Antczak, Tadeusz; Pitea, Ariana Proper efficiency and duality for a new class of nonconvex multitime multiobjective variational problems (2014)

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Pitea and Antczak Journal of Inequalities and Applications 2014, 2014:333
http://www.journalofinequalitiesandapplications.com/content/2014/1/333

R E S E A R C H

Open Access

Proper efficiency and duality for a new class
of nonconvex multitime multiobjective
variational problems

Ariana Pitea

1*

and Tadeusz Antczak

2

*

Correspondence:

arianapitea@yahoo.com

1

Faculty of Applied Sciences,

University ‘Politehnica’ of Bucharest,
Splaiul Independen¸tei, No. 313,
Bucharest, 060042, Romania
Full list of author information is
available at the end of the article

Abstract

In this paper, a new class of generalized of nonconvex multitime multiobjective
variational problems is considered. We prove the sufficient optimality conditions for
efficiency and proper efficiency in the considered multitime multiobjective
variational problems with univex functionals. Further, for such vector variational
problems, various duality results in the sense of Mond-Weir and in the sense of Wolfe
are established under univexity. The results established in the paper extend and
generalize results existing in the literature for such vector variational problems.
MSC: 65K10; 90C29; 90C30

Keywords: multitime variational problem; univex function; proper efficient solution;
optimality conditions; duality

1 Introduction

Multiobjective variational problems are very prominent amongst constrained optimiza-

tion models because of their occurrences in a variety of popular contexts, notably, eco-

nomic planning, advertising investment, production and inventory, epidemic, control of

a rocket, etc.; for an excellent survey, see [] Chinchuluun and Pardalos.

Several classes of functions have been defined for the purpose of weakening the limita-

tions of convexity in mathematical programming, and also for multiobjective variational

problems. Several authors have contributed in this direction: [] Aghezzaf and Khazafi,

[] Ahmad and Sharma, [] Arana-Jiménez et al., [] Bector and Husain, [] Bhatia and

Mehra, [] Hachimi and Aghezzaf, [] Mishra and Mukherjee, [–] Nahak and Nanda,

and others.

One class of such multiobjective optimization problems is the class of vector PDI&PDE-

constrained optimization problems in which partial differential inequalities or/and equa-

tions represent a multitude of natural phenomena of some applications in science and

engineering. The areas of research which strongly motivate the PDI&PDE-constrained op-

timization include: shape optimization in fluid mechanics and medicine, optimal control

of processes, structural optimization, material inversion - in geophysics, data assimilation

in regional weather prediction modeling, etc. PDI&PDE-constrained optimization prob-

lems are generally infinite dimensional in nature, large and complex, [] Chinchuluun

et al.

©

2014 Pitea and Antczak; licensee Springer. This is an Open Access article distributed under the terms of the Creative Commons

Attribution License (http://creativecommons.org/licenses/by/2.0), which permits unrestricted use, distribution, and reproduction
in any medium, provided the original work is properly cited.

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The basic optimization problems of path-independent curvilinear integrals with PDE

constraints or with isoperimetric constraints, expressed by the multiple integrals or path-

independent curvilinear integrals, were stated for the first time by Udrişte and Ţevy in

[]. Later, optimality and duality results for PDI&PDE-constrained optimization prob-

lems were established by Pitea et al. in [] and [].

Recently, nonconvex optimization problems with the so-called class of univex functions

have been the object of increasing interest, both theoretical and applicative, and there ex-

ists nowadays a wide literature. This class of generalized convex functions was introduced

in nonlinear scalar optimization problems by Bector et al. [] as a generalization of the

definition of an invex function introduced by Hanson []. Later, Antczak [] used the

introduced η-approximation approach for nonlinear multiobjective programming prob-

lems with univex functions to obtain new sufficient optimality conditions for such a class

of nonconvex vector optimization problems. In [], Popa and Popa defined the concept

of ρ-univexity as a generalization univexity and ρ-invexity. Mishra et al. [] established

some sufficiency results for multiobjective programming problems using Lagrange multi-

plier conditions, and under various types of generalized V -univexity type-I requirements,

they proved weak, strong and converse duality theorems. In [], Khazafi and Rueda es-

tablished sufficient optimality conditions and mixed type duality results under generalized

V

-univexity type I conditions for multiobjective variational programming problems.

In this paper, we study a new class of nonconvex multitime multiobjective variational

problems of minimizing a vector-valued functional of curvilinear integral type. In order

to prove the main results in the paper, we introduce the definition of univexity for a vec-

torial functional of curvilinear integral type. Thus, we establish the sufficient optimality

conditions for a proper efficiency in the multitime multiobjective variational problem un-

der univexity assumptions imposed on the functionals constituting such vector variational

problems. Further, we define the multiobjective variational dual problems in the sense of

Mond-Weir and in the sense of Wolfe, and we prove several dual theorems under suitable

univex assumptions. The results are established for a multitime multiobjective variational

problem, in which involved functions are univex with respect to the same function , but

not necessarily with respect to the same function b.

2 Preliminaries and definitions

The following convention for equalities and inequalities will be used in the paper.

For any x = (x

, x

, . . . , x

n

)

T

, y = (y

, y

, . . . , y

n

)

T

, we define:

(i) x = y if and only if x

i

= y

i

for all i = , , . . . , n;

(ii) x > y if and only if x

i

> y

i

for all i = , , . . . , n;

(iii) x

y if and only if x

i

y

i

for all i = , , . . . , n;

(iv) x

y if and only if x y and x = y.

Let (T; h) and (M; g) be Riemannian manifolds of dimensions p and n, respectively. The

local coordinates on T and M will be written t = (t

α

), α = , . . . , p and x = (x

i

), i = , . . . , n,

respectively.

Further, let J

(T, M) be the first order jet bundle associated to T and M.

Using the product order relation on

R

p

, the hyperparallelepiped

t

,t

in

R

p

, with diag-

onal opposite points t

= (t

, . . . , t

p

) and t

= (t

, . . . , t

p

), can be written as being the interval

[t

, t

]. Assume that γ

t

,t

is a piecewise C

-class curve joining the points t

and t

.

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By C

(

t

,t

, M) we denote the space of all functions x :

t

,t

M of C

-class with

the norm

x = x

+

p

α

=

x

α

.

