On second-order Fritz John type optimality conditions in nonsmooth multiobjective programming (Q849324): Difference between revisions

The following constrained multiobjective programming problem is considered: \[ f(x)\mapsto\min_D\quad\text{subject to } x\in M\equiv g^{-1}(K)\cap h^{-1}(0), \] where \(D\subset \mathbb{R}^p\) is closed convex and pointed cone with nonempty interior and \(K\subset\mathbb{R}^m\) is convex set with nonempty interior. The partial order \(\leq_D\) in \(\mathbb{R}^p\) is defined by \(D\) in the usual way: \(y^1\leq_D y^2\Leftrightarrow (y^2- y^1)\in D\). The minimization \(\min_D\) is understood with respect to this partial order. The functions involved are supposed to be Fréchet differentiable. The authors provide necessary second-order optimality conditions for this problem. Further, using a Fritz John type Lagrange multiplier rule and a set-valued second-order directional derivative, sufficient optimality conditions are derived. Consequences for some special cases are obtained. Examples illustrating the theoretical results are presented.