Second-Order Strong Optimality and Second-Order Duality for Nonsmooth Constrained Multiobjective Fractional Programming Problems
Abstract
This paper investigates constrained nonsmooth multiobjective fractional programming problem (NMFP) in real Banach spaces. It derives a quotient calculus rule for computing the first- and second-order Clarke derivatives of fractional functions involving locally Lipschitz functions. A novel second-order Abadie-type regularity condition is presented, defined with the help of the Clarke directional derivative and the P\'ales-Zeidan second-order directional derivative. We establish both first- and second-order strong necessary optimality conditions, which contain some new information on multipliers and imply the strong KKT necessary conditions, for a Borwein-type properly efficient solution of NMFP by utilizing generalized directional derivatives. Moreover, it derives second-order sufficient optimality conditions for NMFP under a second-order generalized convexity assumption. Additionally, we derive duality results between NMFP and its second-order dual problem under some appropriate conditions.
Cite
@article{arxiv.2403.10093,
title = {Second-Order Strong Optimality and Second-Order Duality for Nonsmooth Constrained Multiobjective Fractional Programming Problems},
author = {Jiawei Chen and Luyu Liu and Yibing Lv and Debdas Ghosh and Jen-Chih Yao},
journal= {arXiv preprint arXiv:2403.10093},
year = {2024}
}
Comments
23 pages