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Second-Order Optimality Conditions in Set Optimization

Author

Listed:
  • J. Jahn

    (University of Erlangen-Nürnberg)

  • A. A. Khan

    (University of Erlangen-Nürnberg)

  • P. Zeilinger

    (University of Erlangen-Nürnberg)

Abstract

In this paper, we propose second-order epiderivatives for set-valued maps. By using these concepts, second-order necessary optimality conditions and a sufficient optimality condition are given in set optimization. These conditions extend some known results in optimization.

Suggested Citation

  • 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.
    • Handle: RePEc:spr:joptap:v:125:y:2005:i:2:d:10.1007_s10957-004-1841-0
    DOI: 10.1007/s10957-004-1841-0
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    References listed on IDEAS

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    1. Y. Sonntag & C. Zalinescu, 2000. "Comparison of Existence Results for Efficient Points," Journal of Optimization Theory and Applications, Springer, vol. 105(1), pages 161-188, April.
    2. 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.
    3. Bienvenido Jiménez & Vicente Novo, 2003. "Second order necessary conditions in set constrained differentiable vector optimization," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 58(2), pages 299-317, November.
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    Citations

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    Cited by:

    1. 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.
    2. 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.
    3. N. L. H. Anh & P. Q. Khanh, 2013. "Variational Sets of Perturbation Maps and Applications to Sensitivity Analysis for Constrained Vector Optimization," Journal of Optimization Theory and Applications, Springer, vol. 158(2), pages 363-384, August.
    4. 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.
    5. Koushik Das & Savin Treanţă & Tareq Saeed, 2022. "Mond-Weir and Wolfe Duality of Set-Valued Fractional Minimax Problems in Terms of Contingent Epi-Derivative of Second-Order," Mathematics, MDPI, vol. 10(6), pages 1-21, March.
    6. S. J. Li & S. K. Zhu & X. B. Li, 2012. "Second-Order Optimality Conditions for Strict Efficiency of Constrained Set-Valued Optimization," Journal of Optimization Theory and Applications, Springer, vol. 155(2), pages 534-557, November.
    7. Nguyen Hoang Anh & Phan Khanh, 2014. "Higher-order optimality conditions for proper efficiency in nonsmooth vector optimization using radial sets and radial derivatives," Journal of Global Optimization, Springer, vol. 58(4), pages 693-709, April.
    8. 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.
    9. P. Q. Khanh & N. M. Tung, 2015. "Second-Order Optimality Conditions with the Envelope-Like Effect for Set-Valued Optimization," Journal of Optimization Theory and Applications, Springer, vol. 167(1), pages 68-90, October.
    10. M. H. Li & S. J. Li, 2010. "Second-Order Differential and Sensitivity Properties of Weak Vector Variational Inequalities," Journal of Optimization Theory and Applications, Springer, vol. 144(1), pages 76-87, January.
    11. S. J. Li & K. L. Teo & X. Q. Yang, 2008. "Higher-Order Optimality Conditions for Set-Valued Optimization," Journal of Optimization Theory and Applications, Springer, vol. 137(3), pages 533-553, June.
    12. 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.
    13. P. Q. Khanh & N. D. Tuan, 2008. "Variational Sets of Multivalued Mappings and a Unified Study of Optimality Conditions," Journal of Optimization Theory and Applications, Springer, vol. 139(1), pages 47-65, October.
    14. Phan Quoc Khanh & Nguyen Minh Tung, 2016. "Second-Order Conditions for Open-Cone Minimizers and Firm Minimizers in Set-Valued Optimization Subject to Mixed Constraints," Journal of Optimization Theory and Applications, Springer, vol. 171(1), pages 45-69, October.
    15. 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.
    16. P. Q. Khanh & N. D. Tuan, 2008. "Higher-Order Variational Sets and Higher-Order Optimality Conditions for Proper Efficiency in Set-Valued Nonsmooth Vector Optimization," Journal of Optimization Theory and Applications, Springer, vol. 139(2), pages 243-261, November.
    17. 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.
    18. S. Li & C. Liao, 2012. "Second-order differentiability of generalized perturbation maps," Journal of Global Optimization, Springer, vol. 52(2), pages 243-252, February.

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