C 1,1 vector optimization problems and Riemann derivatives

Ginchev Ivan (), Guerraggio Angelo () and Rocca Matteo ()
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Ginchev Ivan: Department of Mathematics, Technical University of Varna
Guerraggio Angelo: Department of Economics, University of Insubria, Italy
Rocca Matteo: Department of Economics, University of Insubria, Italy

Economics and Quantitative Methods from Department of Economics, University of Insubria

Abstract: In this paper we introduce a generalized second-order Riemann-type derivative for C 1,1 vector functions and use it to establish necessary and sufficient optimality conditions for vector optimization problems. We show that these conditions are stronger than those obtained by means of the second-order sub-differential in Clarke's sense, considered e.g. by Guerraggio and Luc ([4] and [5]).

Keywords: vector optimization; Riemann-type directional derivatives; second-order optimality conditions (search for similar items in EconPapers)
Pages: 15 pages
Date: 2002-06
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