ( x, y) defined on an open set in
Let X0 be the set of all feasible R p  Rq , we denote by  x (a, b) the
solutions of (P) that is,
gradient vector of  with respect to
X 0  {x  X g ( x) 0} .
x at (a, b) , and by  xx (a, b) the
We quote some definitions and also
give some new ones. Hessian matrix with respect to x at
(a, b) . Similarly, we may define
 y (a, b) ,  xy (a, b) and  yy (a, b) .
For convenience, let us write the
Definition 2.1 definitions of ,   -univexity from[1],
A vector a  X 0 is said to be an Let  : X 0  R be a differentiable
efficient solution of problem (P) if
function ( X  Rn ) , X  X , and
there exit no x  X 0 such that 0 0
a  X . An element of all (n+1)-
f (a)  f ( x)  Rp \{0} i.e., 0
fi ( x)  fi (a) for all i {1,.,.,., p} , and dimensional Euclidean Space R n 1 is
for at least one j {1,.,.,., p} we have represented as the ordered pair
( z, r ) with z  Rn and r  R,  is a real
f i ( x)  f i (a ) .
number and  is real valued function
Definition 2.2
defined on
A point a  X is said to be a weak
0
X 0  X 0  R , suchthat   x, a,. is
n 1

efficient solution of problem (VP) if


there is no x  X such that f ( x)  f (a). convex on Rn  1 and   x, a,  0, r    0, for

Definition 2.3 every  x, a   X 0  X 0 and


A point a  X 0 is said to be a properly
r  R , h : X  Rn  R be
efficient solution of (VP) if it is 
efficient and there exist a positive differentiable function.
constant K such that for each x  X 0 Definition 2.1:
The twice differentiable function
and for each i 1, 2...... p satisfying f i over X is said to be second order
fi ( x)  fi (a) , there exist at least one (  , ρ)-invex at z0 with respect to X ,
i 1, 2...... p suchthat f ( a) f ( x) if for any z  R n for fixed w  R n ,there
j j
exist a vector p  R n and real number
and f (a)  f ( x)  K  f ( x)  f (a)  .
i i  j j  i , such that
Denoting by WE(P), E(P) and PE(P) 1
the sets of all weakly efficient, { f ( z, w)  f ( z , w)  pT  zz f ( z , w) p}( z, z ;( z f ( z , w)  zz f ( z , w) p, ))
0 2 0 0 0 0
efficient and properly efficient
solutions of (VP), we have Definition 2.2:
PE(P)  E(P)  WE(P).
The twice differentiable function
We denote by f (a) the gradient f i over X is said to be second order
vector at a of a differentiable function

3
105
Deo Brat Ojha, Int. J. Comp. Tech. Appl., Vol 2 (1), 103-111 ISSN : 2229-6093

(  , ρ)-incave at z0 with respect to X , w  R n ,there exist a vector p  R n and


and if for z  R n for fixed
any real number i , such that
1
{ f ( z, w)  f ( z , w)  pT  zz f ( z , w) p}( z, z ;(  z f ( z , w)   zz f ( z , w) p,  ))
0 2 0 0 0 0
(  , ρ)-pseudoinvex at z0 with respect
to X , if for any z  R n for fixed
Definition 2.3:
The twice differentiable function w  R n ,there exist a vector p  R n and
f i over X is said to be second order real number i , such that

1
( z, z ;( z f ( z , w)   zz f ( z , w) p,  ))0  { f ( z, w)  f ( z , w)  pT  zz f ( z , w) p}0
0 0 0 0 2 0
Definition 2.4:
The twice differentiable function and b : Rn  Rn  R n  R if for any
f i over X is said to be second order
z  R n for fixed w  R n ,there exist a
(  , ρ)-incave at z0 with respect to X , vector p  R n and real number i ,
such that
1
{ f ( z, w)  f ( z , w)  pT  zz f ( z , w) p}0  ( z, z ;(  z f ( z , w)   zz f ( z , w) p,  ))0
0 2 0 0 0 0