Now, we introduce the closed Lagrange -form density of C

-class as follows:

f

α

=

f

i

α

: J

(T, M)

→ R

r

,

i

= , . . . , r, α = , . . . , p,

which determines the following path-independent curvilinear functionals:

F

i

x

(

·)

=

γ

t,t

f

i

α

π

x

(t)

dt

α

,

i

= , . . . , r,

where π

x

(t) = (t, x(t), x

γ

(t)) and x

γ

(t) =

x

t

γ

(t), γ = , . . . , p, are partial velocities.

The closedness conditions (complete integrability conditions) are D

β

f

i

α

= D

α

f

i

β

and

D

α

f

i

β

= D

β

f

i

α

, α, β = , . . . , p, α

= β, i = , . . . , r, where D

β

is the total derivative.

The following result is useful to prove the main results in the paper.

Lemma .

([]) A total divergence is equal to a total derivative.

We also accept that the Lagrange matrix density

g

=

g

j

a

: J

(

t

,t

, M)

→ R

ms

,

a

= , . . . , s, j = , . . . , m, m < n,

of C

-class defines the partial differential inequalities (PDI) (of evolution)

g

π

x

(t)

, t

t

,t

,

and the Lagrange matrix density

h

=

h

l
a

: J

(

t

,t

, M)

→ R

ks

,

a

= , . . . , s, l = , . . . , k, k < n,

defines the partial differential equalities (PDE) (of evolution)

h

π

x

(t)

= ,

t

t

,t

.

In the paper, consider the vector of path-independent curvilinear functionals defined by

F

x

(

·)

=

γ

t,t

f

α

π

x

(t)

dt

α

=

F

x

(

·)

, . . . , F

r

x

(

·)

.

Denote by

(

t

,t

) =

x

(t)

C

(

t

,t

, M) : t

t

,t

, x(t

) = x

, x(t

) = x

,

g

π

x

(t)

, h

π

x

(t)

= 

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the set all feasible solutions of problem (MVP), multitime multiobjective variational prob-

lem, introduced right now:


min

F

(x(

·))

subject to x(

·) ∈ (

t

,t

).

(MVP)

Multiobjective programming is the search for a solution that best manages trade-offs

criteria that conflict and that cannot be converted to a common measure. An optimal

solution to a multiobjective programming problem is ordinarily chosen from the set of

all efficient solutions (Pareto optimal solutions) to it. Therefore, for multiobjective pro-

gramming problems minimization means, in general, obtaining efficient solutions (Pareto

optimal solutions) in the following sense.

Definition .

A feasible solution x(

·) ∈ (

t

,t

) is called an efficient solution for problem

(MVP) if there is no other feasible solution x(

·) ∈ (

t

,t

) such that

F

x

(

·)

F

x

(

·)

.

In other words, a feasible solution x(

·) ∈ (

t

,t

) is called an efficient solution for problem

(MVP) if there is no other feasible solution x(

·) ∈ (

t

,t

) such that

γ

t,t

f

i

α

π

x

(t)

dt

α

γ

t,t

f

i

α

π

x

(t)

dt

α

,

i

= , . . . , r

and

γ

t,t

f

i

α

π

x

(t)

dt

α

<

γ

t,t

f

i

α

π

x

(t)

dt

α

for some i

∈ {, . . . , r}.

By normal efficient solution we understand an efficient solution to the constraint prob-

lem which is not efficient for the corresponding program without taking into consideration

the constraints.

Geoffrion [] introduced the definition of properly efficient solution in order to elimi-

nate the efficient solutions causing unbounded trade-offs between objective functions.

Definition .

A feasible solution x(

·) ∈ (

t

,t

) is called a properly efficient solution for

problem (MVP) if it is efficient for (MVP) and if there exists a positive scalar M such that

for all i = , . . . , r,

γ

t,t

f

i

α

π

x

(t)

dt

α

γ

t,t

f

i

α

π

x

(t)

dt

α

M

γ

t,t

f

j

α

π

x

(t)

dt

α

γ

t,t

f

j

α

π

x

(t)

dt

α

,

for some j such that

γ

t,t

f

j

α

π

x

(t)

dt

α

>

γ

t,t

f

j

α

π

x

(t)

dt

α

,

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whenever x(

·) ∈ (

t

,t

) and

γ

t,t

f

i

α

π

x

(t)

dt

α

<

γ

t,t

f

i

α

π

x

(t)

dt

α

.

The following conditions established by Pitea et al. [] are necessary for a feasible so-

lution x(

·) ∈ (

t

,t

) to be efficient in problem (MVP).

Theorem .

Let x

(

·) ∈ (

t

,t

) be a normal efficient solution in the multitime multiob-

jective variational problem

(MVP). Then there exist two vectors λ

∈ R

r

and the smooth

matrix functions μ

(t) = (μ

α

(t)) :

t

,t

→ R

msp

, ξ (t) = (ξ

α

(t)) :

t

,t

→ R

ksp

such that

λ

,

f

α

x

π

x

(t)

+

μ

α

(t),

g

x

π

x

(t)

+

ξ

α

(t),

h

x

π

x

(t)

D

γ

λ

,

f

α

x

γ

π

x

(t)

+

μ

α

(t),

g

x

γ

π

x

(t)

+

ξ

α

(t),

h

x

γ

π

x

(t)

= ,

t

t

,t

, α = , . . . , p (Euler-Lagrange PDEs),

()

μ

α

(t), g

π

x

(t)

= ,

t

t

,t

, α = , . . . , p,

()

λ

≥ ,

λ, e = ,

μ

α

(t)

, t

t

,t

, α = , . . . , p,

()

where e

= (, . . . , )

∈ R

r

.

We remark that relations () and () and the last relation in () hold true also for an

efficient solution.

3 Proper efficiency results

Let A : J

(

t

,t

, M)

× J

(

t

,t

, M)

× R

n

→ R

r

be a path-independent curvilinear vector

functional

A

x

(

·)

=

γ

t,t

a

α

π

x

(t)

dt

α

.

We shall introduce a definition of univexity of the above functional, which will be useful

to state the results established in the paper.

