Optimality Conditions for Nonconvex Constrained Optimization Problems

Abstract

We present optimality conditions for a class of nonsmooth and nonconvex constrained optimization problems. To achieve this aim, various well-known constraint qualifications are extended based on the concept of tangential subdifferential and the relations between them are investigated. Moreover, local and global necessary and sufficient optimality conditions are derived in the absence of convexity of the feasible set. In addition to the theoretical results, several examples are provided to illustrate the advantage of our outcomes.     

Optimality Conditions for Vector Optimization Problems of a Difference of Convex Mappings

In this paper, we study optimality conditions for vector optimization problems of a difference of convex mappings

集值映射的次微分以及最优性条件

基于已有的集值映射的弱次微分的概念,定义了集值映射的Henig全局次微分,研究了它的存在性条件以及运算性质．利用这一概念,分别给出了具约束向量集值最优化问题的Henig全局有效解对的必要性条件和充分性条件．     

Optimality Conditions for D.C. Vector Optimization Problems Under Reverse Convex Constraints

In this paper, we establish global necessary and sufficient optimality conditions for D.C. vector optimization problems under reverse convex constraints. An application to vector fractional mathematical programming is also given. Mathematics Subject Classifications (1991). Primary 90C29, Secondary 49K30.     

无限维非光滑向量最优化问题的最优性条件

本文证明了：对于具无限个不等式与不等式约束的向量最优化问题,在一定条件下,用Ｃｌａｒｋｅ次微分表达的某种Ｆｒｉｔｚ－Ｊｏｈｎ型定理成立。     

On the Regularity Condition for Vector Programming Problems

In this work, we use a notion of approximation derived from Jourani and Thibault [13] to ascertain optimality conditions analogous to those that established but applicable to larger class of vector valued objective mappings and constraint set-valued mappings. To this end, we introduce an appropriate regularity condition to help us discern the Karush-Kuhn-Tucker multipliers.     

Second-Order Optimality Conditions for Constrained Domain Optimization

This paper develops boundary integral representation formulas for the second variations of cost functionals for elliptic domain optimization problems. From the collection of all Lipschitz domains Ω which satisfy a constraint ∫ _Ω g(x) dx=1, a domain is sought which maximizes either , fixed x ₀∈Ω, or ℱ(Ω)=∫ _Ω F(x,u(x)) dx, where u solves the Dirichlet problem Δu(x)=−f(x), x∈Ω, u(x)=0, x∈∂Ω. Necessary and sufficient conditions for local optimality are presented in terms of the first and second variations of the cost functionals and ℱ. The second variations are computed with respect to domain variations which preserve the constraint. After first summarizing known facts about the first variations of u and the cost functionals, a series of formulas relating various second variations of these quantities are derived. Calculating the second variations depends on finding first variations of solutions u when the data f are permitted to depend on the domain Ω.     

Optimality Conditions and Lagrange Duality for Vector Extremum Problems with Set Constraint

The necessary and sufficient optimality conditions for vector extremum problems with set constraint in an ordered linear topological space are given. Finally, Lagrange duality is established.     

Optimality Conditions for C1,1 Vector Optimization Problems

The main purpose of this paper is to make use of the second-order subdifferential of vector functions to establish necessary and sufficient optimality conditions for vector optimization problems.     

Optimality Conditions for Metrically Consistent Approximate Solutions in Vector Optimization

In this paper, approximate solutions of vector optimization problems are analyzed via a metrically consistent ε-efficient concept. Several properties of the ε-efficient set are studied. By scalarization, necessary and sufficient conditions for approximate solutions of convex and nonconvex vector optimization problems are provided; a characterization is obtained via generalized Chebyshev norms, attaining the same precision in the vector problem as in the scalarization. This research was partially supported by the Ministerio de Educación y Ciencia (Spain), Project MTM2006-02629 and by the Consejería de Educación de la Junta de Castilla y León (Spain), Project VA027B06. The authors are grateful to the anonymous referees for helpful comments and suggestions.     

Sufficient Optimality Condition for Vector Optimization Problems under D.C. Data

In this paper, we establish sufficient optimality conditions for D.C. vector optimization problems. We also give an application to vector fractional mathematical programming in a ordred separable Hilbert space.     

Optimality Conditions for Vector Optimization Problems with Generalized Convexity in Real Linear Spaces

In this paper we consider mainly vector optimization problems under generalized cone-convexlikeness and generalized cone-subconvexlikeness in real linear spaces having or not topology. We establish the adapted definitions to wide frame of real linear spaces, and we show the characterizations for several concepts of generalized convexity and the relationships among them. From separation theorems, some characterizations of efficiency and weak efficiency are given in terms of scalarization. A new extension of Gordan-form alternative theorem is given here, and derived from it, we obtain optimality conditions by means of linear operators rules and saddle point criterions.     

Optimality Conditions for the Difference of Convex Set-Valued Mappings

Using the concept of subdifferential of cone-convex set valued mappings recently introduced by Baier and Jahn J. Optimiz. Theory Appl. 100 (1999), 233–240, we give necessary optimality conditions for nonconvex multiobjective optimization problems. An example illustrating the usefulness of our results is also given. Mathematics Subject classification: Primary 90C29, 90C26; Secondary 49K99.     

