Calmness and Exact Penalization in Vector Optimization with Cone Constraints

In this paper, a (local) calmness condition of order α is introduced for a general vector optimization problem with cone constraints in infinite dimensional spaces. It is shown that the (local) calmness is equivalent to the (local) exact penalization of a vector-valued penalty function for the constrained vector optimization problem. Several necessary and sufficient conditions for the local calmness of order α are established. Finally, it is shown that the local calmness of order 1 implies the existence of normal Lagrange multipliers. Presented at the 6th International Conference on Optimization: Techniques and Applications, Ballarat, Australia, December 9–11, 2004 This work is supported by the Postdoctoral Fellowship of Hong Kong Polytechnic University.