On second-order Fritz John type optimality conditions in nonsmooth multiobjective programming

被引:49
作者
Gutierrez, C. [2 ]
Jimenez, B. [1 ]
Novo, V. [1 ]
机构
[1] Univ Nacl Educ Distancia, Dept Matemat Aplicada, ETSI Ind, E-28040 Madrid, Spain
[2] Univ Valladolid, Dept Matemat Aplicada, ETSI Informat, E-47011 Valladolid, Spain
关键词
Multiobjective optimization; Optimality conditions; Parabolic second order derivative; Lagrange multipliers; Second order Clarke subdifferential; DIFFERENTIABLE VECTOR OPTIMIZATION; TANGENT SETS; DIRECTIONAL-DERIVATIVES; MINIMIZATION PROBLEMS; BANACH-SPACES; CONSTRAINTS; 1ST;
D O I
10.1007/s10107-009-0318-1
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
We study a multiobjective optimization program with a feasible set defined by equality constraints and a generalized inequality constraint. We suppose that the functions involved are Fr,chet differentiable and their Fr,chet derivatives are continuous or stable at the point considered. We provide necessary second order optimality conditions and also sufficient conditions via a Fritz John type Lagrange multiplier rule and a set-valued second order directional derivative, in such a way that our sufficient conditions are close to the necessary conditions. Some consequences are obtained for parabolic directionally differentiable functions and C (1,1) functions, in this last case, expressed by means of the second order Clarke subdifferential. Some illustrative examples are also given.
引用
收藏
页码:199 / 223
页数:25
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