Second-order optimality conditions in multiobjective optimization problems

被引:70
作者
Aghezzaf, B [1 ]
Hachimi, M [1 ]
机构
[1] Univ Hassan II, Fac Sci Ain Chock, Dept Math & Informat, Casablanca, Morocco
关键词
multiobjective optimization; efficient solutions; constraint qualifications; second-order tangent sets; second-order necessary and sufficient conditions;
D O I
10.1023/A:1021834210437
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 [运筹学与控制论]; 12 [管理学]; 1201 [管理科学与工程]; 1202 [工商管理学]; 120202 [企业管理];
摘要
In this paper, we develop second-order necessary and sufficient optimality conditions for multiobjective optimization problems with both equality and inequality constraints. First, we generalize the Lin fundamental theorem (Ref. 1) to second-order tangent sets; then, based on the above generalized theorem, we derive second-order necessary and sufficient conditions for efficiency.
引用
收藏
页码:37 / 50
页数:14
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