Necessary conditions for weak efficiency for nonsmooth degenerate multiobjective optimization problems (Q2274874)
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English | Necessary conditions for weak efficiency for nonsmooth degenerate multiobjective optimization problems |
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Necessary conditions for weak efficiency for nonsmooth degenerate multiobjective optimization problems (English)
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1 October 2019
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This paper presents first- and second-order primal necessary conditions for a locally Lipschitz multi-objective problem with inequality constraints and with an arbitrary set constraint (problem \(P\)), and primal necessary conditions for the case when the set constraint is a degenerate equality constraint (problem \(P_1\)). After a detailed introduction, the necessary preliminaries are given in Section 2. The main results are given in Sections 3--5. Section 3 gives a description of the second-order tangent cone in the Pavel-Ursescu sense to the null-set of a degenerate function (Theorem 1). First, Section 4 presents primal first- and second-order necessary optimality conditions for a local weak minimum for the problems \(P\) and \(P_1\) under consideration (Theorems 2--4). Then, in Section 5, a dual Fritz-John-type second-order necessary condition for a local weak minimum for problem \(P_1\) is given. A constraint qualification is introduced so that the dual necessary conditions turn out to be of Kuhn-Tucker type. Some examples and remarks illustrate the results obtained. The results in this paper might be useful for finding global efficient solutions of multi-objective optimization problems.
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multi-objective optimization
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locally Lipschitz optimization problems
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tangent cone
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Karush-Kuhn-Tucker dual necessary optimality conditions
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