First and second-order optimality conditions for nonsmooth vector optimization using set-valued directional derivatives

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摘要

We investigate a nonsmooth vector optimization problem with a feasible set defined by a generalized inequality constraint, an equality constraint and a set constraint. Both necessary and sufficient optimality conditions of first and second-order for weak solutions and firm solutions are established in terms of Fritz-John–Lagrange multiplier rules using set-valued directional derivatives and tangent cones and second-order tangent sets. We impose steadiness and strict differentiability for first and second-order necessary conditions, respectively; stability and l-stability for first and second-order sufficient conditions, respectively. The obtained results improve or include some recent known ones. Several illustrative examples are also provided.

论文关键词:Nonsmooth vector optimization,Optimality condition,Weak solution,Firm solution,Set-valued directional derivative

论文评审过程:Available online 6 December 2014.

论文官网地址:https://doi.org/10.1016/j.amc.2014.11.061