Operations Research Transactions

Previous Articles     Next Articles

The optimality conditions and duality theory for multiobjective semidefinite programming

LI Yongling1  YANG Yang1  LUO Honglin1,*   

  1. 1. School of Mathematical Sciences, Chongqing  Normal University, Chongqing 401331, China
  • Received:2015-09-15 Online:2016-09-15 Published:2016-09-15

Abstract:

This paper aims at the optimality conditions, duality of multiobjective semidefinite programming problems and the optimality conditions for nonconvex  semidefinite programming.We first obtain a necessary and sufficient conditions of KKT condition for nonconvex semidefinite programming, based on this result, the optimality necessary conditions are presented.Furthermore, we discuss the optimality necessary or sufficient conditions for multiobjective semidefinite programming and construct Wolfe dual model for the corresponding problem.Finally, weak and strong duality theorems are established.

Key words: nonconvex semidefinite programming, multiobjective semidefinite programming, KKT conditions, invex