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Second-order KKT optimality conditions for multiobjective discrete optimal control problems

Author

Listed:
  • Nguyen Thi Toan

    (Hanoi University of Science and Technology)

  • Le Quang Thuy

    (Hanoi University of Science and Technology)

  • Nguyen Tuyen

    (University of Electronic Science and Technology of China
    Hanoi Pedagogical University 2)

  • Yi-Bin Xiao

    (University of Electronic Science and Technology of China)

Abstract

This paper deals with second-order necessary and sufficient optimality conditions of Karush–Kuhn–Tucker-type for local optimal solutions in the sense of Pareto to a class of multi-objective discrete optimal control problems with nonconvex cost functions and state-control constraints. By establishing an abstract result on second-order optimality conditions for a multi-objective mathematical programming problem, we derive second-order necessary and sufficient optimality conditions for a multi-objective discrete optimal control problem. Using a common critical cone for both the second-order necessary and sufficient optimality conditions, we obtain “no-gap” between second-order optimality conditions.

Suggested Citation

  • Nguyen Thi Toan & Le Quang Thuy & Nguyen Tuyen & Yi-Bin Xiao, 2021. "Second-order KKT optimality conditions for multiobjective discrete optimal control problems," Journal of Global Optimization, Springer, vol. 79(1), pages 203-231, January.
    • Handle: RePEc:spr:jglopt:v:79:y:2021:i:1:d:10.1007_s10898-020-00935-7
    DOI: 10.1007/s10898-020-00935-7
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    References listed on IDEAS

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