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Second-order optimality conditions in nonsmooth vector optimization

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Języki publikacji
EN
Abstrakty
EN
In this paper, we introduce new classes of nonsmooth second-order cone-convex functions and respective generalizations in terms of first and second-order directional derivative. These classes encapsulate several already existing classes of cone-convex functions and their weaker variants. Second-order KKT type sufficient optimality conditions and duality results for a nonsmooth vector optimization problem are proved using these functions. The results have been supported by examples.
Rocznik
Strony
35--51
Opis fizyczny
Bibliogr. 21 poz.
Twórcy
  • Department of Mathematics, Atma Ram Sanatan Dharma College, University of Delhi, New Delhi-110021, India
Bibliografia
  • Aggarwal, S. (1998) Optimality and duality in mathematical programming involving generalized convex functions. Ph.D. thesis, University of Delhi, Delhi.
  • Aghezzaf, B. (2003) Second order mixed type duality in multiobjective programming problem. Journal of Mathematical Analysis and Applications 285, 97–106.
  • Ahmad, I. and Husain, Z. (2006) Second order (F; α; ρ_; d)-convexity and duality in multiobjective programming. Information Sciences 176, 3094–3103.
  • Auslender, A. (1979) Penalty methods for computing points that satisfy second order necessary conditions. Mathematical Programming 17, 229–238.
  • Ben-Tal, A. and Zowe, J. (1985) Directional derivatives in nonsmooth optimization. Journal of Optimization Theory and Applications 47 , 483–490.
  • Coladas, L., Li, Z. and Wang, S. (1994) Optimality conditions for multiobjective and nonsmooth minimisation in abstract spaces. Bulletin of Australian Mathematical Society 50, 205–218.
  • Cominetti, R. and Correa, R. (1990) A generalized second-order derivative in nonsmooth optimization. SIAM Journal on Control and Optimization 28, 789-809.
  • Demyanov, W.F. and Pevnyi, A.B. (1974) Expansion with Respect to a Parameter of the Extremal Values of Game Problems. USSR Computational Mathematics and Mathematical Physics 14, 33-45.
  • Facchinei, F. and Lucidi,S. (1998) Convergence to Second Order Stationary Points in Inequality Constrained Optimization. Mathematics of Operations Research 23, 746—766.
  • Flores-Bazan, F., Hadjisavvas, N. and Vera, C. (2007) An Optimal Alternative Theorem and Applications to Mathematical Programming. Journal of Global Optimization 37, 229–243.
  • Giorgi, G. and Guerraggio, A. (1996) The notion of invexity in vector optimization: Smooth and nonsmooth case. In: J. P. Crouzeix, J. E. Martinez-Legaz and M. Volle (Eds), Generalized Convexity, Generalized Monotonicity: Recent Results. Nonconvex Optimization and Its Applications, 27, Kluwer Academic Publishers, Dordrecht, 389–401.
  • Hanson, M.A. (1993) Second order invexity and duality in mathematical programming. Opsearch 30, 313–320.
  • Kumar, P. and Sharma, B. (2017) Higher order efficiency and duality for multiobjective variational problem. Control and Cybernetics, 46, 137-145.
  • Luenberger, D. G. and Ye, Y. (2008) Linear and Nonlinear Programmming. Springer, New York.
  • Mangasarian, O.L. (1975) Second and higher-order duality in nonlinear programming. Journal of Mathematical Analysis and Applications 51, 607–620.
  • Mishra, S.K. (1997) Second order generalized invexity and duality in mathematical programming. Optimization 42, 51–69.
  • Mond, B. (1974) Second-order duality for nonlinear programs. Opsearch 11, 90–99.
  • Mond, B. and Weir, T. (1981-1983) Generalized convexity and higher order duality. Journal of Mathematical Sciences, 16–18, 74–94.
  • Nocedal, J. and Wright, S. J. (2006) Numerical Optimization. Springer, New York.
  • Suneja, S. K., Sharma, S. and Vani (2008) Second-order duality in vector optimization over cones. Journal of Applied Mathematics and Informatics 26, 251–261.
  • Yuan, G. X., Chang, K. W., Hsieh, C. J. and Lin, C. J. (2010) A Comparison of Optimization Methods and Software for Large-scale L1-regularized Linear Classification. Journal of Machine Learning Research 11, 3183–3234.
Typ dokumentu
Bibliografia
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bwmeta1.element.baztech-c76cda85-60b4-4e62-8dd5-a55d4df43447
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