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Second-Order Conditions in C 1,1 Vector Optimization with Inequality and Equality Constraints

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Part of the book series: Lecture Notes in Economics and Mathematical Systems ((LNE,volume 563))

Summary

The present paper studies the following constrained vector optimization problem: minC f (x), g(x) ∈ −K, h(x) = 0, where f : ℝn → ℝm g : ℝn → ℝp are C 1,1 functions, h : ℝn → ℝq is C 2 function, and C ⊂ ℝm and K ⊂ ℝp are closed convex cones with nonempty interiors. Two type of solutions are important for the consideration, namely w-minimizers (weakly efficient points) and i-minimizers (isolated minimizers). In terms of the second-order Dini directional derivative second-order necessary conditions a point x 0 to be a w-minimizer and second-order sufficient conditions x 0 to be an i-minimizes of order two are formulated and proved. The effectiveness of the obtained conditions is shown on examples.

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Ginchev, I., Guerraggio, A., Rocca, M. (2006). Second-Order Conditions in C 1,1 Vector Optimization with Inequality and Equality Constraints. In: Seeger, A. (eds) Recent Advances in Optimization. Lecture Notes in Economics and Mathematical Systems, vol 563. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-28258-0_3

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