Continuous Optimization

Second-Order Optimality Conditions for Multiobjective Optimization Whose Order Induced by Second-Order Cone

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  • School of Mathematical Sciences, Dalian University of Technology, Dalian 116024, Liaoning,China

Online published: 2018-06-30

Supported by

This work was supported by the National Natural Science Foundation of China (Nos. 11571059,11731013 and 91330206).

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.

Cite this article

Li-Wei Zhang, Ji-Hong Zhang, Yu-Le Zhang .

Second-Order Optimality Conditions for Multiobjective Optimization Whose Order Induced by Second-Order Cone[J]. Journal of the Operations Research Society of China, 2018 , 6(2) : 267 -288 . DOI: 10.1007/s40305-018-0201-y

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