Second order necessary conditions in set constrained differentiable vector optimization

被引:62
|
作者
Jiménez, B
Novo, V
机构
[1] Univ Salamanca, Fac Econ & Empresa, Dept Econ & Hist Econ, Salamanca 37007, Spain
[2] Univ Nacl Educ Distancia, ETSII, Dept Matemat Aplicada, Madrid 28080, Spain
关键词
multiobjective problems; second order necessary conditions for efficiency; Lagrange multipliers; second order tangent set;
D O I
10.1007/s001860300283
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
We state second order necessary optimality conditions for a vector optimization problem with an arbitrary feasible set and an order in the final space given by a pointed convex cone with nonempty interior. We establish, in finite-dimensional spaces, second order optimality conditions in dual form by means of Lagrange multipliers rules when the feasible set is defined by a function constrained to a set with convex tangent cone. To pass from general conditions to Lagrange multipliers rules, a generalized Motzkin alternative theorem is provided. All the involved functions are assumed to be twice Frechet differentiable.
引用
收藏
页码:299 / 317
页数:19
相关论文
共 50 条