First-Order Optimality Conditions for Mathematical Programs with Second-Order Cone Complementarity Constraints

2016 ◽  
Vol 26 (4) ◽  
pp. 2820-2846 ◽  
Author(s):  
Jane J. Ye ◽  
Jinchuan Zhou
Keyword(s):  
Optimality Conditions ◽  
Second Order ◽  
Complementarity Constraints ◽  
First Order ◽  
Mathematical Programs ◽  
Second Order Cone ◽  
First Order Optimality Conditions

scholarly journals Second- and First-Order Optimality Conditions in Vector Optimization

2015 ◽  
Vol 14 (04) ◽  
pp. 747-767 ◽  
Author(s):  
Vsevolod I. Ivanov
Keyword(s):  
Objective Function ◽  
Optimality Conditions ◽  
Stationary Point ◽  
Lagrange Function ◽  
Necessary Optimality Conditions ◽  
Second Order ◽  
Weak Efficiency ◽  
First Order ◽  
Vector Problem ◽  
First Order Optimality Conditions

In this paper, we obtain second- and first-order optimality conditions of Kuhn–Tucker type and Fritz John one for weak efficiency in the vector problem with inequality constraints. In the necessary conditions, we suppose that the objective function and the active constraints are continuously differentiable. We introduce notions of KTSP-invex problem and second-order KTSP-invex one. We obtain that the vector problem is (second-order) KTSP-invex if and only if for every triple [Formula: see text] with Lagrange multipliers [Formula: see text] and [Formula: see text] for the objective function and constraints, respectively, which satisfies the (second-order) necessary optimality conditions, the pair [Formula: see text] is a saddle point of the scalar Lagrange function with a fixed multiplier [Formula: see text]. We introduce notions second-order KT-pseudoinvex-I, second-order KT-pseudoinvex-II, second-order KT-invex problems. We prove that every second-order Kuhn–Tucker stationary point is a weak global Pareto minimizer (global Pareto minimizer) if and only if the problem is second-order KT-pseudoinvex-I (KT-pseudoinvex-II). It is derived that every second-order Kuhn–Tucker stationary point is a global solution of the weighting problem if and only if the vector problem is second-order KT-invex.

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