Abstract
In this paper, we establish a necessary optimality condition for a nondifferentiable vector extremum problem which involves a generalized vector-valued Lagrangian function. Such a condition is stated for a wide class of functions, which embraces the differentiable ones and a subclass of locally Lipschitzian functions. The condition embodies the classic theorem of F. John in multiobjective optimization.
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Communicated by F. Giannessi
This research was partially supported by the Ministry of Public Education, Rome, Italy.
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Martein, L. Lagrange multipliers and generalized differentiable functions in vector extremum problems. J Optim Theory Appl 63, 281–297 (1989). https://doi.org/10.1007/BF00939578
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DOI: https://doi.org/10.1007/BF00939578