Necessary and sufficient second order optimality conditions for multiobjective problems with C1 data

被引:5
作者
Santos, L. B. [1 ]
Osuna-Gomez, R. [2 ]
Hernandez-Jimenez, B. [3 ]
Rojas-Medar, M. A. [4 ]
机构
[1] Univ Fed Parana, Ctr Politecn, Dpto Matemat, BR-81531980 Curitiba, Parana, Brazil
[2] Univ Seville, Fac Matemat, Dept Estat & Invest Operat, E-41012 Seville, Spain
[3] Univ Pablo de Olavide, Area Estat & Invest Operat, Dept Econ Metodos Cuantitat & Ha Econ, Seville 41013, Spain
[4] Univ Bio Bio, Fac Ciencias, Dpto Ciencias Basicas, Grp Matemat Aplicada, Chillan, Chile
关键词
Multiple objective programming; Generalized convexity; Optimality conditions; GENERALIZED CONVEXITY;
D O I
10.1016/j.na.2013.02.020
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this paper, we obtain necessary and sufficient second order optimality conditions for multiobjective problems using second order directional derivatives. We propose the notion of second order KT-pseudoinvex problems and we prove that this class of problems has the following property: a problem is second order KT-pseudoinvex if and only if all its points that satisfy the second order necessary optimality condition are weakly efficient. Also we obtain second order sufficient conditions for efficiency. (C) 2013 Elsevier Ltd. All rights reserved.
引用
收藏
页码:192 / 203
页数:12
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