Optimality conditions for non-Lipschitz vector problems with inclusion constraints

Tóm tắt

We use the concept of approximation introduced by D.T. Luc et al. [1] as a generalized derivative for non-Lipschitz vector functions to consider vector problems with non-Lipschitz data under inclusion constraints. Some calculus of approximations are presented. A necessary optimality condition, a type of KKT condition, for local efficient solutions of the problems is established under an assumption on regularity. Applications and numerical examples are also given.
https://doi.org/10.26459/hueuni-jns.v128i1D.5276
PDF (English)

Tài liệu tham khảo

  1. Dhara A, Luc DT, Tinh PN. On Second-Order Conditions for Nonsmooth Problems with Constraints. Vietnam Journal of Mathematics. 2012;40(2&3).
  2. Dien PH. On the regularity condition for the extremal problem under locally Lipschitz inclusion constraints. Applied Mathematics and Optimization. 1985;13(1):151-61.
  3. Khanh P, Nguyen Dinh T. Optimality Conditions Using Approximations for Nonsmooth Vector Optimization Problems under General Inequality Constraints. Journal of Convex Analysis. 2009;16.
  4. Tuan ND. First and second-order optimality conditions for nonsmooth vector optimization using set-valued directional derivatives. Applied Mathematics and Computation. 2015;251:300-317.
  5. Taa A. Second-order conditions for nonsmooth multiobjective optimization problems with inclusion constraints. Journal of Global Optimization. 2010;50(2):271-291.
  6. Jourani A, Thibault L. Approximations and Metric Regularity in Mathematical Programming in Banach Space. Mathematics of Operations Research. 1993 05;18(2):390-401.
  7. Allali K, Amahroq T. Second order approximations and dual necessary optimality conditions. Optimization. 1997;40(3):229-246.
  8. Khanh PQ, Tuan ND. First and Second Order Optimality Conditions Using Approximations for Nonsmooth Vector Optimization in Banach Spaces. Journal of Optimization Theory and Applications. 2006;130(2):289-308.
  9. Clarke FH. A New Approach to Lagrange Multipliers. Mathematics of Operations Research. 1976;1(2):165-74.
Creative Commons License

công trình này được cấp phép theo Creative Commons Ghi công-Chia sẻ tương tự 4.0 License International .

Bản quyền (c) 2019 Array