Lemma 2.1:
(i) If f (., w) is (  , ρ)-invex and
g (., w) is (  , ρ)-incave, then p(., w) is Dual (SMD)
(  , ρ)-pseudoinvex. Maximize  (u, v, p ) 
1
(ii) If f (., w) is (  , ρ)-inccave and 1
g (., w) is (  , ρ)-invex, then p(., w) is  { f (u, v)  uT  f (u, v)  uT  f (u, v) p  p T  f (u, v) p }
z zz 1 2 1 zz 1
(  , ρ)-pseudoincave.
Subject to
3. Second order Wolfe type  f (u, v)   f (u, v) p 0
symmetric duality : z zz 1
We consider the following higher- v0 ;
order Mond-Weir type pair and prove
a weak duality theorem. Theorem 3.1:

Primal (SMP) Let f (., w) be second-order  0 -


Minimize  (z, w, p)  univex at u and f ( z,.) be second-
 { f ( z, w)  wT w f ( z, w)  wT ww f ( z, w) p  pT ww f ( z, w) p} order 1 -incave at w and for all
1
2 ( z, w) feasible for (SMP) and all
(u, v) feasible for (SMD) .
Subject to
w f ( z, w)  ww f ( z, w) p0
z0 ;

4
106
Deo Brat Ojha, Int. J. Comp. Tech. Appl., Vol 2 (1), 103-111 ISSN : 2229-6093

(I)
 ( z, u;(   ,  ))  uT   uT  ,
0 1 2 1 2
F ( z, u;    )  uT   uT  0,  ,   Rn
0 1 2 1 2 1 2 and
1 (v, w;(1  2 ,  ))  wT1  wT2 .
(II) Thereafter, we get
F1 (v, w;1  2 )  wT1  wT2 0,1 ,2  Rn 1 1
f ( z, w)  pT  ww f ( z, w) p  f ( z, v)  pT  zz f (u, v) p
2 2
Then inf(SMP)  Sup(SMD) .
Then inf(SMP)  Sup(SMD) .
Proof:
Let b : Rn  Rn  Rn  Rnn  R The second strong duality theorem
1   f (u, v) 2   f (u, v) . can be developed on the lines of [6] in
z zz the view of the above theorem.
Then
 ( z, u;(   ,  ))  uT   uT  0, 4. Mond-Weir type symmetric
0 1 2 1 2 duality in second-order:
We consider the following second
Which by the second order (  0 , ρ)- order Mond-Weir type pair and prove
invexity of f (., w) at u yields, a weak duality theorem.
1 Primal (SMP)
f ( z, v)  f (u, v)  pT  zz f (u, v) p ( z, u;(   ,  )) Minimize  (z, w, p) 
2 0 1 2
-----------(1) 1
 { f ( z, w)  wT  w f ( z, w)  wT  ww f ( z, w) p  pT  ww f ( z, w) p}
Let, 1  w f ( z, w),2  ww f ( z, w) p 2

Subject to
1 (v, w;(1  2 ,  ))  wT1  wT2 0
w f ( z, w)  ww f ( z, w) p0
,
wT w f ( z, w)  wT ww f ( z, w) p0 ,
which by the second order ( 1 , ρ)- z0 ;
incavity of f ( z,.) at w gives Dual (SMD)
1 Maximize  (u, v, p ) 
f ( z, w)  f ( z, v)  pT ww f ( z, w) p1 (v, w;(1  2 ,  )) 1
2 1
---------- (2)  { f (u, v)  uT  f (u, v)  uT  f (u, v) p  p T  f (u, v) p }
z zz 1 2 1 zz 1

combining (1) and (2) , Subject to


1 1  f (u, v)   f (u, v) p 0
{ f ( z, w)  pT  ww f ( z, w) p}  { f ( z, v)  pT  zz f (u, v) p} z zz 1
2 2
 ( z, u;(   ,  ))  1 (v, w;(1  2 ,  )) u  f (u, v)  u  f (u, v) p 0
T T

