Abstract:

This paper is devoted to developing first-order necessary, second-order necessary, and second-order sufficient optimality conditions for a multiobjective optimization problem whose order is induced by a finite product of second-order cones (here named as Q-multiobjective optimization problem). For an abstract-constrained Q-multiobjective optimization problem, we derive two basic necessary optimality theorems for weak efficient solutions and a second-order sufficient optimality theorem for efficient solutions. For Q-multiobjective optimization problem with explicit constraints, we demonstrate first-order and second-order necessary optimality conditions under Robinson constraint qualification as well as second-order sufficient optimality conditions under upper second-order regularity for the explicit constraints. As applications, we obtain optimality conditions for polyhedral conic, second-order conic, and semi-definite conic Q-multiobjective optimization problems.

Key words: Second-order cone-induced multiobjective optimization ·, Optimality conditions ·, Polyhedral cone ·, Second-order cone ·, Semi-definite cone