Autori
Guerraggio, AngeloRocca, MatteoGinchev, IvanTitolo
On second-order conditions in vector optimizationPeriodico
Università degli Studi dell'Insubria. Dipartimento di Economia. Quaderni di ricercaAnno:
2002 - Fascicolo:
32 - Pagina iniziale:
1 - Pagina finale:
11Starting from second-order conditions for C1,1 scalar unconstrained optimization
problems described in terms of the second-order Dini directional derivative, we pose
the problem, whether similar conditions for C1,1 vector optimization problems can be
derived. We define second-order Dini directional derivatives for vector functions and apply them to formulate such conditions as a Conjecture. The proof of the Conjecture
in the case of C1,1 function (called the nonsmooth case) will be given in another paper.
The present paper provides the background leading to its correct formulation. Using
Lagrange multipliers technique, we prove the Conjecture in the case of twice Fr´echet
differentiable function (called the smooth case) and show on example the effectiveness
of the obtained conditions. Another example shows, that in the nonsmooth case it is
important to take into account the whole set of Lagrange multipliers, instead of dealing
with a particular multiplier.
Testo completo:
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