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First-Order Conditions for C0,1 Constrained vector optimization

Ginchev Ivan (), Guerraggio Angelo () and Rocca Matteo ()
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Ginchev Ivan: Department of Mathematics, Technical University of Varna, Bulgaria
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: For a Fritz John type vector optimization problem with C0,1 data we define different type of solutions, give their scalar characterizations applying the so called oriented distance, and give necessary and sufficient first order optimality conditions in terms of the Dini derivative. While establishing the sufficiency, we introduce new type of efficient points referred to as isolated minimizers of first order, and show their relation to properly efficient points. More precisely, the obtained necessary conditions are necessary for weakly efficiency, and the sufficient conditions are both sufficient and necessary for a point to be an isolated minimizer of first order.

Keywords: vector optimization; nonsmooth optimization; C0; 1 functions; Dini derivatives; first-order optimality conditions; lagrange multipliers (search for similar items in EconPapers)
Pages: 25 pages
Date: 2003-07
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