Second-order KKT optimality conditions for multiobjective discrete optimal control problems

被引：9
|
作者：
Toan, Nguyen Thi [1 ]
Thuy, Le Quang [1 ]
Van Tuyen, Nguyen [2 ,3 ]
Xiao, Yi-Bin [2 ]
机构：
[1] Hanoi Univ Sci & Technol, Sch Appl Math & Informat, Hanoi, Vietnam
[2] Univ Elect Sci & Technol China, Sch Math Sci, Chengdu, Sichuan, Peoples R China
[3] Hanoi Pedag Univ 2, Dept Math, Phuc Yen, Vinh Phuc, Vietnam
来源：
JOURNAL OF GLOBAL OPTIMIZATION | 2021年 / 79卷 / 01期
基金：
中国国家自然科学基金;
关键词：
Second-order necessary optimality condition; Second-order sufficient optimality condition; No-gap second-order optimality condition; Multi-objective discrete optimal control problem; Mixed constraint; VECTOR OPTIMIZATION; PARETO OPTIMALITY; STABILITY; REGULARITY;
D O I：
10.1007/s10898-020-00935-7
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
This paper deals with second-order necessary and sufficient optimality conditions of Karush-Kuhn-Tucker-type for local optimal solutions in the sense of Pareto to a class of multi-objective discrete optimal control problems with nonconvex cost functions and state-control constraints. By establishing an abstract result on second-order optimality conditions for a multi-objective mathematical programming problem, we derive second-order necessary and sufficient optimality conditions for a multi-objective discrete optimal control problem. Using a common critical cone for both the second-order necessary and sufficient optimality conditions, we obtain "no-gap" between second-order optimality conditions.
引用
收藏
页码：203 / 231
页数：29
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