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Uniqueness of KKT Multipliers in Multiobjective Programming

Bigi, Giancarlo and Castellani, Marco (2000) Uniqueness of KKT Multipliers in Multiobjective Programming. Technical Report del Dipartimento di Informatica . Università di Pisa, Pisa, IT.

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    Abstract

    The uniqueness of the KKT multipliers of a nonlinear program has been studied in a well-known paper by Kyparisis. In the first part of this note, we show that the characterization obtained in that paper does not provide a satisfactory result for the multiobjective case. Thus, we introduce a new regularity condition, which involves also the objective functions, and we show that it is necessary and sufficient in order to have unique KKT multipliers. Moreover, we use this condition to refine a second order necessary optimality condition, which has been obtained in a recent paper.

    Item Type: Book
    Uncontrolled Keywords: Multiobjective programming; Mangasarian-Fromovitz type conditions; second order optimality conditions.
    Subjects: Area01 - Scienze matematiche e informatiche > INF/01 - Informatica
    Divisions: Dipartimenti (until 2012) > DIPARTIMENTO DI INFORMATICA
    Depositing User: dott.ssa Sandra Faita
    Date Deposited: 27 Jan 2015 10:31
    Last Modified: 27 Jan 2015 10:31
    URI: http://eprints.adm.unipi.it/id/eprint/2041

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