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Abstract
In this paper, a generalization of convexity, namely V-r-invexity, is considered in the case of nonlinear multiobjective programming problems where the functions involved are differentiable. The assumptions on Pareto solutions are relaxed by means of V-r-invex functions. Also some duality results are obtained for such optimization problems.
Key words and phrases.: Multiobjective programming; (weak) Pareto optimal solution; (strictly) V-r-invex function with respect to η; optimality conditions; duality
Received: 2002-10-01
Revised: 2003-03-31
Published Online: 2010-06-09
Published in Print: 2005-June
© Heldermann Verlag
