Optimality Conditions in Differentiable Vector Optimization via Second-Order Tangent Sets
Creators
- 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
- www.springer-ny.com