Fuzzy Optimality Conditions for Fractional Multiobjective Bilevel Problems Under Fractional Constraints

In this article, we are concerned with fractional multiobjective optimization problems. In order to derive optimality conditions, we consider a new single level problem [12 J.J. Ye ( 2006 ). Constraint qualification and KKT conditions for bilevel programming problems . Mathematics of Operations Research 31 : 811 – 824 .[Crossref], [Web of Science ®] , [Google Scholar]], which is locally equivalent to the bilevel fractional multiobjective problem (P) at the optimal solution. Our approach consists of using another approach initiated by Mordukhovich [7 B.S. Mordukhovich ( 1976 ). Maximum principle in problems of time optimal control with nonsmooth constraints . J. Appl. Math. Mech. 40 : 960 – 969 .[Crossref], [Web of Science ®] , [Google Scholar], 8 B.S. Mordukhovich ( 1980 ). Metric approximations and necessary optimality conditions for general classes of nonsmooth extremal problems . Soviet. Math. Dokl. 22 : 526 – 530 . [Google Scholar]], which does not involve any convex approximations and convex separation arguments, called the extremal principle [5 B.S. Mordukhovich ( 2006 ). Variational Analysis and Generalized Differentiation, I: Basic Theory . Grundlehren Series (Fundamental Principles of Mathematical Sciences) , Vol. 330 , Springer , Berlin . [Google Scholar], 6 B.S. Mordukhovich ( 2006 ). Variational Analysis and Generalized Differentiation, II: Applications , Grundlehren Series (Fundamental Principles of Mathematical Sciences) , Vol. 331 , Springer , Berlin . [Google Scholar], 9 B.S. Mordukhovich ( 1994 ). Generalized differential calculus for nonsmooth and set-valued mappings . J. Math. Anal. Appl. 183 : 250 – 288 .[Crossref], [Web of Science ®] , [Google Scholar]], for the study of necessary optimality conditions in fractional vector optimization.     

New Results on Second-Order Optimality Conditions in Vector Optimization Problems

In this paper, we study second-order optimality conditions for multiobjective optimization problems. By means of different second-order tangent sets, various new second-order necessary optimality conditions are obtained in both scalar and vector optimization. As special cases, we obtain several results found in the literature (see reference list). We present also second-order sufficient optimality conditions so that there is only a very small gap with the necessary optimality conditions. The authors thank Professor P.L. Yu and the referees for valuable comments and helpful suggestions.     

On First Order Optimality Conditions for Vector Optimization

We develop first order optimality conditions for constrained vector optimization. The partial orders for the objective and the constraints are induced by closed and convex cones with nonempty interior. After presenting some well known existence results for these problems, based on a scalarization approach, we establish necessity of the optimality conditions under a Slater-like constraint qualification, and then sufficiency for the K-convex case. We present two alternative sets of optimality conditions, with the same properties in connection with necessity and sufficiency, but which are different with respect to the dimension of the spaces to which the dual multipliers belong. We introduce a duality scheme, with a point-to-set dual objective, for which strong duality holds. Some examples and open problems for future research are also presented,     

Optimality Conditions in Differentiable Vector Optimization via Second-Order Tangent Sets

We provide second-order necessary and sufficient conditions for a point to be an efficient element of a set with respect to a cone in a normed space, so that there is only a small gap between necessary and sufficient conditions. To this aim, we use the common second-order tangent set and the asymptotic second-order cone utilized by Penot. As an application we establish second-order necessary conditions for a point to be a solution of a vector optimization problem with an arbitrary feasible set and a twice Fréchet differentiable objective function between two normed spaces. We also establish second-order sufficient conditions when the initial space is finite-dimensional so that there is no gap with necessary conditions. Lagrange multiplier rules are also given. This research was partially supported by Ministerio de Ciencia y Tecnología (Spain), Project BFM2003-02194. Online publication 29 January 2004.     

Optimality Conditions for Nonregular Optimal Control Problems and Duality

We define a new class of optimal control problems and show that this class is the largest one of control problems where every admissible process that satisfies the Extended Pontryaguin Maximum Principle is an optimal solution of nonregular optimal control problems. In this class of problems the local and global minimum coincide. A dual problem is also proposed, which may be seen as a generalization of the Mond–Weir-type dual problem, and it is shown that the 2-invexity notion is a necessary and su?cient condition to establish weak, strong, and converse duality results between a nonregular optimal control problem and its dual problem. We also present an example to illustrate our results.     

Necessary Optimality Conditions for Bilevel Optimization Problems Using Convexificators

In this work, we use a notion of convexificator (Jeyakumar, V. and Luc, D.T. (1999), Journal of Optimization Theory and Applicatons, 101, 599–621.) to establish necessary optimality conditions for bilevel optimization problems. For this end, we introduce an appropriate regularity condition to help us discern the Lagrange–Kuhn–Tucker multipliers.