6 Proofs 6.1 Proof of Theorem 3.2 Proof of Theorem 3.2. Recall that v

Hence, (14) holds following (11). Hence the KKT condition holds. Obviously, the condition that max( (), kr f () k, 1 / kr g () k) < + 1 can be replaced by a finite bound of the right hand side of (22), which is a weaker condition. Eq. (25) shows that R Assume f, g, r g, are continuously differentiable. In the lexico case, we have () 0 .