First order optimality conditions in vector optimization involving stable functions

被引:54
作者
Jimenez, B. [1 ]
Novo, V. [1 ]
机构
[1] Univ Nacl Educ Distancia, Dept Matemat Aplicada, ETSI Ind, E-28040 Madrid, Spain
关键词
vector optimization; optimality conditions; contingent derivative; Lagrange multipliers; strict efficiency; stable function;
D O I
10.1080/02331930601120516
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
We study a nonsmooth vector optimization problem with an arbitrary feasible set or a feasible set defined by a generalized inequality constraint and an equality constraint. We assume that the involved functions are nondifferentiable. First, we provide some calculus rules for the contingent derivative in which the stability (a local Lipschitz property at a point) of the functions plays a crucial role. Second, another calculus rules are established for steady functions. Third, necessary optimality conditions are stated using tangent cones to the feasible set and the contingent derivative of the objective function. Finally, some necessary and sufficient conditions are presented through Lagrange multiplier rules.
引用
收藏
页码:449 / 471
页数:23
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