On second-order Fritz John type optimality conditions in nonsmooth multiobjective programming
We study a multiobjective optimization program with a feasible set defined by equality constraints and a generalized inequality constraint. We suppose that the functions involved are Fr,chet differentiable and their Fr,chet derivatives are continuous or stable at the point considered. We provide necessary second order optimality conditions and also sufficient conditions via a Fritz John type Lagrange multiplier rule and a set-valued second order directional derivative, in such a way that our sufficient conditions are close to the necessary conditions. Some consequences are obtained for parabolic directionally differentiable functions and C (1,1) functions, in this last case, expressed by means of the second order Clarke subdifferential. Some illustrative examples are also given.
optimality conditions multiobjective optimization lagrange multipliers second order clarke subdifferential parabolic second order derivative