Optimality conditions in differentiable vector optimization via second-order tangent sets

Optimality conditions in differentiable vector optimization via second-order tangent sets 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 Fréchet 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. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Applied Mathematics and Optimization Springer Journals

Optimality conditions in differentiable vector optimization via second-order tangent sets

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Publisher
Springer-Verlag
Copyright
Copyright © 2004 by Springer-Verlag
Subject
Mathematics; Systems Theory, Control; Calculus of Variations and Optimal Control; Optimization; Mathematical and Computational Physics; Mathematical Methods in Physics; Numerical and Computational Methods
ISSN
0095-4616
eISSN
1432-0606
D.O.I.
10.1007/BF02638148
Publisher site
See Article on Publisher Site

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