0 1 2 z zz 1
------------(3) v0 ;

Using the hypothesis of the theorem , Theorem 4.1:


Let f (., w) be second order  0 -
pseudoinvex at u and f ( z,.) be

5
107
Deo Brat Ojha, Int. J. Comp. Tech. Appl., Vol 2 (1), 103-111 ISSN : 2229-6093

second order 1 -pseudoincave at w The second order strong duality


and for all ( z, w) feasible for (SMP) theorem can be developed on the lines
and all (u, v) feasible for (SMD) .
of [6] in the view of the above
 ( z, u;(   ,  ))  uT   uT  0,  ,   Rn theorem.
0 1 2 1 2 1 2
5. Second order dual fractional
(II) programming
1 (v, w;(1  2 ,  ))  wT1  wT2 0,1,2  Rn
In this section, we extend above to the
Then inf(SMP)  Sup(SMD) . second order complex fractional
symmetric dual pair (SFP) and (SFD)
as follows :
Proof:
Let 1   f (u, v) 2   f (u, v) . Primal (HFP)
z zz 1
Then  { f ( z, w)  wT  w f ( z, w)  wT  ww f ( z, w) p  pT  ww f ( z , w) p}
Minimize  2
 ( z, u;(   ,  ))  uT   uT  0,
1
 {g ( z, w)  wT  w g ( z, w)  wT  ww g ( z , w) p  pT  ww g ( z , w) p}
0 1 2 1 2 2

Which by the second order  0 - Subject to


G( z, w, p){w f ( z, w) ww f ( z, w) p}  H ( z, w, p){w g ( z, w) ww g ( z, w) p}0
pseudoinvexity of f (., w) at u yields,
1
f ( z, v)  f (u, v)  pT  zz f (u, v) p0 wT {G( z, w, p1 ) w f ( z, w)  H ( z, w, p1 ) w g ( z, w)}
2
-----------(3)  wT {G( z, w, p1 ) ww f ( z, w) p1  H ( z, w, p1 ) ww g ( z, w) p1 0
Let, 1  w f ( z, w),2  ww f ( z, w) p z0 ;
where
1 (v, w;(1  2 ,  ))  wT1  wT2 0 1
G( z, w, p1 )   {g ( z, w)  wT w g ( z, w)  wT ww g ( z, w) p1  p1T ww g ( z, w) p1}
, 2
which by the second order 1 - and
1
pseudoincavity of f ( z,.) at w gives H ( z, w, p)   { f ( z, w)  wT w f ( z, w)  wT ww f ( z, w) p  pT ww f ( z, w) p}
2
1
f ( z, w)  f ( z, v)  pT  ww f ( z, w) p0
2 Dual (HMD)
---------- (4) 1
combining (1) and (2) , and using  { f (u, v)  uT  f (u, v)  uT  f (u, v) p  p T  f (u, v) p }
z zz 1 2 1 zz 1
property of function  and b Maximize
1
1 1  {g (u, v)  uT  g (u, v)  uT  g (u, v) p  p T  g (u, v) p }
{ f ( z, w)  pT ww f ( z, w) p}  { f ( z, v)  pT  zz f (u, v) p} z zz 1 2 1 zz 1
2 2 ;
G(u, v, p1 ){ f (u, v)  f (u, v) p }  H ((u, v, p1){ g (u, v)  g (u, v) p }0
That i.e., inf(SMP)  Sup(SMD) . z zz 1 z zz 1

