122 C. Gutiérrez, B. Jiménez, and V. Novosome properties are established. Then, we <strong>de</strong>scribe a general method to convert a constrainedmultiobjective optimization problem into a scalar optimization problem without inequalityconstraints in such a way that ε-Pareto solutions for the first problem are approximate solutionsfor the second problem. In Section 3, Fritz John and Kuhn-Tucker necessary and sufficientconditions for ε-Pareto solutions are proved via the ε-subdifferential and the scalarizationmethod <strong>de</strong>veloped in Section 2. In obtaining these conditions, convexity hypothesesare assumed. In Section 4, a sufficient condition for ε-Pareto solutions is proved through approximatesolutions of a scalar Lagrangian functional. From this result, it is possible to obtainapproximate metrically consistent solutions of constrained multiobjective optimization problemsvia suboptimal solutions of unconstrained scalar optimization problems.2. Metrically consistent ε-Pareto solutionsLet X be a normed space and let us fix p + m functionals f i , g j : X → R, i = 1, 2, . . . , p,j = 1, 2, . . . , m, a continuous linear map A : X → R k and a nonempty set G ⊂ X. In thesequel, the following constrained multiobjective optimization problem is consi<strong>de</strong>redwhere f = (f 1 , f 2 , . . . , f p ) : X → R p , S = K ∩ Q ∩ G,Min{f(x) : x ∈ S}, (1)K = {x ∈ X : g j (x) ≤ 0, j = 1, 2, . . . , m},Q = {x ∈ X : Ax = b},and b ∈ R k .In solving (1), the componentwise partial or<strong>de</strong>r in the final space is assumed. Let us <strong>de</strong>noteby cl(M) and int(M) the closure and interior of a set M, respectively. The nonnegative orthantin R p is <strong>de</strong>noted by R p + and we write the set int( R p )+ as RpDefinition 1. A point x 0 ∈ S is a Pareto (resp. weak Pareto) solution of (1) if(resp. (f(x 0 ) − R p ++ ) ∩ f(S) = ∅).++ .(f(x 0 ) − R p + \{0}) ∩ f(S) = ∅The set of Pareto solutions and weak Pareto solutions of (1) will be <strong>de</strong>noted by E(f, S) andWE(f, S), respectively. It is clear that E(f, S) ⊂ WE(f, S).Consi<strong>de</strong>r ε ≥ 0 and the scalar optimization problemMin{h(x) : x ∈ M}, (2)where h : X → R and M ⊂ X, M ≠ ∅. In the following <strong>de</strong>finition, the well-known notion ofapproximate (suboptimal) solution of (2) is recalled.Definition 2. A point x 0 ∈ M is an ε-solution of (2) ifh(x 0 ) − ε ≤ h(x), ∀ x ∈ M.The set of ε-solutions of (2) is <strong>de</strong>noted by AMin(h, M, ε).Let B ⊂ R p be the unit closed ball of R p <strong>de</strong>fined by a norm ‖ ‖. Next, we recall a concept introducedby Tanaka [14], which extends Definition 2 to multiobjective optimization problems.Definition 3. A point x 0 ∈ S is an ε-Pareto (resp. weak ε-Pareto) solution of (1) if(resp. (f(x 0 ) − ((εB) c ∩ R p ++ )) ∩ f(S) = ∅).(f(x 0 ) − ((εB) c ∩ R p + )) ∩ f(S) = ∅
Conditions for ε-Pareto Solutions in Multiobjective Optimization 123We <strong>de</strong>note by AE(f, S, ‖ ‖, ε) and WAE(f, S, ‖ ‖, ε) the sets of ε-Pareto solutions and weakε-Pareto solutions of (1), respectively. Let us observe that these sets <strong>de</strong>pend on the norm ‖ ‖.Moreover, it is clear that AE(f, S, ‖ ‖, ε) ⊂ WAE(f, S, ‖ ‖, ε) for each ε ≥ 0 and AE(f, S, ‖ ‖, 0) =E(f, S), WAE(f, S, ‖ ‖, 0) = WE(f, S).Next, we show un<strong>de</strong>r different hypotheses that Tanaka’s concept is a metrically consistentε-efficiency notion.Theorem 4. Let f : X → R p be a continuous map at x 0 ∈ S and let (ε n ) ⊂ R + , (x n ) ⊂ S be suchthat ε n ↓ 0 and x n → x 0 .1. If x n ∈ AE(f, S, ‖ ‖, ε n ) for each n, then x 0 ∈ WE(f, S).2. If (f(x n )) is a nonincreasing sequence, i.e.,f(x m ) ∈ f(x n ) − R p + ,and x n ∈ AE(f, S, ‖ ‖, ε n ) for each n, then x 0 ∈ E(f, S).∀ m > n3. Suppose that f(S) is externally stable with respect to the efficient set:f(S) ⊂ f(E(f, S)) + R p + .If x n ∈ AE(f, S, ‖ ‖, ε n ) for each n, then f(x 0 ) ∈ cl(f(E(f, S))).3. Multiplier rules for ε-Pareto solutionsIn this section, multiplier rules for ε-Pareto solutions of (1) are proved un<strong>de</strong>r convexity hypotheses.So, let us suppose that f i and g j are p + m continuous convex functionals and Gis a convex set. We use Ker(A) and Ker(A) ⊥ to <strong>de</strong>note the kernel of A and the orthogonalcomplement of Ker(A). The topological dual space of X is <strong>de</strong>noted by X ∗ . We write I G for theindicator functional of the set G and ‖ ‖ 1 for the l 1 norm in R p .To attain our objective, we use the ε-subdifferential of a proper convex functional and apenalized scalarization process.Definition 5. Let h : X → R ∪ {∞} be a convex proper functional, x 0 ∈ dom(h) and ε ≥ 0. Theε-subdifferential of h at x 0 is the set ∂h ε (x 0 ) <strong>de</strong>fined by∂ ε h(x 0 ) = {x ∗ ∈ X ∗ : h(x) ≥ h(x 0 ) − ε + 〈x ∗ , x − x 0 〉, ∀ x ∈ X}.Let us recall that the subdifferential ∂h(x 0 ) of h at x 0 in the sense of Convex Analysis isobtained taking ε = 0 in Definition 5.Theorem 6. If Q∩int(G) ≠ ∅ and x 0 ∈ WAE(f, S, ‖ ‖ 1 , ε) then there exists (τ, ν, α) ∈ R p ×R m ×Rand multipliers (λ, γ, µ) ∈ R p × R × R m such that0 ∈p∑∂ τi ((λ i + γ)f i )(x 0 ) +i=1(τ, ν, α, λ, γ, µ) ≥ 0, (3)p∑m∑λ i + γ + µ j = 1, (4)i=1j=1m∑∂ νj (µ j g j )(x 0 ) + Ker(A) ⊥ + ∂ α I G (x 0 ), (5)j=1p∑τ i +i=1m∑ν j − γε + α ≤j=1m∑µ j g j (x 0 ). (6)Theorem 7. Consi<strong>de</strong>r x 0 ∈ S. If there exists (τ, ν, α, λ, γ, µ) ∈ R p × R m × R × R p × R × R mverifying conditions (3)-(6) with strict inequality in (6), then x 0 ∈ AE(f, S, ‖ ‖ 1 , ε).j=1
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PROCEEDINGS OF THEINTERNATIONAL WOR
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ContentsPrefaceiiiPlenary TalksYaro
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ContentsviiFuh-Hwa Franklin Liu, Ch
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PLENARY TALKS
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4 Yaroslav D. Sergeyevto work with
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EXTENDED ABSTRACTS
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10 Bernardetta Addis and Sven Leyff
