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Higher-order optimality conditions in set-valued optimization using radial sets and radial derivatives

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  • Nguyen Anh
  • Phan Khanh

Abstract

We propose higher-order radial sets and corresponding derivatives of a set-valued map and prove calculus rules for sums and compositions, which are followed by direct applications in discussing optimality conditions for several particular optimization problems. Our main results are both necessary and sufficient higher-order conditions for weak efficiency in a general set-valued vector optimization problem without any convexity assumptions. Many examples are provided to explain advantages of our results over a number of existing ones in the literature. Copyright Springer Science+Business Media, LLC. 2013

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  • Nguyen Anh & Phan Khanh, 2013. "Higher-order optimality conditions in set-valued optimization using radial sets and radial derivatives," Journal of Global Optimization, Springer, vol. 56(2), pages 519-536, June.
    • Handle: RePEc:spr:jglopt:v:56:y:2013:i:2:p:519-536
    DOI: 10.1007/s10898-012-9861-z
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    References listed on IDEAS

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    1. Guang Ya Chen & Johannes Jahn, 1998. "Optimality conditions for set-valued optimization problems," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 48(2), pages 187-200, November.
    2. Fabián Flores-Bazán, 2001. "Optimality conditions in non-convex set-valued optimization," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 53(3), pages 403-417, July.
    3. Johannes Jahn & Rüdiger Rauh, 1997. "Contingent epiderivatives and set-valued optimization," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 46(2), pages 193-211, June.
    4. J. Jahn & A. A. Khan & P. Zeilinger, 2005. "Second-Order Optimality Conditions in Set Optimization," Journal of Optimization Theory and Applications, Springer, vol. 125(2), pages 331-347, May.
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    Cited by:

    1. Yi-Hong Xu & Zhen-Hua Peng, 2018. "Second-Order M-Composed Tangent Derivative and Its Applications," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 35(05), pages 1-20, October.
    2. Liu He & Qi-Lin Wang & Ching-Feng Wen & Xiao-Yan Zhang & Xiao-Bing Li, 2019. "A Kind of New Higher-Order Mond-Weir Type Duality for Set-Valued Optimization Problems," Mathematics, MDPI, vol. 7(4), pages 1-18, April.
    3. H. T. H. Diem & P. Q. Khanh & L. T. Tung, 2014. "On Higher-Order Sensitivity Analysis in Nonsmooth Vector Optimization," Journal of Optimization Theory and Applications, Springer, vol. 162(2), pages 463-488, August.
    4. Zhenhua Peng & Yihong Xu, 2017. "New Second-Order Tangent Epiderivatives and Applications to Set-Valued Optimization," Journal of Optimization Theory and Applications, Springer, vol. 172(1), pages 128-140, January.

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