Second order necessary conditions in set constrained differentiable vector optimization

Second order necessary conditions in set constrained differentiable vector optimization

0.00 Avg rating0 Votes
Article ID: iaor20051130
Country: Germany
Volume: 58
Issue: 2
Start Page Number: 299
End Page Number: 317
Publication Date: Jan 2003
Journal: Mathematical Methods of Operations Research (Heidelberg)
Authors: ,
Abstract:

We state second order necessary optimality conditions for a vector optimization problem with an arbitrary feasible set and an order in the final space given by a pointed convex cone with nonempty interior. We establish, in finite-dimensional spaces, second order optimality conditions in dual form by means of Lagrange multipliers rules when the feasible set is defined by a function constrained to a set with convex tangent cone. To pass from general conditions to Lagrange multipliers rules, a generalized Motzkin alternative theorem is provided. All the involved functions are assumed to be twice Fréchet differentiable.

Reviews

Required fields are marked *. Your email address will not be published.