Optimality and duality in set-valued optimization using higher-order radial derivatives
Abstract
This paper is devoted to the study of optimality conditions and duality theory for a set-valued optimization problem. by using the higher-order radial derivative of a set-valued map, we establish Fritz John and Kuhn-Tucker types necessary and sufficient optimality conditions for a weak minimizer of a set-valued optimization problem under the assumption that set-valued maps in the formulation of objective and constraint maps are near cone-subconvexlike. As an application of the optimality conditions, we prove weak, strong and converse duality theorems for Mond-Weir and Wolfe types dual problems.References
S. J. Li, K. L. Teo, X. Q. Yang, Higher-order optimality conditions for set-valued optimization, Journal of Optimization Theory and Applications, 137: 533-553, 2008.
Q. L. Wang, S. J. Li, K. L. Teo, Higher-order optimality conditions for weakly efficient solutions in nonconvex set-valued optimization, Optimization Letters, 4: 425-437, 2010.
S. J. Li, K. L. Teo, X. Q. Yang, Higher-order Mond-Weir duality for set-valued optimization, Journal of Computational and Applied Mathematics, 217: 339-349, 2008.
S. J. Li, C. R. Chen, Higher order optimality conditions for Henig efficient solutions in set-valued optimization, Mathematical Analysis and Applications, 323: 1184-1200, 2006.
C. R. Chen, S. J. Li, K. L. Teo, Higher order weak epiderivatives and applications to duality and optimality conditions, Computers and Mathematics with Applications, 57: 1389-1399, 2009.
P. Q. Khanh, N. D. Tuan, Variational sets of multivalued mappings and a unified study of optimality conditions, Journal of Optimization Theory and Applications, 139: 45-67, 2008.
P. Q. Khanh, N. D. Tuan, Higher-order variational sets and higher-order optimality conditions for proper efficiency in set-valued nonsmooth vector optimization, Journal of Optimization Theory and Applications, 139: 243-261, 2008.
Nguyen Le Hoang Anh, Phan Quoc Khanh, Le Thanh Tung, Variational sets: Calculus and applications to nonsmooth vector optimization, Nonlinear Analysis, 74: 2358-279, 2011.
D. V. Luu, Higher-order necessary and sufficient conditions for strict local Pareto minima in terms of Studniarskis derivatives, Optimization, 57: 593-605, 2008.
X. K. Sun, S. J. Li, Lower Studniarski derivative of the perturbation map in parametrized vector optimization, Optimization Letters, 5: 601-614, 2011.
Nguyen Le Hoang Anh, Higher-orderoptimality conditions in set-valued optimization using Studniarskiderivatives and applications to duality, Positivity, 18: 449-473, 2014.
M. Studniarski, Necessary and sufficient conditions for isolated local minima of nonsmooth functions, SIAM J. Control Optim., 24:1044-1049, 1986.
Guolin Yu, Higher-order optimality conditions and duality for approximate solutions in non-convex set-valued optimization, Acta Mathematicae Applicatae Sinica, to appear.
A. Taa, Set-valued derivatives of multifunctions and optimality conditions, Numerical Functional Analysis and Optimization, 19:121-140, 1998.
F. Flores-Bazan, Radial epiderivatives and asymptotic function in nonconvex vector optimization, SIAM J. Optim. 14: 284-305, 2003.
R. Kasimbeyli, Radial epiderivatives and set-valued optimization, Optimization, 58: 521-534, 2009.
F. Flores-Bazan, B. Jimenez, Strict efficiency in set-valued optimization, SIAM J. Control Optim. 48: 881-908, 2009
Nguyen Le Hoang Anh, Phan Quoc Khanh, Le Thanh Tung, Higher-order radial derivatives and optimality conditions in nonsmooth vector optimization, Nonlinear Analysis, 74: 7365-7379, 2011.
Nguyen Le Hoang Anh, Phan Quoc Khanh, Higher-order optimality conditions in set-valued optimization using radial sets and radial derivatives, Journal of Global Optimization, 56: 519-536, 2013.
Nguyen Le Hoang Anh, Phan Quoc Khanh, Higher-order optimality conditions for proper efficiency in nonsmooth vector optimization using radial sets and radial derivatives, Journal of Global Optimization, 58: 693-709, 2014.
H. W. Corley, Existence and Lagrangian duality for maximization of set- valued functions, Journal of Optimization Theory and Applications, 54: 489-501, 1987.
D. Bhatia, A. Mehra, Lagrangian duality for preinvex set-valued functions, Journal of Mathematical Analysis and Applications, 214: 599-612, 1997.
Z. F. Li, G. Y. Chen, Lagrangian multipliers, saddle points, and duality in vector optimization of set-valued maps, Journal of Mathematical Analysis and Applications, 215: 297-316, 1997.
Z. F. Li, Benson proper efficiency in the vector optimization of set-valued maps, Journal of Optimization Theory and Applications, 98: 623-649, 1998.
X. M. Yang, D. Li, S. Y. Wang, Near-subconvexlikeness in vector optimization with set-Valued functions, Journal of Optimization Theory and Applications, 110: 413-427, 2001.
Maria Alonso-Durán, Luis Rodriguez-Marin,
On approximate solutions in set-valued optimization problems, Journal of Computational and Applied Mathematics, 2012, 236: 4421-4427.
P. H. Sach, New generalized convexity notion for set-valued maps and application to vector optimization, Journal of Optimization Theory and Applications, 125: 157-179, 2005.
Guolin Yu, Sanyang Liu, Globally proper saddle point in ic-cone-convex like set-valued optimization problems, Acta Mathematica Sinica, English Series, 25: 1921-1928, 2009.
- Authors retain copyright and grant the journal right of first publication with the work simultaneously licensed under a Creative Commons Attribution License that allows others to share the work with an acknowledgement of the work's authorship and initial publication in this journal.
- Authors are able to enter into separate, additional contractual arrangements for the non-exclusive distribution of the journal's published version of the work (e.g., post it to an institutional repository or publish it in a book), with an acknowledgement of its initial publication in this journal.
- Authors are permitted and encouraged to post their work online (e.g., in institutional repositories or on their website) prior to and during the submission process, as it can lead to productive exchanges, as well as earlier and greater citation of published work (See The Effect of Open Access).