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: | Novo V., Jimnez B. |
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.