Let S be a nonempty subset of C

(

t

,t

, M), x(

·) ∈ S be given, b := (b

, . . . , b

r

) be a

vector function such that b

i

: C

(

t

,t

, M)

× C

(

t

,t

, M)

→ [, ∞), i = , . . . , r, and

η

: J

(

t

,t

, M)

× J

(

t

,t

, M)

→ R

n

be an n-dimensional vector-valued function, vanish-

ing at the point (π

x

(t), π

x

(t)), and :

R → R.

Definition .

The vectorial functional A is called (strictly) univex at the point x(

·) on S

with respect to , η and b if, for each i = , . . . , r, the following inequality

b

i

x

(

·), x(·)

A

i

x

(

·)

A

i

x

(

·)

(>)

γ

t,t

η

π

x

(t), π

x

(t)

,

a

i

α

x

π

x

(t)

+

D

γ

η

π

x

(

·), π

x

(t)

,

a

i

α

x

γ

π

x

(t)

dt

α

()

holds for all x(

·) with x(·) = x(·).

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Example .

In the following, x,

¯x, u : [, ] → R are functions of C

-class on [, ].

Let a(x) = –x

(t). The functional A(x(t)) =

a

(π

x

(t)) dt is called invex at

¯x(t) with re-

spect to η if

A

x

(t)

A

¯x(t)

η

π

x

(t), π

¯x

(t)

∂a

x

¯x(t)

dt

.

A

is univex at

¯x(t) with respect to φ, η and b if

b

x

(t),

¯x(t)

φ

A

x

(t)

A

¯x(t)

η

π

x

(t), π

¯x

(t)

∂a

x

¯x(t)

dt

.

Clearly, any invex function is univex.

We consider b = .

The functional A(x(t)) =

a

(x(t)) dt is not invex at

¯x(t) = t with respect to

η

π

x

(t), π

u

(t)

=


u

(t) – x(t),

if x(t) < u(t),

,

otherwise.

Indeed, consider x(t) =


t

. We get

A

x

(t)

A

¯x(t)

=

t



t

dt

= –





;

η

π

x

(t), π

¯x

(t)

∂a

x

¯x(t)

dt

= ,

so the invexity condition is not satisfied.

If we take φ(t) = t

, we obtain that A is univex with respect to φ, η, and b = , as follows:

φ

A

x

(t)

A

¯x(t)

=

A

x

(t)

A

¯x(t)

≥ ;

η

π

x

(t), π

¯x

(t)

∂a

x

¯x(t)

dt

=

η

π

x

(t), π

¯x

(t)

–

¯x

(t)

dt

,

which is always negative since η(π

x

(t), π

¯x

(t))

≥ .

Following this idea, non-invex functions for which the right-hand part of the invexity

condition is negative become univex functions with the preservation of the same func-

tion η. The preservation of function η is important when we deal with several functionals

which have to be univex with respect to the same η.

Now, we prove the sufficiency of efficiency for the feasible solution x(

·) ∈ (

t

,t

) in

problem (MVP) at which the above necessary optimality conditions are fulfilled. In order

to prove this result, we use the concept of univexity defined above for a vectorial func-

tional.

Theorem .

Let x

(

·) ∈ (

t

,t

) be a feasible solution in the considered multitime multi-

objective variational problem

(MVP), and let the necessary optimality conditions ()-() be

satisfied at x

(

·). Further, assume that the following hypotheses are fulfilled:

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(a) F

i

(x(

·)), i = , . . . , r, is strictly univex at the point x(·) on (

t

,t

)

with respect to

F

i

,

η

and b

F

i

,

(b)

μ

α

j

(

·), g

j

(x(

·)), j = , . . . , m, is univex at the point x(·) on (

t

,t

)

with respect to

g

j

, η and b

g

j

,

(c)

ξ

α

l

(

·), h

l

(x(

·)), l = , . . . , k, is univex at the point x(·) on (

t

,t

)

with respect to

h

l

,

η

and b

h

l

,

(d) a < 

F

i

(a) < 

, i = , . . . , r, and

F

i

() = 

,

(e) a

 ⇒

g

j

(a)

, j = , . . . , m,

(f ) a

 ⇒

h

l

(a)

, l = , . . . , k,

(g) b

F

i

(x(

·), x(·)) > , i = , . . . , r; b

g

j

(x(

·), x(·)) , j = , . . . , m; b

h

l

(x(

·), x(·)) ,

l

= , . . . , k

.

Then x

(

·) is efficient in problem (MVP).

Proof

Suppose, contrary to the result, that x(

·) is not efficient in problem (MVP). Then

there exists

x(·) ∈ (

t

,t

) such that

F

x(·)

F

x

(

·)

.

Thus, for every i = , . . . , r,

F

i

x(·)

F

i

x

(

·)

,

()

but for at least one i

,

F

i

x(·)

< F

i

x

(

·)

.

()

Since hypotheses (a)-(e) are fulfilled, therefore, by Definition ., the following inequali-

ties

b

F

i

x

(

·), x(·)

F

i

F

i

x

(

·)

F

i

x

(

·)

>

γ

t,t

η

π

x

(t), π

x

(t)

,

f

i

α

x

π

x

(t)

+

D

γ

η

π

x

(t), π

x

(t)

,

f

i

α

x

γ

π

x

(t)

dt

α

,

()

and

b

g

j

x

(

·), x(·)

g

j

μ

α

j

(

·), g

j

x

(

·)

μ

α

j

(

·), g

j

x

(

·)

γ

t,t

η

π

x

(t), π

x

(t)

,

μ

α

j

(t),

g

j

x

π

x

(t)

+

D

γ

η

π

x

(t), π

x

(t)

,

μ

α

j

(t),

g

j

x

γ

π

x

(t)

dt

α

,

()

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and

b

h

l

x

(

·), x(·)

h

l

ξ

α

l

(

·), h

l

π

x

(

·)

ξ

α

l

(

·), h

l

π

x

(t)

γ

t,t

η

π

x

(t), π

x

(t)

,

ξ

α

l

(t),

h

l

x

π

x

(t)

+

D

γ

η

π

x

(t), π

x

(t)

,

ξ

α

l

(t),

h

α

l

x

γ

π

x

(t)

dt

α

()

are satisfied for all x(

·) ∈ (

t

,t

). Hence, they are also satisfied for x(

·) =x(·).

