Second-order efficiency conditions and sensitivity of efficient points

被引：14
|
作者：
Bolintineanu, S [1 ]
El Maghri, M [1 ]
机构：
[1] Univ Perpignan, Lab Anal Nonlineaire & Optimisat, F-66025 Perpignan, France
来源：
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 1998年 / 98卷 / 03期
关键词：
vector optimization; multicriteria optimization; multiobjective programming; efficiency; weak efficiency; proper efficiency; post-Pareto analysis; efficiency conditions; sensitivity analysis;
D O I：
10.1023/A:1022619928631
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：
The paper deals with necessary and sufficient efficiency conditions of first and second order in vector differential optimization in Banach spaces. The conditions presented ensure the Frechet sensitivity of efficient (Pareto) points for a perturbed problem. In finite dimension, weaker conditions ensure the Lipschitz sensitivity and existence of directional derivatives of perturbed efficient points.
引用
收藏
页码：569 / 592
页数：24
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