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Second-order optimality conditions for nonsmooth multiobjective optimization problems

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  • Davide La Torre
  • Giovanni Crespi
  • Matteo Rocca

Abstract

In this paper second-order optimality conditions for nonsmooth vector optimization problems are given by smooth approximations. We extend to the vector case the approach introduced by Ermoliev,Norkin and Wets to define generalized derivatives for discontinuous functions as limit of the classical derivatives of regular function. We prove second-order necessary conditions forconstrained optimization problems. These results collapse to classical results in literature when twice differentiable functions are considered.

Suggested Citation

  • Davide La Torre & Giovanni Crespi & Matteo Rocca, 2002. "Second-order optimality conditions for nonsmooth multiobjective optimization problems," Departmental Working Papers 2002-27, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
    • Handle: RePEc:mil:wpdepa:2002-27
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