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12 Bernardetta Addis and Sven Leyff
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14 Bernardetta Addis and Sven Leyff
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16 Bernardetta Addis, Marco Locatel
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18 April K. Andreas and J. Cole Smi
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20 April K. Andreas and J. Cole Smi
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22 April K. Andreas and J. Cole Smi
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24 Charles Audet, Pierre Hansen, an
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26 Charles Audet, Pierre Hansen, an
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28 Charles Audet, Pierre Hansen, an
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30 János Balogh, József Békési,
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32 János Balogh, József Békési,
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34 János Balogh, József Békési,
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36 Balázs Bánhelyi, Tibor Csendes
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MGA Pruning Technique 41Figure 1. A
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MGA Pruning Technique 43O(n) = k 2
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MGA Pruning Technique 45one), while
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48 Edson Tadeu Bez, Mirian Buss Gon
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50 Edson Tadeu Bez, Mirian Buss Gon
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52 Edson Tadeu Bez, Mirian Buss Gon
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54 R. Blanquero, E. Carrizosa, E. C
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56 R. Blanquero, E. Carrizosa, E. C
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58 Sándor Bozókiwhere for any i,
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60 Sándor Bozóki[6] Budescu, D.V.
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62 Emilio Carrizosa, José Gordillo
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64 Emilio Carrizosa, José Gordillo
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Globally optimal prototypes 69Refer
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An Interval Branch-and-Bound Algori
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An Interval Branch-and-Bound Algori
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A New approach to the Studyof the S
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A New approach to the Studyof the S
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184 Katharine M. Mullen, Mikas Veng
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186 Katharine M. Mullen, Mikas Veng
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188 Katharine M. Mullen, Mikas Veng
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190 Niels J. Olieman and Eligius M.
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192 Niels J. Olieman and Eligius M.
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194 Niels J. Olieman and Eligius M.
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196 Andrey V. Orlovwhere A is (m 1
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198 Andrey V. OrlovStep 4. Beginnin
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200 Blas Pelegrín, Pascual Fernán
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202 Blas Pelegrín, Pascual Fernán
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204 Blas Pelegrín, Pascual Fernán
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206 Blas Pelegrín, Pascual Fernán
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208 Deolinda M. L. D. Rasteiro and
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210 Deolinda M. L. D. Rasteiro and
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212 Deolinda M. L. D. Rasteiro and
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214 José-Oscar H. Sendín, Antonio
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216 José-Oscar H. Sendín, Antonio
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218 José-Oscar H. Sendín, Antonio
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220 Ya. D. Sergeyev and D. E. Kvaso
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222 Ya. D. Sergeyev and D. E. Kvaso
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224 Ya. D. Sergeyev and D. E. Kvaso
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226 J. Cole Smith, Fransisca Sudarg
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228 J. Cole Smith, Fransisca Sudarg
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230 J. Cole Smith, Fransisca Sudarg
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232 Fazil O. Sonmezcost of a config
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234 Fazil O. Sonmezhere f h is the
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236 Fazil O. SonmezThe optimal shap
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238 Alexander S. StrekalovskyDevelo
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Pruning a box from Baumann point in
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A Hybrid Multi-Agent Collaborative
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A Hybrid Multi-Agent Collaborative
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Improved lower bounds for optimizat
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258 Graham R. Wood, Duangdaw Sirisa
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260 Graham R. Wood, Duangdaw Sirisa
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262 Graham R. Wood, Duangdaw Sirisa
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264 Yinfeng Xu and Wenqiang Daiopti
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266 Yinfeng Xu and Wenqiang DaiThe
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Author IndexAddis, BernardettaDipar
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Author Index 271Nasuto, S.J.Departm