Using hypotheses (d) and (f ) together with () and (), we get, for every i = , . . . , r,

b

F

i

x(·), x(·)

F

i

F

i

x(·)

F

i

x

(

·)

()

but for at least one i

,

b

F

i

x(·), x(·)

F

i

F

i

x(·)

F

i

x

(

·)

< .

()

Combining relation () for x(

·) = ˜x(·) together with () and (), we obtain, for every

i

= , . . . , r,

γ

t,t

η

π

x

(t), π

x

(t)

,

f

i

α

x

π

x

(t)

+

D

γ

η

π

x

(t), π

x

(t)

,

f

i

α

x

γ

π

x

(t)

dt

α

< .

()

Multiplying each inequality above by λ

i

, i = , . . . , r, and then adding both sides of the

obtained inequalities, we get

γ

t,t

η

π

x

(t), π

x

(t)

,

λ

,

f

α

x

π

x

(t)

+

D

γ

η

π

x

(t), π

x

(t)

,

λ

,

f

α

x

γ

π

x

(t)

dt

α

< .

()

Using

x(·) ∈ (

t

,t

) together with the necessary optimality conditions () and (), we

get, for every j = , . . . , m,

μ

α

j

(t), g

j

π

x

(t)

μ

α

j

(t), g

j

π

x

(t)

.

By assumption, we have

g

j

μ

α

j

(t), g

j

π

x

(t)

μ

α

j

(t), g

j

π

x

(t)

.

Since b

g

j

(x(

·), x(·)) , j = , . . . , m, then

b

g

j

x(·), x(·)

g

j

μ

α

j

(

·), g

j

π

x

(

·)

μ

α

j

(

·), g

j

π

x

(

·)

.

()

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Combining () for x(

·) = ˜x(·) and (), we have, for every j = , . . . , m,

γ

t,t

η

π

x

(t), π

x

(t)

,

μ

α

j

(t),

g

j

x

π

x

(t)

+

D

γ

η

π

x

(t), π

x

(t)

,

μ

α

j

(t),

g

j

x

γ

π

x

(t)

dt

α

.

Adding both sides of the inequalities above, we obtain

γ

t,t

η

π

x

(t), π

x

(t)

,

μ

α

(t),

g

x

π

x

(t)

+

D

γ

η

π

x

(t), π

x

(t)

,

μ

α

(t),

g

x

γ

π

x

(t)

dt

α

.

()

Using

x(·) ∈ (

t

,t

) and x(

·) ∈ (

t

,t

) together with hypothesis (f ) and having in mind

that b

h

l

(x(

·), x(·)) , l = , . . . , k, we get

b

h

l

x(t), x(t)

h

l

ξ

α

j

(t), h

l

π

x

(t)

ξ

α

j

(t), h

l

π

x

(t)

.

()

Combining () with x(

·) = ˜x(·) and (), we have, for every l = , . . . , k,

γ

t,t

η

π

x

(t), π

x

(t)

,

ξ

α

l

(t),

h

l

x

π

x

(t)

+

D

γ

η

π

x

(t), π

x

(t)

,

ξ

α

l

(t),

h

α

l

x

γ

π

x

(t)

dt

α

.

Adding both sides of the inequalities above, we obtain

γ

t,t

η

π

x

(t), π

x

(t)

,

ξ

α

(t),

h

x

π

x

(t)

+

D

γ

η

π

x

(t), π

x

(t)

,

ξ

α

(t),

h

α

x

γ

π

x

(t)

dt

α

.

()

Adding both sides of inequalities (), (), (), we get

γ

t,t

η

π

x

(t), π

x

(t)

,

λ

,

f

α

x

π

x

(t)

+

μ

α

(t),

g

x

π

x

(t)

+

ξ

α

(t),

h

x

π

x

(t)

+

D

γ

η

π

x

(t), π

x

(t)

,

λ

,

f

α

x

γ

π

x

(t)

+

μ

α

(t),

g

x

γ

π

x

(t)

+

ξ

α

(t),

h

α

x

γ

π

x

(t)

dt

α

< .

()

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We denote

W

α

π

x

(t), λ, μ

α

(t), ξ

α

(t)

=

λ

,

f

α

x

π

x

(t)

+

μ

α

(t),

g

x

π

x

(t)

+

ξ

α

(t),

h

x

γ

π

x

(t)

.

()

Hence, () yields

γ

t,t

η

π

x

(t), π

x

(t)

,

W

x

π

x

(t), λ, μ

α

(t), ξ

α

(t)

+

D

γ

η

π

x

(t), π

x

(t)

,

W

x

γ

π

x

(t), λ, μ

α

(t), ξ

α

(t)

dt

α

< .

()

Using the following relation

D

γ

η

π

x

(t), π

x

(t)

,

W

x

γ

π

x

(t), λ, μ

α

(t), ξ

α

(t)

= D

γ

η

π

x

(t), π

x

(t)

,

W

x

γ

π

x

(t), λ, μ

α

(t), ξ

α

(t)

η

π

x

(t), π

x

(t)

, D

γ

W

x

γ

π

x

(t), λ, μ

α

(t), ξ

α

(t)

in inequality (), we get

γ

t,t

η

π

x

(t), π

x

(t)

,

W

x

α

π

x

(t), λ, μ

α

(t), ξ

α

(t)

+ D

γ

η

π

x

(t), π

x

(t)

,

W

x

γ

π

x

(t), λ, μ

α

(t), ξ

α

(t)

η

π

x

(t), π

x

(t)

, D

γ

W

x

γ

π

x

(t), λ, μ

α

(t), ξ

α

(t)

dt

α

< .

()

By Euler-Lagrange PDE (), it follows that

γ

t,t

D

γ

η

π

x

(t), π

x

(t)

,

W

x

γ

π

x

(t), λ, μ

α

(t), ξ

α

(t)

dt

α

< .

()

For α = , . . . , p, γ = , . . . , p, we denote

Q

γ
α

(t) =

η

π

x

(t), π

x

(t)

,

W

x

γ

π

x

(t), λ, μ

α

(t), ξ

α

(t)

,

()

and

I

=

γ

t,t

D

γ

Q

γ
α

(t) dt

α

.

