Abstract
We study some second-order optimality conditions in terms of second-order Mordukhovich's subdifferentials for the weak efficiency of -smooth robustly quasiconvex multiobjective programming problem with set, inequality and equality constraints. We provide some second-order generalized constraint qualifications and two necessary conditions for the robust quasiconvexity of -smooth / -smooth mappings. Using this result, weak and strong second-order Karush-Kuhn-Tucker-type necessary optimality conditions in terms of Mordukhovich's subdifferentials / Fréchet's subdifferentials are provided. Under some suitable assumptions, some second-order Karush-Kuhn-Tucker type sufficient optimality conditions are presented too. Examples demonstrate the applicability of the obtained results.
References
- D. T. V. An, N. D. Yen: Optimality conditions based on the Fréchet second-order subdifferential, J. Global Optim. 81 (2021) 351–365.https://doi.org/10.1007/s10898-021-01011-4Google Scholar
- J.-P. Aubin, H. Frankowska: Set-Valued Analysis, Birkhäuser, Boston (1990).Google Scholar
- M. Avriel: r-Convex functions, Math. Programming 2 (1972) 309–323.https://doi.org/10.1007/BF01584551Google Scholar
- T. Q. Bao, B. S. Mordukhovich: Necessary conditions in multiobjective optimization with equilibrium constraints, J. Optim. Theory Appl. 135/2 (2007) 179–-203.https://doi.org/10.1007/s10957-007-9209-xGoogle Scholar
- T. Q. Bao, B. S. Mordukhovich: Necessary conditions for super minimizers in constrained multiobjective optimization, J. Global Optim. 43/4 (2009) 533–552.https://doi.org/10.1007/s10898-008-9336-4Google Scholar
- T. Q. Bao, B. S. Mordukhovich: Relative Pareto minimizers for multiobjective problems: existence and optimality conditions, Math. Programming Ser. A 122/2 (2010) 301–347.https://doi.org/10.1007/s10107-008-0249-2Google Scholar
- R. I. Bot, S.-M. Grad, G. Wanka: Duality in Vector Optimization, Springer, Berlin (2009).https://doi.org/10.1007/978-3-642-02886-1Google Scholar
- A. Cambina, L. Martein: Generalized Convexity and Optimization. Theory and Applications, Springer, Berlin (2009).Google Scholar
- T. D. Chuong: Optimality and duality for robust multiobjective optimization problems, Nonlinear Analysis 134 (2016) 127–143.https://doi.org/10.1016/j.na.2016.01.002Google Scholar
- T. D. Chuong: Robust optimality and duality in multiobjective optimization problems under data uncertainty, SIAM J. Optim. 30/2 (2020) 1501–1526.https://doi.org/10.1137/19M1251461Google Scholar
- E. Constantin: Necessary conditions for weak minima and for strict minima of order two in nonsmooth constrained multiobjective optimization, J. Global Optim. 80 (2021) 177–193.https://doi.org/10.1007/s10898-021-01016-zGoogle Scholar
- J.-P. Crouzeix: On second order conditions for quasiconvexity, Math. Programming 18 (1980) 349–352.https://doi.org/10.1007/BF01588330Google Scholar
- J.-P. Crouzeix: Characterizations of generalized convexity and monotonicity, a survey, in: Generalized Convexity, Generalized Monotonicity: Recent Results, J.-P. Crouzeix et al. (eds.), Nonconvex Optimization and its Applications Vol. 27, Kluwer, Dordrecht (1998) 237–256.https://doi.org/10.1007/978-1-4613-3341-8_10Google Scholar
- C. Gutiérrez, B. Jiménez, V. Novo: On second-order Fritz John type optimality conditions in nonsmooth multiobjective programming, Math. Programming Ser. B 123 (2010) 199–223.https://doi.org/10.1007/s10107-009-0318-1Google Scholar
- B. Jiménez, V. Novo: First order optimality conditions in vector optimization involving stable functions, Optimization 57/3 (2008) 449–471.https://doi.org/10.1080/02331930601120516Google Scholar
