Lagrange multipliers and generalized differentiable functions in vector extremum problems |
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Authors: | L Martein |
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Institution: | (1) Department of Statistics and Applied Mathematics, Faculty of Economy and Commerce, University of Pisa, Pisa, Italy |
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Abstract: | In this paper, we establish a necessary optimality condition for a nondifferentiable vector extremum problem which involves a generalized vector-valued Lagrangian function. Such a condition is stated for a wide class of functions, which embraces the differentiable ones and a subclass of locally Lipschitzian functions. The condition embodies the classic theorem of F. John in multiobjective optimization.This research was partially supported by the Ministry of Public Education, Rome, Italy. |
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Keywords: | Vector optimization necessary optimality conditions vector-valued Lagrangian functions |
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