()

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Combining (), () and (), we get

I

=

γ

t,t

D

γ

Q

γ
α

(t) dt

α

< .

()

According to Lemma ., it follows that there exists Q(t) with Q(t

) =  and Q(t

) =  such

that

D

γ

Q

γ
α

(t) = D

α

Q

(t).

()

Therefore, by () and (), we have

I

=

γ

t,t

D

α

Q

(t) dt

α

= Q(t

) – Q(t

) = ,

()

contradicting (). This means that x(

·) is efficient in problem (MVP), and this completes

the proof of the theorem.

Theorem .

Let x

(

·) ∈ (

t

,t

) be a feasible solution in the considered multitime mul-

tiobjective variational problem

(MVP), and let the necessary optimality conditions ()-()

be satisfied at x

(

·). Further, assume that hypotheses (a)-(g) in Theorem . are fulfilled.

If λ

> , then x(

·) is properly efficient in problem (MVP).

Proof

The proof follows in a manner similar to that of Theorem ..

4 Mond-Weir type duality

In this section, consider the vector of path-independent curvilinear functionals defined

by

F

y

(

·)

=

γ

t,t

f

α

π

y

(t)

dt

α

=

F

y

(

·)

, . . . , F

r

y

(

·)

,

and define the following multiobjective dual problem in the sense of Mond-Weir for the

considered multitime multiobjective variational problem (MVP):

min

F

y

(

·)

,

subject to

λ

,

f

α

x

π

y

(t)

+

μ

α

(t),

g

x

π

y

(t)

+

ξ

α

(t),

h

x

π

y

(t)

D

γ

λ

,

f

α

x

γ

π

y

(t)

+

μ

α

(t),

g

x

γ

π

y

(t)

+

ξ

α

(t),

h

x

γ

π

y

(t)

= ,

μ

α

(t), g(π

y

(t)

+

ξ

α

(t), h

π

y

(t)

, t

t

,t

, α = , . . . , p,

y

(t

) = y

,

y

(t

) = y

,

λ

≥ ,

λ, e = ,

μ

α

(t)

, t

t

,t

, α = , . . . , p,

(MWDP)

where e = (, . . . , )

∈ R

r

and y

γ

(t) =

y

t

γ

(t), γ = , . . . , p, are partial velocities.

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Let

MW

(

t

,t

) be the set of all feasible solutions (y(

·), y

γ

(

·), λ, μ(·), ξ(·)) in the Mond-

Weir type dual problem (MWDP), that is,

MW

(

t

,t

) =

y

(t), λ, μ(t), ξ (t)

: t

t

,t

, y(t)

C

(

t

,t

, M), λ

∈ R

r

,

μ

(t) :

t

,t

→ R

msp

, ξ (t) :

t

,t

→ R

msp

verifying the constraints of (MWDP)

.

Let Y =

{y(t) ∈ C

(

t

,t

, M) : (y(t), λ, μ(t), ξ (t))

MW

(

t

,t

)

}.

Theorem .

(Weak duality) Consider x(

·) to be a feasible solution of problem (MVP) and

(y(

·), λ, μ(·), ξ(·)) to be a feasible solution of problem (MWDP).

Suppose that the following conditions are satisfied

:

(a) F

i

(y(

·)), i = , . . . , r, is univex at y(·) on (

t

,t

)

Y with respect to

F

i

, η, and b

F

i

;

(b)

μ

α

(

·), g(π

y

(

·)) + ξ

α

(

·), h(π

y

(

·)) is univex at y(·) on (

t

,t

)

Y with respect to ,

η

, and b;

(c) a < 

F

i

(a) < 

, i = , . . . , r, and

F

i

() = 

;

(d) a

 ⇒ (a) ;

(e) b

F

i

(x(

·), y(·)) > , i = , . . . , r.

Then the inequality F

(x(

·)) < F(y(·)) is false.

Proof

Suppose F

i

(x(

·)) ≤ F

i

(y(

·)) for all i = , . . . , r. We obtain

F

i

F

i

x

(

·)

F

i

y

(

·)

< ,

i

= , . . . , r,

()

and using hypothesis (a) and Definition ., we get

b

F

i

x

(t), y(t)

F

i

F

i

x

(

·)

F

i

y

(

·)

>

γ

t,t

η

π

x

(t), π

y

(t)

,

f

i

α

x

π

y

(t)

+

D

γ

η

π

x

(t), π

y

(t)

,

f

i

α

x

γ

π

y

(t)

dt

α

.

()

We multiply () by λ

i

and make the sum from i =  to i = r, obtaining

r

i

=

λ

i

b

F

i

x

(t), y(t)

F

i

F

i

x

(

·)

F

i

y

(

·)

γ

t,t

η

π

x

(t), π

y

(t)

,

λ

,

f

α

x

π

y

(t)

+

D

γ

η

π

x

(t), π

y

(t)

,

λ

,

f

α

x

γ

π

y

(t)

dt

α

.

()

According to hypothesis (c), () and () imply

 >

γ

t,t

η

π

x

(t), π

y

(t)

,

λ

,

f

α

x

π

y

(t)

+

D

γ

η

π

x

(t), π

y

(t)

,

λ

,

f

α

x

γ

π

y

(t)

dt

α

.

()

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From the feasibility of x(

·) in the considered multitime multiobjective variational prob-

lem (MVP), it follows that

μ

α

(t), g

π

x

(t)

+

ξ

α

(t), h

π

x

(t)

,

()

while the feasibility of (y(

·), y

γ

(

·), λ, μ(·), ξ(·)) in the considered multitime multiobjective

variational problem (MWDP) gives

μ

α

(t), g

π

y

(t)

+

ξ

α

(t), h

π

y

(t)

.

()

Combining () and (), we obtain

μ

α

(t), g

π

x

(t)

+

ξ

α

(t), h

π

x

(t)

μ

α

(t), g

π

y

(t)

+

ξ

α

(t), h

π

y

(t)

.

()

According to hypothesis (d), () implies

μ

α

(t), g

π

x

(t)

+

ξ

α

(t), h

π

x

(t)

μ

α

(t), g

π

y

(t)

+

ξ

α

(t), h

π

y

(t)

.