- A. Khan, C. Tammer, C. Zalinescu: Set-Valued Optimization, Springer, Berlin (2015).https://doi.org/10.1007/978-3-642-54265-7Google Scholar
- P. D. Khanh, V. T. Phat: Second-order characterizations of C 1 -smooth robustly quasiconvex functions, Oper. Res. Letters 46/6 (2018) 568–572.https://doi.org/10.1016/j.orl.2018.09.003Google Scholar
- P. D. Khanh, V. T. Phat: Second-order characterizations of quasiconvexity and pseudoconvexity for differentiable functions with Lipschitzian derivatives, Optimization Letters 14 (2020) 2413–2427.https://doi.org/10.1007/s11590-020-01563-6Google Scholar
- L. P. Liu: The second-order conditions of nondominated solutions for C 1,1 generalized multiobjective mathematical programming, J. Systems Sci. Math. Sci. 4 (1991) 128–131.Google Scholar
- D. T. Luc: Characterizations of quasiconvex function, Bull. Aust. Math. Soc. 48 (1993) 393–405.https://doi.org/10.1017/S0004972700015859Google Scholar
- D. T. Luc: Taylor’s formula for C k,1 -functions, SIAM J. Optimization 5 (1995) 659–669.https://doi.org/10.1137/0805032Google Scholar
- D. V. Luu: Second-order necessary efficiency conditions for nonsmooth vector equilibrium problems, J. Global Optim. 70 (2018) 437–453.https://doi.org/10.1007/s10898-017-0556-3Google Scholar
- O. L. Mangasarian: Pseudo-convex functions, J. SIAM, Ser. A Control 3 (1965) 281–290.https://doi.org/10.1137/0303020Google Scholar
- O. L. Mangasarian: Nonlinear Programming, McGraw-Hill, New York (1969).Google Scholar
- B. S. Mordukhovich: Variational Analysis and Generalized Differentiation. I: Basic Theory, Springer, Berlin (2006).https://doi.org/10.1007/3-540-31247-1Google Scholar
- B. S. Mordukhovich: Variational Analysis and Generalized Differentiation. II: Applications, Springer, Berlin (2006).https://doi.org/10.1007/3-540-31246-3Google Scholar
- B. S. Mordukhovich; Variational Analysis and Applications, Springer, Berlin (2018).https://doi.org/10.1007/978-3-319-92775-6Google Scholar
- R. T. Rockafellar: Convex Analysis, Princeton Mathematical Series Vol. 28, Princeton University Press, Princeton (1970).Google Scholar
- T. V. Su: New second-order optimality conditions for vector equilibrium problems with constraints in terms of contingent derivatives, Bull. Braz. Math. Soc. New Ser. 51/2 (2020) 371–395.https://doi.org/10.1007/s00574-019-00157-wGoogle Scholar
- T. V. Su, D. H. Dinh: Duality results for interval-valued pseudoconvex optimization problem with equilibrium constraints with applications, Comp. Appl. Math. 39/2 (2020), art. no. 127, 24 pp.https://doi.org/10.1007/s40314-020-01153-3Google Scholar
- T. V. Su, N. D. Hien: Strong Karush-Kuhn-Tucker optimality conditions for weak efficiency in constrained multiobjective programming problems in terms of Mordukhovich subdifferentials, Optimization Letters 15 (2021) 1175–1194.https://doi.org/10.1007/s11590-020-01620-0Google Scholar
- L. Thibault: Unilateral Variational Analysis in Banach Spaces. Part I: General Theory, World Scientific, Singapore (2023).https://doi.org/10.1142/12797Google Scholar
- L. Thibault: Unilateral Variational Analysis in Banach Spaces. Part II: Special Classes of Functions and Sets, World Scientific, Singapore (2023).https://doi.org/10.1142/12797Google Scholar
- P. N. Tinh: Optimality conditions for nonsmooth vector problems in normed spaces, Optimization 69/6 (2020) 1151–1186.https://doi.org/10.1080/02331934.2019.1686502Google Scholar
Suggested citation
Published by Heldermann Verlag, 2024. Rights now held by Banach Press LLC.
