First and second order sufficient conditions for strict minimality in multiobjective programming

被引:21
作者
Jiménez, B [1 ]
Novo, V [1 ]
机构
[1] Univ Nacl Educ Distancia, Dept Math Appl, Madrid 28080, Spain
关键词
multiobjective programming; strict local Pareto minimum; first and second order sufficient optimality conditions; support function;
D O I
10.1081/NFA-120006695
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this paper, first and second order sufficient conditions are established for strict local Pareto minima of orders 1 and 2 to multiobjective optimization problems with an arbitrary feasible set and a twice differentiable objective function are provided. For this aim, the concept of support function to a multiobjective problem is introduced, so that the scalar case in particular is contained. The obtained results generalize the classical ones of this case. Furthermore, particularizing to a feasible set defined by equality and inequality constraints, first and second order optimality conditions in primal form as well as dual form (by means of a Lagrange multiplier rule) are obtained.
引用
收藏
页码:303 / 322
页数:20
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