S. Bolintineanu et M. Elmaghri, 2ND-ORDER EFFICIENCY CONDITIONS AND SENSITIVITY OF EFFICIENT POINTS, Journal of optimization theory and applications, 98(3), 1998, pp. 569-592
Citations number
25
Categorie Soggetti
Operatione Research & Management Science",Mathematics,"Operatione Research & Management Science
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 Frechet sensitivity of eff
icient (Pareto) points for a perturbed problem. In finite dimension, w
eaker conditions ensure the Lipschitz sensitivity and existence of dir
ectional derivatives of perturbed efficient points.