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Optimality conditions for set-valued optimization problems

Author

Listed:
  • Guang Ya Chen
  • Johannes Jahn

Abstract

The generalized contingent epiderivative of set-valued maps is introduced in this paper and its relationship to the contingent epiderivative is investigated. A unified necessary and sufficient optimality condition is derived in terms of the generalized contingent epiderivative. The existence of weak subgradients of set-valued maps is proved, and a sufficient optimality condition of set-valued optimization problems is obtained in terms of weak subgradients. Copyright Springer-Verlag Berlin Heidelberg 1998

Suggested Citation

  • 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.
    • Handle: RePEc:spr:mathme:v:48:y:1998:i:2:p:187-200
    DOI: 10.1007/s001860050021
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    Citations

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    Cited by:

    1. Davide LA TORRE, 2004. "Characterizations of convex vector functions and optimization by mollified derivatives," Departmental Working Papers 2004-09, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
    2. 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.
    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. Mansi Dhingra, 2019. "Henig proper subdifferential of set-valued maps," OPSEARCH, Springer;Operational Research Society of India, vol. 56(3), pages 790-805, September.
    5. T. D. Chuong & J. C. Yao, 2010. "Generalized Clarke Epiderivatives of Parametric Vector Optimization Problems," Journal of Optimization Theory and Applications, Springer, vol. 146(1), pages 77-94, July.
    6. J. Baier & J. Jahn, 1999. "On Subdifferentials of Set-Valued Maps," Journal of Optimization Theory and Applications, Springer, vol. 100(1), pages 233-240, January.
    7. L. Y. Xia & J. H. Qiu, 2008. "Superefficiency in Vector Optimization with Nearly Subconvexlike Set-Valued Maps," Journal of Optimization Theory and Applications, Springer, vol. 136(1), pages 125-137, January.
    8. S. Khoshkhabar-amiranloo & E. Khorram, 2015. "Pointwise well-posedness and scalarization in set optimization," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 82(2), pages 195-210, October.
    9. J. Y. Bello Cruz & G. Bouza Allende, 2014. "A Steepest Descent-Like Method for Variable Order Vector Optimization Problems," Journal of Optimization Theory and Applications, Springer, vol. 162(2), pages 371-391, August.
    10. 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.
    11. 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.
    12. 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.
    13. X. L. Guo & S. J. Li, 2014. "Optimality Conditions for Vector Optimization Problems with Difference of Convex Maps," Journal of Optimization Theory and Applications, Springer, vol. 162(3), pages 821-844, September.
    14. Elvira Hernández & Luis Rodríguez-Marín, 2011. "Weak and Strong Subgradients of Set-Valued Maps," Journal of Optimization Theory and Applications, Springer, vol. 149(2), pages 352-365, May.
    15. 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.
    16. X. J. Long & J. W. Peng & X. B. Li, 2014. "Weak Subdifferentials for Set-Valued Mappings," Journal of Optimization Theory and Applications, Springer, vol. 162(1), pages 1-12, July.
    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. 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.
    19. Nguyen Thi Toan & Le Quang Thuy, 2023. "S-Derivative of the Extremum Multifunction to a Multi-objective Parametric Discrete Optimal Control Problem," Journal of Optimization Theory and Applications, Springer, vol. 196(1), pages 240-265, January.
    20. 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.

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