Applications of Mathematics

, Volume 51, Issue 1, pp 5–36

From Scalar to Vector Optimization

Authors

  • Ivan Ginchev
    • Department of MathematicsTechnical University of Varna
  • Angelo Guerraggio
    • Department of EconomicsUniversity of Insubria
  • Matteo Rocca
    • Department of EconomicsUniversity of Insubria
Article

DOI: 10.1007/s10492-006-0002-1

Cite this article as:
Ginchev, I., Guerraggio, A. & Rocca, M. Appl Math (2006) 51: 5. doi:10.1007/s10492-006-0002-1

Abstract

Initially, second-order necessary optimality conditions and sufficient optimality conditions in terms of Hadamard type derivatives for the unconstrained scalar optimization problem ϕ(x) → min, x ∈ ℝm, are given. These conditions work with arbitrary functions ϕ: ℝm → ℝ, but they show inconsistency with the classical derivatives. This is a base to pose the question whether the formulated optimality conditions remain true when the “inconsistent” Hadamard derivatives are replaced with the “consistent” Dini derivatives. It is shown that the answer is affirmative if ϕ is of class \(\mathcal{C}^{1,1}\) (i.e., differentiable with locally Lipschitz derivative).

Further, considering \(\mathcal{C}^{1,1}\) functions, the discussion is raised to unconstrained vector optimization problems. Using the so called “oriented distance” from a point to a set, we generalize to an arbitrary ordering cone some second-order necessary conditions and sufficient conditions given by Liu, Neittaanmaki, Krizek for a polyhedral cone. Furthermore, we show that the conditions obtained are sufficient not only for efficiency but also for strict efficiency.

Keywords

scalar and vector optimization\(\mathcal{C}^{1,1}\) functionsHadamard and Dini derivativessecond-order optimality conditionsLagrange multipliers
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Copyright information

© Mathematical Institute, Academy of Sciences of Czech Republic 2006