| Article ID: | iaor20127443 |
| 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 |
| Keywords: | programming: multiple criteria |
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.