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First order optimality condition for constrained set-valued optimization

Author

Listed:
  • Crespi Giovanni P.

    (Department of Economics, University of Insubria, Italy)

  • Ginchev Ivan

    (Department of Mathematics Varna, Bulgaria)

  • Rocca Matteo

    (Department of Economics, University of Insubria, Italy)

Abstract

A constrained optimization problem with set-valued data is considered. Different kind of solutions are defined for such a problem. We recall weak minimizer, efficient minimizer and proper minimizer. The latter are defined in a way that embrace also the case when the ordering cone is not pointed. Moreover we present the new concept of isolated minimizer for set-valued optimization. These notions are investigated and appear when establishing first-order necessary and sufficient optimality conditions derived in terms of a Dini type derivative for set-valued maps. The case of convex (along rays) data is considered when studying sufficient optimality conditions for weak minimizers. Key words: Vector optimization, Set-valued optimization, First-order optimality conditions.

Suggested Citation

  • Crespi Giovanni P. & Ginchev Ivan & Rocca Matteo, 2004. "First order optimality condition for constrained set-valued optimization," Economics and Quantitative Methods qf04014, Department of Economics, University of Insubria.
    • Handle: RePEc:ins:quaeco:qf04014
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    File URL: https://www.eco.uninsubria.it/RePEc/pdf/QF2004_23.pdf
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    References listed on IDEAS

    as
    1. J. B. Hiriart-Urruty, 1979. "Tangent Cones, Generalized Gradients and Mathematical Programming in Banach Spaces," Mathematics of Operations Research, INFORMS, vol. 4(1), pages 79-97, February.
    2. Giancarlo Bigi & Marco Castellani, 2002. "K-epiderivatives for set-valued functions and optimization," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 55(3), pages 401-412, June.
    3. Giancarlo Bigi & Marco Castellani, 2002. "K-epiderivatives for set-valued functions and optimization," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 55(3), pages 401-412, June.
    4. 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.
    5. Crespi Giovanni P. & Ginchev Ivan & Rocca Matteo, 2004. "First order optimality conditions in set-valued optimization," Economics and Quantitative Methods qf04010, Department of Economics, University of Insubria.
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