6
108
Deo Brat Ojha, Int. J. Comp. Tech. Appl., Vol 2 (1), 103-111 ISSN : 2229-6093

uT {G(u, v, p1 ){ f (u, v)  H (u, v, p1 ) g (u, v)}} fractional programming, Opsearch 24


z z (1987) 143–154.
u {G(u, v, p1 ){ f (u, v) p  H (u, v, p1 ) g (u, v) p }}0
T
[3] S. Chandra, B.D. Craven, B. Mond,
zz 1 zz 1 Generalized concavity and duality with a
, v0 ;

where
1 square root term, Optimization 16
G(u, v, p1 )   {g (u, v)  uT  g (u, v)  uT  g (u, v) p  p T  g (u, v) p } (1985)653–662.
z zz 1 2 1 zz 1
[4] S. Chandra, A. Goyal, I. Husain, On
and symmetric duality in mathematical
1
H (u, v, p3 ) { f (u, v)  uT  f (u, v)  uT  f (u, v) p  p T  f (u, v) p } programming with F-convexity,
z zz 1 2 1 zz 1 Optimization 43(1998) 1–18.
[5] S. Chandra, I. Husain,
It is assumed that Re G  0 and Nondifferentiable symmetric dual
Re H  0 throughout the feasible programs, Bull.Austral. Math. Soc. 24
(1981) 295–307.
regions defined by the primal (SFP)
[6] S. Chandra, D. Prasad, Symmetric
and the dual problem (SFD). duality in multiobjective programming, J.
Austral. Math. Soc. (Ser. B) 35 (1993)
Lemma 2.1 above can be extended to 198–206.
the higher order and also next theorem [7] B.D. Craven, Lagrangian conditions
on the line of Mishra et.al. [23]. and quasiduality, Bull. Austral. Math. Soc.
16 (1977) 325–339.
6. Particular cases and remark in [8] W.S. Dorn, A symmetric dual theorem
applications for quadratic programs, J. Oper. Res.Soc.
(i) If we take, then this is an earlier Japan 2 (1960) 93–97.
work by Mishra et al. [6]. On the same [9] T.R. Gulati, I. Ahmad, I. Husain,
Second order symmetric duality with
condition if it is single objective and
generalized convexity, Opsearch 38
f is real and differential then this is an (2001)210–222.
earlier work [7] . [10] T.R. Gulati, I. Husain, A. Ahmed,
(ii) If we take, the function f to be real Multiobjective symmetric duality with
and differentiable and F0  F1 , then invexity, Bull. Austral. Math. Soc. 56
(1997)25–36.
this is an earlier work by Gulati and [11] D.S. Kim, Y.B. Yun, H. Kuk, Second
Ahmad [15]. order symmetric and self duality in
multiobjective programming, Appl. Math.
7. Acknowledgement Lett.10 (1997) 17–22.
Author is grateful to anonymous [12] O.L. Mangasarian, Second and higher
referee for their valuable suggestion. order duality in nonlinear programming, J.
Math. Anal. Appl. 51 (1975) 607–620.
[13] S.K.Mishra, Second order symmetric
References duality in mathematical programming with
[1]I.Ahmad,Z.Husain,Nondifferentiable F-convexity, European J. Oper. Res.
second order symmetric duality in 127(2000) 507–518.
multiobjective programming, Applied [14] B. Mond, Second order duality for
Mathematics Letters18(2005)721–728 nonlinear programs, Opsearch 11 (1974)
[2] C.R. Bector, S. Chandra, Generalized 90–99.
bonvexity and higher order duality for [15] B. Mond, I. Husain, M.V. Durga
Prasad, Duality for a class of

7
109
Deo Brat Ojha, Int. J. Comp. Tech. Appl., Vol 2 (1), 103-111 ISSN : 2229-6093

