For various classes of vector optimization problems, necessary and sufficient optimality conditions are developed in terms of first order tangent cones and second order tangent sets and cones. Additional remarks are also made.

For various classes of vector optimization problems, necessary and sufficient optimality conditions are developed in terms of first order tangent cones and second order tangent sets and cones. Additional remarks are also made.

Our goal is to identify the volatility function in Dupire's equation from given option prices. Following an optimal control approach in a Lagrangian framework, we propose a globalized sequential quadratic programming (SQP) algorithm with a modified Hessian - to ensure that every SQP step is a...

In this paper we consider the vector optimization problem minC f(x), g(x) 2 -K, where f : Rn ! Rm and g : Rn Rp are C0,1 functions and C Rm and K Rp are closed convex cones. We give several notions of solutions (efficiency concepts), among them the notion of a properly efficient point...

In this paper a generalized format for a constrained extremum problem is considered. Subsequently, the paper investigates and deepens some aspects concerning the linear separation between two sets in the Euclidean space, that are a convex cone and a generic set. A condition equivalent to their...

A nonlinear fractional programming problem is considered, where the functions involved are diferentiable with respect to an arc.Necessary and su±cient optimality conditions are obtained in terms of the right diferentials with respect to an arc of the functions. A dual is formulated and duality...