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: | Castellani Marco, Bigi Giancarlo |
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.