nondifferentiable multiobjective [27] D.B.Ojha, Some results on symmetric


programming, Util. Math.39 (1991) 3–19. duality on mathematical fractional
[16] S.K. Suneja, C.S. Lalitha, S. programming with generalized F-
Khurana, Second order symmetric duality convexity in complex spaces, Tamkang
in multiobjective programming, Journal of Math vol.36, No.2(2005).
European. J. Oper.Res. 144 (2003) 492– [28] M.Ferrara, M.V.Stefanescu,
500. Optimality condition and duality in
[17] P.S. Unger, A.P. Hunter Jr., The dual multiobjective programming with (,  ) -
of the dual as a linear approximation of invexity,Yugoslav Journal of Operations
the primal, Int. J. Syst. Sci. 12 Research,vol.18(2008)No.2,153-165.
(1974)1119–1130. [29]V.Preda, On efficiency and duality for
[18] T.Weir, B.Mond, Symmetric and self multiobjective programs, J.Math.
duality in multiobjective programming, Anal.Appl. 166(1992),365-377.
Asia-Pacific J. Oper. Res. 5 (1988) 124– [30] V.Jeyakumar, Strong and weak
133. invexity in mathematical programming,
[19] X.M. Yang, S.H. Hou, Second order In: Methods of Operations Research,
symmetric duality in multiobjective vol.55(1985),109-125.
programming, Appl. Math. Lett. 14 [31] J.P.Vial, Strong and weak convexity
(2001)587–592. of sets and functions, Math. Operations
[20] J. Zhang and B. Mond, Second order Research,8(1983),231-259.
B-invexity and duality in mathematical [32] G.Caristi,M.Ferrara and A.
programming.Utilitas Math. 50 (1996), Stefanescu, Mathematical programming
19–31. with (,  ) -invexity, In: V.Igor,Konnov,
[21] Z.Xu, Mixed type duality in
Dinh The Luc,Alexander,
multiobjective programming problems,
M.Rubinov,(eds.), Generalized Convexity
J.Math.Anal.Appl. 198(1995)621-635.
and Related Topics, Lecture Notes in
[22] D.B.Ojha and R.N.Mukherjee, Some
Economics and Mathematical Systems,
results on symmetric duality of
vol.583, Springer,2006,167-176.
multiobjective programmes with (F,  )-
[33] A.Puglisi, Generalized convexity and
invexity, European Journal of Operational invexity in optimization theory: Some new
Reaearch,168(2006),333-339. results, Applied Mathematical Sciences,
[23] S.K.Mishra, Second order symmetric vol.3,No.47(2009),2311-2325.
duality in mathematical programming with [34] W.S.Dorn, Self dual quadratic
F-convexity, European Journal of programs, SIAM J.Appl.Math.9(1961)51-
Operational Reaearch,127(2000),507-518. 54.
[24] X.M.Yang, X.Q.yang and K.L.Teo, [35] M.Hanson and B.Mond, Further
nodifferentiable second order symmetric generalization of convexity in
duality in mathematical programming with mathematical programming,
F-convexity, European Journal of J.Inform.Optim.Sci.3(1982)22-35.
Operational Reaearch,144(2003),554-559. [36]B.Mond and T.Weir, Generalized
[25] Z.A. Liang, H.X.Huang and convexity and duality,In:
P.M.Pardalos, Efficiency conditions and S.Schaible,W.T.Ziemba(Eds.),
duality for a class of multiobjective Generalized convexity in optimization and
fractional programming problems, Journal Economics,263-280,Academic Press,New
of Global Optimization, 27(2003),447- York,1981.
471. [37].V.Jeyakumar, p-convexity and
[26] M.Hachimi, Sufficiency and duality second order duality,Utilitas
in differentiable multiobjective Math.29(1986),71-85.
programming involving generalized type-I [38] V.Preda,Duality for multiobjective
functions, J.Math.Anal.Appl. fractional programming problems
296(2004),382-392.

8
110
Deo Brat Ojha, Int. J. Comp. Tech. Appl., Vol 2 (1), 103-111 ISSN : 2229-6093

involving n-set
functions,In:C.A.Cazacu,W.E.Lehto and
T.M.Rassias(Eds.)Analysis and
Topology,Academic Press(1998),569-583.
[39] M.A.Hanson, On sufficiency of Kuhn
Tucker conditions. J. Math. Anal. Appl.
30
(1981), 545-550.
[40] B.D.Craven, Invex functions and
constrained local minima. Bull. Austral.
Math. Soc.24 (1981), 357-366

9
111

You might also like