But b(x(t), y(t))

, by consequence, the inequality above gives

b

x

(t), y(t)

μ

α

(t), g

π

x

(t)

+

ξ

α

(t), h

π

x

(t)

μ

α

(t), g

π

y

(t)

+

ξ

α

(t), h

π

y

(t)

.

()

Using hypothesis (b) together with Definition . and (), we get that the inequality

γ

t,t

η

π

x

(t), π

y

(t)

,

μ

α

(t),

g

y

π

y

(t)

+

ξ

α

(t),

h

y

π

y

(t)

+

D

γ

η

π

x

(t), π

y

(t)

,

μ

α

(t),

g

y

γ

π

y

(t)

+

ξ

α

(t),

h

α

y

γ

π

y

(t)

dt

α

()

holds. For each α = , . . . , p, we introduce

V

α

π

y

(t), λ, μ(t), ξ (t)

=

λ

, f

α

π

y

(t)

+

μ

α

(t), g

π

y

(t)

+

ξ

α

(t), h

π

y

(t)

.

()

Adding both sides of () and () and taking into account (), we obtain

γ

t,t

η

π

x

(t), π

y

(t)

,

V

α

y

π

y

(t), λ, μ(t), ξ (t)

+

D

γ

η

π

x

(t), π

y

(t)

,

V

α

y

γ

π

y

(t), λ, μ(t), ξ (t)

dt

α

< .

()

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Using the relation

D

γ

η

π

x

(t), π

y

(t)

,

V

α

y

γ

π

y

(t), λ, μ(t), ξ (t)

= D

γ

η

π

x

(t), π

y

(t)

,

V

α

y

γ

π

y

(t), λ, μ(t), ξ (t)

η

π

x

(t), π

y

(t)

, D

γ

V

α

y

γ

π

y

(t), λ, μ(t), ξ (t)

()

together with the constraints of (MWDP), we obtain from () that the inequality

γ

t,t

D

γ

η

π

x

(t), π

y

(t)

,

V

α

y

γ

π

y

(t), λ, μ(t), ξ (t)

dt

α

< 

()

holds. According to Lemma ., we obtain that the above integral is equal to , contradict-

ing (). This means that the inequality F(x(

·)) < F(y(·)) is false and completes the proof

of the theorem.

If we impose some stronger assumption on the objective function, then we can prove a

stronger result.

Theorem .

(Strong duality) Let x(

·) be a normal efficient solution of (MVP). Then there

exist a vector λ in

R

r

and smooth matrix functions μ

(t) = (μ

α

(t)) :

t

,t

→ R

msp

and

ξ

(t) = (ξ

α

(t)) :

t

,t

→ R

ksp

such that

(x(

·), λ, μ(·), ξ(·)) is feasible in the Mond-Weir mul-

titime multiobjective variational problem

(MWDP) and the objective functions of (MVP)

and

(MWDP) are equal at these points. If also all the hypotheses of Theorem . are satis-

fied

, and λ > , then (x(

·), λ, μ(·), ξ(·)) is a properly efficient solution in (MWDP).

Proof

Let x(

·) be a normal efficient solution in the considered multitime multiobjective

variational problem (MVP). Then, by Theorem ., there exist the vector λ

∈ R

r

and the

smooth matrix functions μ(t) = (μ

α

(t)) :

t

,t

→ R

msp

, ξ (t) = (ξ

α

(t)) :

t

,t

→ R

ksp

such

that conditions ()-() are fulfilled. Therefore, (x(

·), λ, μ(·), ξ(·)) is feasible in (MWDP).

Thus, by weak duality, it follows that (x(

·), λ, μ(·), ξ(·)) is an efficient solution in (MWDP).

We shall prove that (x(

·), λ, μ(·), ξ(·)) is a properly efficient solution in (MWDP) by

the method of contradiction. Suppose that (x(

·), λ, μ(·), ξ(·)) is not so. Then there exists

(

y(·),λ,

μ

(

·),ξ(·)) feasible in (MWDP) satisfying

γ

t,t

f

i

α

π

x

(t)

dt

α

>

γ

t,t

f

i

α

π

y

(t)

dt

α

for some i such that the following inequality

γ

t,t

f

i

α

π

x

(t)

dt

α

γ

t,t

f

i

α

π

y

(t)

dt

α

> M

γ

t,t

f

j

α

π

y

(t)

dt

α

γ

t,t

f

j

α

π

x

(t)

dt

α

()

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holds for every scalar M >  and for each j

= i satisfying

γ

t,t

f

j

α

π

y

(t)

dt

α

>

γ

t,t

f

j

α

π

x

(t)

dt

α

.

()

Assume that r

, and then we set

M

= (r – ) max

i

,j

λ

j

λ

i

,

i

= j, i, j = , . . . , r.

()

Combining () and (), we get that, for each j

= i,

γ

t,t

f

i

α

π

x

(t)

dt

α

γ

t,t

f

i

α

π

y

(t)

dt

α

> (r – ) max

i

,j

λ

j

λ

i

γ

t,t

f

j

α

π

y

(t)

dt

α

γ

t,t

f

j

α

π

x

(t)

dt

α

.

Thus, () gives

λ

i

r

– 

γ

t,t

f

i

α

π

x

(t)

dt

α

γ

t,t

f

i

α

π

y

(t)

dt

α

> λ

j

γ

t,t

f

j

α

π

y

(t)

dt

α

γ

t,t

f

j

α

π

x

(t)

dt

α

.

Adding both sides of the inequalities above with respect to j and taking into account that

j

= i, we obtain

λ

i

γ

t,t

f

i

α

π

x

(t)

dt

α

γ

t,t

f

i

α

π

y

(t)

dt

α

>

j

=i

λ

j

γ

t,t

f

j

α

π

y

(t)

dt

α

γ

t,t

f

j

α

π

x

(t)

dt

α

.

Thus, () implies that the following inequality

λ

i

γ

t,t

f

i

α

π

x

(t)

dt

α

+

j

=i

γ

t,t

f

j

α

π

y

(t)

dt

α

> λ

i

γ

t,t

f

i

α

π

y

(t)

dt

α

+

j

=i

λ

j

γ

t,t

f

j

α

π

y

(t)

dt

α

holds, which is a contradiction to the efficiency of x(

·) in problem (MVP). This means that

(x(

·), λ, μ(·), ξ(·)) is a properly efficient solution in problem (MWDP). Hence, the proof of

the theorem is complete.

