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New Generalized Second-Order Contingent Epiderivatives and Set-Valued Optimization Problems

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  • S. J. Li

    (Chongqing University)

  • S. K. Zhu

    (Chongqing University)

  • K. L. Teo

    (Curtin University of Technology)

Abstract

In this paper, we introduce the concept of a generalized second-order composed contingent epiderivative for set-valued maps and discuss its relationship to the generalized second-order contingent epiderivative. We also investigate some of its properties. Then, by virtue of the generalized second-order composed contingent epiderivative, we establish a unified second-order sufficient and necessary optimality condition for set-valued optimization problems, which is a generalization of the corresponding results in the literature.

Suggested Citation

  • S. J. Li & S. K. Zhu & K. L. Teo, 2012. "New Generalized Second-Order Contingent Epiderivatives and Set-Valued Optimization Problems," Journal of Optimization Theory and Applications, Springer, vol. 152(3), pages 587-604, March.
    • Handle: RePEc:spr:joptap:v:152:y:2012:i:3:d:10.1007_s10957-011-9915-2
    DOI: 10.1007/s10957-011-9915-2
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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. 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.
    3. 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.
    4. Giancarlo Bigi, 2006. "On sufficient second order optimality conditions in multiobjective optimization," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 63(1), pages 77-85, February.
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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. S. Zhu & S. Li & K. Teo, 2014. "Second-order Karush–Kuhn–Tucker optimality conditions for set-valued optimization," Journal of Global Optimization, Springer, vol. 58(4), pages 673-692, April.
    3. Xiang-Kai Sun & Sheng-Jie Li, 2014. "Generalized second-order contingent epiderivatives in parametric vector optimization problems," Journal of Global Optimization, Springer, vol. 58(2), pages 351-363, February.
    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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