Locally Lipschitz vector optimization problems: second-order constraint qualifications, regularity condition and KKT necessary optimality conditions (Q2174931)
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English | Locally Lipschitz vector optimization problems: second-order constraint qualifications, regularity condition and KKT necessary optimality conditions |
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Locally Lipschitz vector optimization problems: second-order constraint qualifications, regularity condition and KKT necessary optimality conditions (English)
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27 April 2020
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The authors establish new second-order KKT necessary conditions applicable to vector optimization problems in which the functions and/or the constraints are just locally Lipschitz at the reference point. They utilize in their analysis second-order upper generalized directional derivatives and second-order tangent sets to introduce new second-order constraint qualifications of Zangwill type, Abadie type and Mangasarian-Fromovitz type as well as a regularity condition of Abadie type. Moreover, the authors establish the relationship between these new second-order conditions. They use the new theory to obtain second order necessary optimality conditions of KKT-type for a local (weak, Geoffrion properly) efficient solution. Examples of vector optimization problems in which the data is locally Lipschitz are provided, so as to illustrate how the new optimality conditions apply, while existing ones do not (due to nondifferentiability of the data). The assumption of locally Lipschitz data implies that these new conditions extend many existing ones in the literature.
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locally Lipschitz vector optimization
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second-order constraint qualification
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Abadie second-order regularity condition
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second-order KKT necessary optimality conditions
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Geoffrion properly efficient solutions
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