Proposition .

Let

(y(

·), λ, μ(·), ξ(·)) be a feasible solution in problem (MWDP) with λ > 

and y

(

·) ∈ (

t

,t

). Assume that hypotheses (a)-(d) of Theorem . are satisfied and that

condition

(e) holds true for each x(

·) ∈ (

t

,t

).

Then y

(

·) is a properly efficient solution in the considered multitime multiobjective vari-

ational problem

(MVP).

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Proof

The efficiency of y(

·) in problem (MVP) follows from the weak duality theorem. The

proof of proper efficiency of y(

·) in (MVP) is similar to that of Theorem ..

Theorem .

Let

(y(

·), λ, μ(·), ξ(·)) be a properly efficient solution in problem (MWDP)

and y

(

·) ∈ (

t

,t

). Assume that hypotheses (a)-(d) of Theorem . are satisfied and that

condition

(e) holds true for each x(

·) ∈ (

t

,t

).

Then y

(

·) is a properly efficient solution in the considered multitime multiobjective vari-

ational problem

(MVP).

Proof

Proof follows directly from Proposition ..

5 Wolfe type duality

In this section, consider the functional

ϕ

y

(

·), μ(·), ξ(·)

=

γ

t,t

f

α

π

y

(t)

+

μ

α

(t), g

π

y

(t)

+

ξ

α

(t), h

π

y

(t)

e

dt

α

and the associated multitime multiobjective variational dual problem of (MVP) in the

sense of Wolfe, designated by (WDP):

min ϕ

y

(

·), μ(·), ξ(·)

subject to

λ

,

f

α

y

π

y

(t)

+

μ

α

(t),

g

y

π

y

(t)

+

ξ

α

(t),

h

y

π

y

(t)

D

γ

λ

,

f

α

y

γ

π

y

(t)

+

μ

α

(t),

g

y

γ

π

y

(t)

+

ξ

α

(t),

h

y

γ

π

y

(t)

= ,

t

t

,t

,

y

(t

) = y

,

y

(t

) = y

,

λ

≥ ,

λ, e = ,

μ

α

(t)

, t

t

,t

, α = , . . . , p,

(WDP)

where e = (, . . . , )

T

∈ R

r

and y

γ

(t) =

y

t

γ

(t), γ = , . . . , p, are partial velocities.

Let

W

(

t

,t

) be the set of all feasible solutions (y(

·), y

γ

(

·), λ, μ(·), ξ(·)) in the Wolfe type

dual problem (WDP), that is,

W

(

t

,t

) =

y

(t), λ, μ(t), ξ (t)

: t

t

,t

, y(t)

C

(

t

,t

, M), λ

∈ R

r

,

μ

(t) :

t

,t

→ R

msp

, ξ (t) :

t

,t

→ R

msp

verifying the constraints of (WDP)

.

Consider Y

W

=

{y(t) ∈ C

(

t

,t

, M) : (y(t), λ, μ(t), ξ (t))

W

(

t

,t

)

}.

Theorem .

(Weak duality) Let x(

·) and (y(·), λ, μ(·), ξ(·)) be feasible solutions in problem

(MVP) and its multitime multiobjective variational Wolfe dual problem (WDP), respec-

tively

. Suppose that the following hypotheses are satisfied:

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(a)

γ

t,t

{λ, f

α

(π

y

(t))

+ μ

α

(t), g(π

y

(t))

+ ξ

α

(t), h(π

y

(t))

} dt

α

is strictly univex at point

y

(

·) on (

t

,t

)

Y

W

with respect to

, η and b,

(b) a < 

(a) <  and () = ,

(c) b(x(

·), y(·)) > .

Then the inequality F

(x(

·)) ≤ ϕ(y(·), μ(·), ξ(·)) is false.

Proof

Let x(

·) and (y(·), y

γ

(

·), λ, μ(·), ξ(·)) be feasible solutions in the considered multitime

multiobjective variational problem (MVP) and the multitime variational Wolfe dual prob-

lem (WDP), respectively. Suppose, contrary to the result, that the inequality

F

x

(

·)

ϕ

y

(

·), μ(·), ξ(·)

()

holds. Thus, by the definition of ϕ, we have

F

i

x

(

·)

γ

t,t

f

i

α

π

y

(t)

+

μ

α

(t), g

π

y

(t)

+

ξ

α

(t), h

π

y

(t)

dt

α

()

for i = , . . . , r and

F

i

x

(

·)

<

γ

t,t

f

i

α

π

y

(t)

+

μ

α

(t), g

π

y

(t)

+

ξ

α

(t), h

π

y

(t)

dt

α

()

for some i

∈ {, . . . , r}.

Multiplying () by λ

i

, i = , . . . , r, and () by λ

i

, we obtain, respectively,

λ

i

F

i

x

(

·)

γ

t,t

λ

i

f

i

α

π

y

(t)

+ λ

i

μ

α

(t), g

π

y

(t)

+

ξ

α

(t), h

π

y

(t)

dt

α

()

for i = , . . . , r and

λ

i

F

i

x

(

·)

<

γ

t,t

λ

i

f

i

α

π

y

(t)

+ λ

i

μ

α

(t), g

π

y

(t)

+

ξ

α

(t), h

π

y

(t)

dt

α

()

for some i

∈ {, . . . , r}.

Using the feasibility of x(

·) in problem (MVP) together with the constraint of (WDP)

μ

α

(t)

, we get

μ

α

(t), g

π

x

(t)

+

ξ

α

(t), h

π

x

(t)

.

()

By (), () and (), it follows that

γ

t,t

λ

i

f

i

α

π

x

(t)

+ λ

i

μ

α

(t), g

π

x

(t)

+

ξ

α

(t), h

π

x

(t)

dt

α

γ

t,t

λ

i

f

i

α

π

y

(t)

+ λ

i

μ

α

(t), g

π

y

(t)

+

ξ

α

(t), h

π

y

(t)

dt

α

()

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for i = , . . . , r and

γ

t,t

λ

i

f

i

α

π

x

(t)

+ λ

i

μ

α

(t), g

π

x

(t)

+

ξ

α

(t), h

π

x

(t)

dt

α

<

γ

t,t

λ

i

f

α

π

y

(t)

+ λ

i

μ

α

(t), g

π

y

(t)

+

ξ

α

(t), h

π

y

(t)

dt

α

()

for some i

∈ {, . . . , r}.

