LOCALLY LIPSCHITZ VECTOR OPTIMIZATION WITH INEQUALITY AND EQUALITY CONSTRAINTS

被引:4
|
作者
Ginchev, Ivan [1 ]
Guerraggio, Angelo [1 ]
Rocca, Matteo [1 ]
机构
[1] Univ Insubria, Dept Econ, I-21100 Varese, Italy
关键词
vector optimization; locally Lipschitz optimization; Dini derivatives; optimality conditions; OPTIMALITY CONDITIONS; 2ND-ORDER CONDITIONS;
D O I
10.1007/s10492-010-0003-y
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
The present paper studies the following constrained vector optimization problem: min(C) f(x), g(x) is an element of -K, h(x) = 0, where f : R(n) -> R(m), g : R(n) -> R(p) are locally Lipschitz functions, h: R(n) -> R(q) is C(1) function, and C subset of R(m) and K subset of R(p) are closed convex cones. Two types of solutions are important for the consideration, namely w-minimizers (weakly efficient points) and i-minimizers (isolated minimizers of order 1). In terms of the Dini directional derivative first-order necessary conditions for a point x(0) to be a w-minimizer and first-order sufficient conditions for x(0) to be an i-minimizer are obtained. Their effectiveness is illustrated on an example. A comparison with some known results is done.
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页码:77 / 88
页数:12
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