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Second-Order Efficiency Conditions and Sensitivity of Efficient Points

Author

Listed:
  • S. Bolintinéanu

    (Université de Perpignan, Laboratoire d'Analyse Non-Linéaire et Optimisation)

  • M. El Maghri

    (Université de Perpignan, Laboratoire d'Analyse Non-Linéaire et Optimisation)

Abstract

The paper deals with necessary and sufficient efficiency conditions of first and second order in vector differential optimization in Banach spaces. The conditions presented ensure the Fréchet sensitivity of efficient (Pareto) points for a perturbed problem. In finite dimension, weaker conditions ensure the Lipschitz sensitivity and existence of directional derivatives of perturbed efficient points.

Suggested Citation

  • S. Bolintinéanu & M. El Maghri, 1998. "Second-Order Efficiency Conditions and Sensitivity of Efficient Points," Journal of Optimization Theory and Applications, Springer, vol. 98(3), pages 569-592, September.
    • Handle: RePEc:spr:joptap:v:98:y:1998:i:3:d:10.1023_a:1022619928631
    DOI: 10.1023/A:1022619928631
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    References listed on IDEAS

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    1. Jerzy Kyparisis, 1990. "Sensitivity Analysis for Nonlinear Programs and Variational Inequalities with Nonunique Multipliers," Mathematics of Operations Research, INFORMS, vol. 15(2), pages 286-298, May.
    2. Benson, Harold P., 1986. "An algorithm for optimizing over the weakly-efficient set," European Journal of Operational Research, Elsevier, vol. 25(2), pages 192-199, May.
    3. Stephen M. Robinson, 1976. "Regularity and Stability for Convex Multivalued Functions," Mathematics of Operations Research, INFORMS, vol. 1(2), pages 130-143, May.
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    Cited by:

    1. Bednarczuk, Ewa M., 2004. "Continuity of minimal points with applications to parametric multiple objective optimization," European Journal of Operational Research, Elsevier, vol. 157(1), pages 59-67, August.
    2. Ginchev Ivan & Guerraggio Angelo & Rocca Matteo, 2003. "From scalar to vector optimization," Economics and Quantitative Methods qf0305, Department of Economics, University of Insubria.
    3. Ginchev Ivan & Guerraggio Angelo & Rocca Matteo, 2003. "First-Order Conditions for C0,1 Constrained vector optimization," Economics and Quantitative Methods qf0307, Department of Economics, University of Insubria.
    4. Mounir El Maghri, 2015. "( $$\epsilon $$ ϵ -)Efficiency in difference vector optimization," Journal of Global Optimization, Springer, vol. 61(4), pages 803-812, April.
    5. Giorgio, 2019. "On Second-Order Optimality Conditions in Smooth Nonlinear Programming Problems," DEM Working Papers Series 171, University of Pavia, Department of Economics and Management.
    6. Giancarlo Bigi, 2006. "On sufficient second order optimality conditions in multiobjective optimization," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 63(1), pages 77-85, February.
    7. A. Guerraggio & D.T. Luc, 2003. "Optimality Conditions for C 1,1 Constrained Multiobjective Problems," Journal of Optimization Theory and Applications, Springer, vol. 116(1), pages 117-129, January.
    8. S. Dempe & N. Gadhi, 2010. "Second order optimality conditions for bilevel set optimization problems," Journal of Global Optimization, Springer, vol. 47(2), pages 233-245, June.
    9. Mounir El Maghri & Youssef Elboulqe, 2018. "Reduced Jacobian Method," Journal of Optimization Theory and Applications, Springer, vol. 179(3), pages 917-943, December.
    10. M. Hachimi & B. Aghezzaf, 2007. "New Results on Second-Order Optimality Conditions in Vector Optimization Problems," Journal of Optimization Theory and Applications, Springer, vol. 135(1), pages 117-133, October.

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