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论文类型:期刊论文
发表时间:2018-07-01
发表刊物:JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION
收录刊物:SCIE
卷号:14
期号:3
页面范围:1041-1054
ISSN号:1547-5816
关键字:Cone constrained multi-objective optimization; second-order optimality
conditions; polyhedral cone; second-order cone; semi-definite cone
摘要:The aim of this paper is to develop second-order necessary and second-order sufficient optimality conditions for cone constrained multiobjective optimization. First of all, we derive, for an abstract constrained multi-objective optimization problem, two basic necessary optimality theorems for weak efficient solutions and a second-order sufficient optimality theorem for efficient solutions. Secondly, basing on the optimality results for the abstract problem, we demonstrate, for cone constrained multi-objective optimization problems, the first-order and second-order necessary optimality conditions under Robinson constraint qualification as well as the second-order sufficient optimality conditions under upper second-order regularity for the conic constraint. Finally, using the optimality conditions for cone constrained multi-objective optimization obtained, we establish optimality conditions for polyhedral cone, second-order cone and semi-definite cone constrained multi-objective optimization problems.