A characterization of pseudoinvexity for the efficiency in non-differentiable multiobjective problems. Duality

Abstract We prove that in order for the Kuhn–Tucker or Fritz John points to be efficient solutions, it is necessary and sufficient that the non-differentiable multiobjective problem functions belong to new classes of functions that we introduce here: KT-pseudoinvex-II or FJ-pseudoinvex-II, respectively. We illustrate it by examples. These characterizations generalize recent results given for the differentiable case. We study the dual problem and establish weak, strong and converse duality results.

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