Second order optimality conditions for differentiable multiobjective problems

Second order optimality conditions for differentiable multiobjective problems

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Article ID: iaor20052816
Country: France
Volume: 34
Issue: 4
Start Page Number: 411
End Page Number: 426
Publication Date: Oct 2000
Journal: RAIRO Operations Research
Authors: ,
Abstract:

A second order optimality condition for multiobjective optimization with a set constraint is developed; this condition is expressed as the impossibility of nonhomogeneous linear systems. When the constraint is given in terms of inequalities and equalities, it can be turned into a John type multipliers rule, using a nonhomogeneous Motzkin Theorem of the Alternative. Adding weak second order regularity assumptions, Karush, Kuhn–Tucker type conditions are therefore deduced.

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