Published March 2004 | Version v1
Journal article

Optimality Conditions in Differentiable Vector Optimization via Second-Order Tangent Sets

  • 1. Departamento de Economia e Historia Economica, Facultad de Economia y Empresa, Universidad deSalamanca, Campus Miguel de Unamuno, s/n, 37007 Salamanca (Spain)
  • 2. Departamento de Matematica Aplicada, E.T.S.I. Industriales, UNED, c/ Juan del Rosal 12, Apartado 60149, 28080 Madrid (Spain)

Description

We provide second-order necessary and sufficient conditions for a point to be an efficient element of a set with respect to a cone in a normed space, so that there is only a small gap between necessary and sufficient conditions. To this aim, we use the common second-order tangent set and the asymptotic second-order cone utilized by Penot. As an application we establish second-order necessary conditions for a point to be a solution of a vector optimization problem with an arbitrary feasible set and a twice Frechet differentiable objective function between two normed spaces. We also establish second-order sufficient conditions when the initial space is finite-dimensional so that there is no gap with necessary conditions. Lagrange multiplier rules are also given

Additional details

Identifiers

Publishing Information

Journal Title
Applied Mathematics and Optimization
Journal Volume
49
Journal Issue
2
Journal Page Range
p. 123-144
ISSN
0095-4616

INIS

Country of Publication
United States
Country of Input or Organization
International Atomic Energy Agency (IAEA)
INIS RN
39081530
Subject category
S71: CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSICS;
Descriptors DEI
ASYMPTOTIC SOLUTIONS; CONES; FUNCTIONS; MATHEMATICAL SPACE; OPTIMIZATION; VECTORS
Descriptors DEC
MATHEMATICAL SOLUTIONS; SPACE; TENSORS

Optional Information

Copyright
Copyright (c) 2004 Springer-Verlag
Notes
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