Second-Order Efficiency Conditions and Sensitivity of Efficient Points

S. Bolintinéanu and M. El Maghri
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S. Bolintinéanu: Université de Perpignan, Laboratoire d'Analyse Non-Linéaire et Optimisation
M. El Maghri: Université de Perpignan, Laboratoire d'Analyse Non-Linéaire et Optimisation

Journal of Optimization Theory and Applications, 1998, vol. 98, issue 3, No 3, 569-592

Abstract: Abstract The paper deals with necessary and sufficient efficiency conditions of first and second order in vector differential optimization in Banach spaces. The conditions presented ensure the Fréchet sensitivity of efficient (Pareto) points for a perturbed problem. In finite dimension, weaker conditions ensure the Lipschitz sensitivity and existence of directional derivatives of perturbed efficient points.

Keywords: Vector optimization; multicriteria optimization; multiobjective programming; efficiency; weak efficiency; proper efficiency; post-Pareto analysis; efficiency conditions; sensitivity analysis (search for similar items in EconPapers)
Date: 1998
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Citations: View citations in EconPapers (10)

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DOI: 10.1023/A:1022619928631

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