Second order optimality conditions for differentiable multiobjective problems

Second order optimality conditions for differentiable multiobjective problems

0.00 Avg rating0 Votes
Article ID: iaor20127443
Volume: 34
Issue: 4
Start Page Number: 411
End Page Number: 426
Publication Date: Oct 2000
Journal: RAIRO - Operations Research
Authors: ,
Keywords: programming: multiple criteria
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.

Reviews

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 Your email address will not be published.