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Proceedings of GO 2005, pp. 121 – 125.Conditions for ε-Pareto Solutionsin Multiobjective OptimizationC. Gutiérrez, 1 B. Jiménez, 2 and V. Novo 31 <strong>Universidad</strong> <strong>de</strong> Valladolid, Valladolid, Spain, cesargv@mat.uva.es2 <strong>Universidad</strong> <strong>de</strong> Salamanca, Salamanca, Spain, bjimen1@encina.pntic.mec.es3 <strong>Universidad</strong> Nacional <strong>de</strong> Educación a Distancia, Madrid, Spain, vnovo@ind.uned.esAbstractKeywords:In this paper, approximate Pareto solutions of nondifferentiable constrained multiobjective optimizationproblems are studied via a metrically consistent ε-efficient concept introduced by Tanaka[14]. Necessary and sufficient conditions for these solutions are obtained from a nonconvex penalizedscalarization process. Necessary conditions are provi<strong>de</strong>d in convex multiobjective optimizationproblems through Kuhn-Tucker multiplier rules. Sufficient conditions are obtained via Kuhn-Tuckermultiplier rules un<strong>de</strong>r convexity hypotheses and via approximate solutions of a scalar Lagrangianproblem for nonconvex multiobjective optimization problems.Multiobjective optimization, ε-Pareto solution, scalarization, ε-subdifferential.1. IntroductionDuring the last <strong>de</strong>ca<strong>de</strong>s, interest in approximate solutions or ε-efficient solutions (ε-Paretosolutions in the Paretian context) of vector optimization problems is growing, since these solutionsexist un<strong>de</strong>r very mild hypotheses and they are obtained by a lot of usual resolutionmethods (for example, by iterative algorithms, heuristic methods, etc.).The first and most popular ε-efficient concept was introduced by Kutateladze [8] and hasbeen used to establish approximate Kuhn-Tucker type conditions and approximate dualitytheorems [2, 4, 9–13, 15]. However, Kutateladze’s ε-efficiency concept gives approximate solutionswhich are not metrically consistent, i.e., it is possible to obtain feasible points (x n ), x 0such that their objective values verify f(x n ) → f(x 0 ), x n is an ε n -efficient solution for each n,ε n → 0, and f(x 0 ) is far from the optimal value set.In [1, 4–7, 15, 18], various metrically consistent ε-efficient concepts based on a previouslyfixed scalar functional have been studied. However, there are a lot of problems for which isnot possible to choose any previous scalar functional and so several other metrically consistentnotions have been introduced without consi<strong>de</strong>r any additional scalar functional (see, forexample, the concepts <strong>de</strong>fined by White [16] and Tanaka [14]).Classical conditions for efficient solutions via multiplier rules, Lagrangian functionals andsaddlepoint theorems must be exten<strong>de</strong>d to ε-Pareto solutions in or<strong>de</strong>r to <strong>de</strong>velop new andbetter resolution methods. In [2, 3, 9–12, 17] some results have been obtained following thisline, but using not metrically consistent ε-Pareto concepts. In this work, Tanaka’s ε-Paretonotion is analyzed from these points of view in or<strong>de</strong>r to extend those classical conditions to ametrically consistent ε-Pareto concept without consi<strong>de</strong>r any additional scalar functional.In Section 2, the nondifferentiable constrained multiobjective optimization problem is presentedand some notations are fixed. Moreover, the Tanaka’s ε-Pareto concept is recalled and

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