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On necessary conditions for efficiency in directionally differentiable optimization problems

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Author Info
Manh-Hung Nguyen () (Centre d'Economie de la Sorbonne)
Do Van Luu () (Hanoi Institute of Mathematics)

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Abstract

This paper deals with multiobjective programming problems with inequality, equality and set constraints involving Dini or Hadamard differentiable functions. A theorem of the alternative of Tucker type is established, and from which Kuhn-Tucker necessary conditions for local Pareto minima with positive Lagrange multipliers associated with all the components of objective functions are derived.

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File URL: ftp://mse.univ-paris1.fr/pub/mse/cahiers2006/B06064.pdf
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Publisher Info
Paper provided by Université Panthéon-Sorbonne (Paris 1) in its series Cahiers de la Maison des Sciences Economiques with number b06064.

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Length: 16 pages
Date of creation: Oct 2006
Date of revision:
Handle: RePEc:mse:wpsorb:b06064

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Related research
Keywords: Directionally differentiable functions; Kuhn-Tucker necessary conditions; Lagrange multipliers; theorem of the alternative.;

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