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Second-order optimality conditions for cone constrained multi-objective optimization

  • * Corresponding authorr: Liwei Zhang

    * Corresponding authorr: Liwei Zhang 
Supported by the National Natural Science Foundation of China under project grant No. 11571059,11731013 and No. 91330206.
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  • The aim of this paper is to develop second-order necessary and second-order sufficient optimality conditions for cone constrained multi-objective 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.

    Mathematics Subject Classification: Primary: 90C29, 90C46.

    Citation:

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