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Higher-Order Optimality Conditions for Set-Valued Optimization

Author

Listed:
  • S. J. Li

    (Chongqing University)

  • K. L. Teo

    (Curtin University of Technology)

  • X. Q. Yang

    (Hong Kong Polytechnic University)

Abstract

This paper deals with higher-order optimality conditions of set-valued optimization problems. By virtue of the higher-order derivatives introduced in (Aubin and Frankowska, Set-Valued Analysis, Birkhäuser, Boston, [1990]) higher-order necessary and sufficient optimality conditions are obtained for a set-valued optimization problem whose constraint condition is determined by a fixed set. Higher-order Fritz John type necessary and sufficient optimality conditions are also obtained for a set-valued optimization problem whose constraint condition is determined by a set-valued map.

Suggested Citation

  • 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.
  • Handle: RePEc:spr:joptap:v:137:y:2008:i:3:d:10.1007_s10957-007-9345-3
    DOI: 10.1007/s10957-007-9345-3
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    References listed on IDEAS

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    1. Giovanni Crespi & Ivan Ginchev & Matteo Rocca, 2006. "First-order optimality conditions in set-valued optimization," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 63(1), pages 87-106, February.
    2. B. Aghezzaf & M. Hachimi, 1999. "Second-Order Optimality Conditions in Multiobjective Optimization Problems," Journal of Optimization Theory and Applications, Springer, vol. 102(1), pages 37-50, July.
    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 & 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.
    5. 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.
    6. 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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    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. 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.
    3. 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.
    4. 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.
    5. 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.
    6. 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.
    7. Nguyen Xuan Duy Bao & Phan Quoc Khanh & Nguyen Minh Tung, 2022. "Quasi-contingent derivatives and studies of higher-orders in nonsmooth optimization," Journal of Global Optimization, Springer, vol. 84(1), pages 205-228, September.
    8. 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.
    9. Nguyen Minh Tung, 2020. "New Higher-Order Strong Karush–Kuhn–Tucker Conditions for Proper Solutions in Nonsmooth Optimization," Journal of Optimization Theory and Applications, Springer, vol. 185(2), pages 448-475, May.

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