Adding both sides of () and () and taking into account the constraint of (WDP)

λ, e = , we obtain

γ

t,t

λ

, f

α

π

x

(t)

+

μ

α

(t), g

π

x

(t)

+

ξ

α

(t), h

π

x

(t)

dt

α

<

γ

t,t

λ

, f

α

π

y

(t)

+

μ

α

(t), g

π

y

(t)

+

ξ

α

(t), h

π

y

(t)

dt

α

.

()

By hypotheses (b) and (c), () implies

b

x

(

·), y(·)

γ

t,t

λ

, f

α

π

x

(t)

+

μ

α

(t), g

π

x

(t)

+

ξ

α

(t), h

π

x

(t)

dt

α

γ

t,t

λ

, f

α

π

y

(t)

+

μ

α

(t), g

π

y

(t)

+

ξ

α

(t), h

π

y

(t)

dt

α

< .

()

By Definition ., it follows

γ

t,t

η

π

x

(t), π

y

(t)

,

λ

,

f

α

y

π

y

(t)

+

μ

α

(t),

g

y

π

y

(t)

+

ξ

α

(t),

h

y

π

y

(t)

+

D

γ

η

π

x

(t), π

y

(t)

,

λ

,

f

α

y

γ

π

y

(t)

+

μ

α

(t),

g

y

γ

π

y

(t)

+

ξ

α

(t),

h

α

y

γ

π

y

(t)

dt

α

< .

()

For each α = , . . . , p, we introduce

V

α

π

y

(t), λ, μ(t), ξ (t)

=

λ

, f

α

π

y

(t)

+

μ

α

(t), g

π

y

(t)

+

ξ

α

(t), h

π

y

(t)

.

()

Combining () and (), we obtain

γ

t,t

η

π

x

(t), π

y

(t)

,

V

α

y

π

y

(t), λ, μ(t), ξ (t)

+

D

γ

η

π

x

(t), π

y

(t)

,

V

α

y

γ

π

y

(t), λ, μ(t), ξ (t)

dt

α

< .

()

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The last part of the proof is similar to the proof of Theorem .. Thus, in a similar manner

as in the proof of Theorem ., that is, by Lemma . we get a contradiction. Hence, the

inequality F(x(

·)) < ϕ(y(·), λ, μ(·), ξ(·)) is false.

Theorem .

(Strong duality) Let x(

·) be a normal efficient solution of (MVP). Then there

exist the vector λ

∈ R

r

and the smooth matrix functions μ

(t) = (μ

α

(t)) :

t

,t

→ R

msp

and

ξ

(t) = (ξ

α

(t)) :

t

,t

→ R

ksp

such that

(x(

·), λ, μ(·), ξ(·)) is feasible in the Wolfe dual problem

(WDP) and the objective functions of (MVP) and (WDP) are equal at these points. If also

all the hypotheses of Theorem

. are satisfied, then (x(

·), λ, μ(·), ξ(·)) is a properly efficient

solution in

(WDP).

Proof

Proof is similar to the proof of Theorem ..

Proposition .

Let

(y(

·), λ, μ(·), ξ(·)) be feasible in the Wolfe multitime multiobjective

variational problem

(MWDP) and y(

·) ∈ (

t

,t

). Further, assume that the following hy-

potheses are satisfied

:

(a)

γ

t,t

{λ, f

α

(π

y

(t))

+ μ

α

(t), g(π

y

(t))

+ ξ

α

(t), h(π

y

(t))

} dt

α

is strictly univex at the

point y(

·) on (

t

,t

)

Y

W

with respect to

, η and b,

(b) a < 

(a) <  and () = ,

(c) b(x(

·), y(·)) > .

Then y

(

·) is a properly efficient solution in problem (MVP).

Theorem .

(Converse duality) Let (y(

·), λ, μ(·), ξ(·)) be a properly efficient solution in

the Wolfe dual problem

(WDP) and y(

·) ∈ (

t

,t

). Further, assume that the following hy-

potheses are satisfied

:

(a)

γ

t,t

{λ, f

α

(π

y

(t))

+ μ

α

(t), g(π

y

(t))

+ ξ

α

(t), h(π

y

(t))

} dt

α

is univex at the point y(

·)

on (

t

,t

)

Y

W

with respect to

, η and b,

(b) a < 

(a) <  and () = ,

(c) b(x(

·), y(·)) > .

Then y

(

·) is a properly efficient solution in the considered multitime multiobjective vari-

ational problem

(MVP).

6 Concluding remarks

In this research paper, a new class of nonconvex multitime variational problems has been

considered. We have defined the concept of univexity for a path-independent curvilinear

vector functional as a generalization of a vector-valued univex function. The so-called uni-

vex functions unify many various classes of generalized convex concepts in optimization

theory. Therefore, the sufficient optimality conditions for proper efficiency and several

duality theorems in the sense of Mond-Weir and in the sense of Wolfe, which have been

established in the paper, for a new class of nonconvex multitime multiobjective variational

problems extend adequate results already existing in optimization theory.

Competing interests
The authors declare that they have no competing interests.

Authors’ contributions
Both authors contributed equally and significantly in writing this article. Both authors read and approved the final
manuscript.

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Author details

1

Faculty of Applied Sciences, University ‘Politehnica’ of Bucharest, Splaiul Independen¸tei, No. 313, Bucharest, 060042,

Romania.

2

Faculty of Mathematics and Computer Science, University of Łód´z, Banacha 22, Łód´z, 90-238, Poland.

Received: 20 March 2014 Accepted: 31 July 2014 Published: 2 September 2014

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doi:10.1186/1029-242X-2014-333
Cite this article as: Pitea and Antczak: Proper efficiency and duality for a new class of nonconvex multitime
multiobjective variational problems. Journal of Inequalities and Applications 2014 2014:333.


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