Second-Order Optimality Conditions for Multiobjective Optimization Whose Order Induced by Second-Order Cone

被引:1
|
作者
Zhang, Li-Wei [1 ]
Zhang, Ji-Hong [1 ]
Zhang, Yu-Le [1 ]
机构
[1] Dalian Univ Technol, Sch Math Sci, Dalian 116024, Liaoning, Peoples R China
基金
中国国家自然科学基金;
关键词
Second-order cone-induced multiobjective optimization; Optimality conditions; Polyhedral cone; Second-order cone; Semi-definite cone;
D O I
10.1007/s40305-018-0201-y
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
This paper is devoted to developing first-order necessary, second-order necessary, and second-order sufficient optimality conditions for a multiobjective optimization problem whose order is induced by a finite product of second-order cones (here named as Q-multiobjective optimization problem). For an abstract-constrained Q-multiobjective optimization problem, we derive two basic necessary optimality theorems for weak efficient solutions and a second-order sufficient optimality theorem for efficient solutions. For Q-multiobjective optimization problem with explicit constraints, we demonstrate first-order and second-order necessary optimality conditions under Robinson constraint qualification as well as second-order sufficient optimality conditions under upper second-order regularity for the explicit constraints. As applications, we obtain optimality conditions for polyhedral conic, second-order conic, and semi-definite conic Q-multiobjective optimization problems.
引用
收藏
页码:267 / 288
页数:22
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