2ND-ORDER EFFICIENCY CONDITIONS AND SENSITIVITY OF EFFICIENT POINTS

Citation
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
ISSN journal
00223239
Volume
98
Issue
3
Year of publication
1998
Pages
569 - 592
Database
ISI
SICI code
0022-3239(1998)98:3<569:2ECASO>2.0.ZU;2-7
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 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.