On necessary conditions for efficiency in directionally differentiable optimization problems
AbstractThis 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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Bibliographic InfoPaper provided by Université Panthéon-Sorbonne (Paris 1) in its series Cahiers de la Maison des Sciences Economiques with number b06064.
Length: 16 pages
Date of creation: Oct 2006
Date of revision:
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Directionally differentiable functions; Kuhn-Tucker necessary conditions; Lagrange multipliers; theorem of the alternative.;
Other versions of this item:
- Manh-Hung Nguyen & Do Van Luu, 2008. "On Necessary Conditions For Efficiency In Directionally Differentiable Optimization Problems," THEMA Working Papers 2008-09, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Manh-Hung Nguyen & Do Van Luu, 2006. "On necessary conditions for efficiency in directionally differentiable optimization problems," UniversitÃ© Paris1 PanthÃ©on-Sorbonne (Post-Print and Working Papers) halshs-00118977, HAL.
- NEP-ALL-2006-11-25 (All new papers)
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- Luu, Do Van & Nguyen, Manh-Hung, 1990. "On necessary conditions for efficiency in directionally differentiable multiobjective optimization problems," Open Access publications from University of Toulouse 1 Capitole http://neeo.univ-tlse1.fr, University of Toulouse 1 Capitole.
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