Nonsmooth Optimization over the (weakly or Properly) Pareto Set of a Linear-quadratic Multi-objective Control Problem : Explicit Optimality Conditions

Abstract

We present explicit optimality conditions for a nonsmooth functional defined over the (properly or weakly) Pareto set associated with a multiobjective linear-quadratic control problem. This problem is very difficult even in a finite dimensional setting , i.e. when, instead of a control problem, we deal with a mathematical programming problem. Amongst… (More)

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Cite this paper

@inproceedings{Bonnel2011NonsmoothOO, title={Nonsmooth Optimization over the (weakly or Properly) Pareto Set of a Linear-quadratic Multi-objective Control Problem : Explicit Optimality Conditions}, author={Henri Bonnel and Ngoc Pham}, year={2011} }