First and Second-Order Optimality Conditions for Convex Composite Multiobjective Optimization

X. Q. Yang and V. Jeyakumar
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X. Q. Yang: University of Western Australia
V. Jeyakumar: University of New South Wales

Journal of Optimization Theory and Applications, 1997, vol. 95, issue 1, No 10, 209-224

Abstract: Abstract Multiobjective optimization is a useful mathematical model in order to investigate real-world problems with conflicting objectives, arising from economics, engineering, and human decision making. In this paper, a convex composite multiobjective optimization problem, subject to a closed convex constraint set, is studied. New first-order optimality conditions for a weakly efficient solution of the convex composite multiobjective optimization problem are established via scalarization. These conditions are then extended to derive second-order optimality conditions.

Keywords: Multiobjective optimization; nonsmooth analysis; convex analysis; sufficient optimality condition (search for similar items in EconPapers)
Date: 1997
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Citations: View citations in EconPapers (2)

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DOI: 10.1023/A:1022695714596

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