We present second-order necessary and sufficient conditions for weak efficiency of nonsmooth semi-infinite multiobjective programming involving inequality, equality and set constraints in terms of the Páles-Zeidan second-order directional derivatives. Sufficient optimality conditions are established in two cases. They include the case without assumptions on generalized convexity and the case with assumptions on the 2-generalized convexity together with second-order duality theorems of Mond-Weir type.

Contact details are reproduced from the original publication and may be historical.

Do Van Luu

Institute of Mathematics and Applied Sciences, Thang Long University, Hanoi, Vietnam

dvluu@math.ac.vn
  1. B. Aghezzaf, M. Hachimi: Second-order optimality conditions in multiobjective optimization problems, J. Optim. Theory Appl. 102/1 (1999) 37–50https://doi.org/10.1023/A:1021834210437Google Scholar
  2. F. H. Clarke: Optimization and Nonsmooth Analysis, Canadian Math. Soc. Series of Monographs and Advanced Texts, Wiley & Sons, New York (1983).Google Scholar
  3. E. Constantin: Higher order necessary conditions in smooth constrained optimization, in: Communicating Mathematics, Duluth 2007, T. Y. Chow et al. (eds.), AMS Contemp. Math. 479, American Mathematical Society, Providence (2009) 41–49.https://doi.org/10.1090/conm/479/09341Google Scholar
  4. E. Constantin: Second-order necessary conditions in locally Lipschitz optimization with inequality constraints, Optim. Letters 9 (2015) 245–261.https://doi.org/10.1007/s11590-014-0725-yGoogle Scholar
  5. I. Ginchev, V. I. Ivanov: Higher-order pseudoconvex functions, in: Generalized Convexity and Related Topics, Proc. 8th Int. Symp. Generalized Convexity and Monotonicity, Varese 2005, V. I. Konnov et al. (eds.), Lecture Notes in Economics and Mathematical Systems 583, Springer, Berlin (2007) 247–264.https://doi.org/10.1007/978-3-540-37007-9_14Google Scholar
  6. I. V. Girsanov, Lectures on Mathematical Theory of Extremum Problems, Springer, Berlin (1972).https://doi.org/10.1007/978-3-642-80684-1Google Scholar
  7. C. Gutiérrez, B. Jiménez, V. Novo: On second-order Fritz John type optimality conditions in nonsmooth multiobjective programming, Math. Program. 123 (2010) 199–223.https://doi.org/10.1007/s10107-009-0318-1Google Scholar
  8. I. V. Ivanov: Second-order optimality conditions for vector problems with continuously Fréchet differentiable data and second-order constraint qualifications, J. Optim. Theory Appl. 166 (2015) 777–790.https://doi.org/10.1007/s10957-015-0718-8Google Scholar
  9. V. Jeyakumar, D. T. Luc: Approximate Jacobian matrices for nonsmooth continuous maps and C¹-optimization, SIAM J. Optim. 36 (1998) 1851–1832.https://doi.org/10.1137/S0363012996311745Google Scholar
  10. V. Jeyakumar, D. T. Luc: Nonsmooth calculus, minimality and monotonicity of convexificators, J. Optim. Theory Appl. 101(1999) 599-621.https://doi.org/10.1023/A:1021790120780Google Scholar
  11. N. Kanzi: Necessary optimality conditions for nonsmooth semi-infinite programming problems, J. Glob. Optim. 49 (2011) 713–725.https://doi.org/10.1007/s10898-010-9561-5Google Scholar
  12. N. Kanzi: On strong KKT optimality conditions for multiobjective semi-infinite programming problems with Lipschitzian data, Optim. Letters 9 (2015) 1121–1129.https://doi.org/10.1007/s11590-014-0801-3Google Scholar
  13. D. V. Luu: Higher-order necessary and sufficient conditions for strict local Pareto minima in terms of Studniarski’s derivatives, Optimization 57 (2008) 593–605.https://doi.org/10.1080/02331930601120086Google Scholar
  14. D. V. Luu: Higher-order efficiency conditions via higher-order tangent cones, Numer. Funct. Anal. Optim. 35 (2014) 68–84.https://doi.org/10.1080/01630563.2013.809583Google Scholar
  15. D. V. Luu: Second-order necessary efficiency conditions for nonsmooth vector equilibrium problems, J. Glob. Optim. 70 (2018) 437–453.https://doi.org/10.1007/s10898-017-0556-3Google Scholar
  16. P. Michel, J.-P. Penot: Calcul sous-différentiel pour des fonctions lipschitziennes et nonlipschitziennes, C. R. Acad. Sci. Paris Sér. I Math. 12 (1984) 269–272.Google Scholar
  17. S. K. Mishra, M. Jaiswal: Optimality conditions and duality for semi-infinite mathematical programming problems with equilibrium constraints, Numer. Funct. Anal. Optim. 36 (2015) 460–480.https://doi.org/10.1080/01630563.2015.1013552Google Scholar
  18. B. S. Mordukhovich, Y. Shao: On nonconvex subdifferential calculus in Banach spaces, J. Convex Analysis 2 (1995) 211–228.https://doi.org/10.68381/jca02014Google Scholar
  19. Z. Páles, V. M. Zeidan: Nonsmooth optimum problems with constraints, SIAM J. Control Optim. 32 (1994) 1476–1502.https://doi.org/10.1137/S0363012992229653Google Scholar
  20. J.-P. Penot: Calculus without Derivatives, Springer, Berlin (2013).https://doi.org/10.1007/978-1-4614-4538-8Google Scholar
  21. O. Stein, G. Still: On optimality conditions for generalized semi-infinite programming problems, J. Optim. Theory Appl. 104 (2000) 443–458.https://doi.org/10.1023/A:1004622015901Google Scholar
  22. L. Thibault: Unilateral Variational Analysis in Banach Spaces. Part 1: General Theory, World Scientific, Singapore (2023).https://doi.org/10.1142/12797Google Scholar
  23. J. S. Treiman: The nonconvex generalized gradient and Lagrange multipliers, SIAM J. Optim. 5 (1995) 670–680.https://doi.org/10.1137/0805033Google Scholar

D. V. Luu, N. L. Tung. “Second-Order Necessary and Sufficient Efficiency Conditions for Nonsmooth Semi-Infinite Multiobjective Optimization Problems.” Journal of Convex Analysis 31 (2024), No. 4, 1189–1202. https://doi.org/10.68381/jca31058