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Second-Order Strong Karush/Kuhn–Tucker Conditions for Proper Efficiencies in Multiobjective Optimization

Min Feng () and Shengjie Li ()
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Min Feng: Chongqing University
Shengjie Li: Chongqing University

Journal of Optimization Theory and Applications, 2019, vol. 181, issue 3, No 5, 766-786

Abstract: Abstract In this paper, strong Karush/Kuhn–Tucker conditions are studied for smooth multiobjective optimization with inequality constraints. We introduce a new second-order regularity condition of Abadie type in terms of the second-order directional derivatives and then obtain a second-order strong Karush/Kuhn–Tucker necessary condition at a Borwein-properly efficient solution. Simultaneously, we also use an example to show that, if the Abadie type regularity condition is weakened to the Guignard type one, the second-order strong Karush/Kuhn–Tucker necessary condition may not hold. Finally, then we also apply the second-order strong Karush/Kuhn–Tucker conditions to derive a sufficient result for local Geoffrion-proper efficiency.

Keywords: Multiobjective optimization; Strong Karush/Kuhn–Tucker conditions; Second-order regularity conditions; Second-order optimality conditions; Borwein-properly efficient solutions; Geoffrion-proper efficiency; 26A24; 49K99; 90C29 (search for similar items in EconPapers)
Date: 2019
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Citations: View citations in EconPapers (1)

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DOI: 10.1007/s10957-019-01484-0

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