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Second-Order Optimality Conditions in Multiobjective Optimization Problems

Author

Listed:
  • B. Aghezzaf

    (Université Hassan II)

  • M. Hachimi

    (Université Hassan II)

Abstract

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.

Suggested Citation

  • B. Aghezzaf & M. Hachimi, 1999. "Second-Order Optimality Conditions in Multiobjective Optimization Problems," Journal of Optimization Theory and Applications, Springer, vol. 102(1), pages 37-50, July.
  • Handle: RePEc:spr:joptap:v:102:y:1999:i:1:d:10.1023_a:1021834210437
    DOI: 10.1023/A:1021834210437
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    Citations

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    Cited by:

    1. Yi-Hong Xu & Zhen-Hua Peng, 2018. "Second-Order M-Composed Tangent Derivative and Its Applications," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 35(05), pages 1-20, October.
    2. C. Gutiérrez & B. Jiménez & V. Novo, 2009. "New Second-Order Directional Derivative and Optimality Conditions in Scalar and Vector Optimization," Journal of Optimization Theory and Applications, Springer, vol. 142(1), pages 85-106, July.
    3. María C. Maciel & Sandra A. Santos & Graciela N. Sottosanto, 2011. "On Second-Order Optimality Conditions for Vector Optimization," Journal of Optimization Theory and Applications, Springer, vol. 149(2), pages 332-351, May.
    4. Ning E. & Wen Song & Yu Zhang, 2012. "Second order sufficient optimality conditions in vector optimization," Journal of Global Optimization, Springer, vol. 54(3), pages 537-549, November.
    5. Giorgio Giorgi, 2019. "Notes on Constraint Qualifications for Second-Order Optimality Conditions," Journal of Mathematics Research, Canadian Center of Science and Education, vol. 11(5), pages 16-32, October.
    6. Giorgio, 2019. "On Second-Order Optimality Conditions in Smooth Nonlinear Programming Problems," DEM Working Papers Series 171, University of Pavia, Department of Economics and Management.
    7. Giancarlo Bigi, 2006. "On sufficient second order optimality conditions in multiobjective optimization," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 63(1), pages 77-85, February.
    8. A. Guerraggio & D.T. Luc, 2003. "Optimality Conditions for C 1,1 Constrained Multiobjective Problems," Journal of Optimization Theory and Applications, Springer, vol. 116(1), pages 117-129, January.
    9. Do Van Luu, 2018. "Second-order necessary efficiency conditions for nonsmooth vector equilibrium problems," Journal of Global Optimization, Springer, vol. 70(2), pages 437-453, February.
    10. B. Aghezzaf & M. Hachimi, 2001. "On a Gap between Multiobjective Optimization and Scalar Optimization," Journal of Optimization Theory and Applications, Springer, vol. 109(2), pages 431-435, May.
    11. Vsevolod I. Ivanov, 2015. "Second-Order Optimality Conditions for Vector Problems with Continuously Fréchet Differentiable Data and Second-Order Constraint Qualifications," Journal of Optimization Theory and Applications, Springer, vol. 166(3), pages 777-790, September.
    12. S. J. Li & K. L. Teo & X. Q. Yang, 2008. "Higher-Order Optimality Conditions for Set-Valued Optimization," Journal of Optimization Theory and Applications, Springer, vol. 137(3), pages 533-553, June.
    13. S. Dempe & N. Gadhi, 2010. "Second order optimality conditions for bilevel set optimization problems," Journal of Global Optimization, Springer, vol. 47(2), pages 233-245, June.
    14. A. Guerraggio & D. T. Luc, 2001. "Optimality Conditions for C1,1 Vector Optimization Problems," Journal of Optimization Theory and Applications, Springer, vol. 109(3), pages 615-629, June.
    15. M. Hachimi & B. Aghezzaf, 2007. "New Results on Second-Order Optimality Conditions in Vector Optimization Problems," Journal of Optimization Theory and Applications, Springer, vol. 135(1), pages 117-133, October.

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