Skip to main content
Log in

Higher-order optimality conditions in set-valued optimization using Studniarski derivatives and applications to duality

  • Published:
Positivity Aims and scope Submit manuscript

Abstract

In this paper, we introduce upper and lower Studniarski derivatives of set-valued maps. By virtue of these derivatives, higher-order necessary and sufficient optimality conditions are obtained for several kinds of minimizers of a set-valued optimization problem. Then, applications to duality are given. Some remarks on several existent results and examples are provided to illustrate our results.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Jahn, J.: Vector Optimization—Theory, Applications, Extensions. Springer, Berlin (2004)

    Book  Google Scholar 

  2. Luc, D.T.: Theory of Vector Optimization. Springer, Berlin (1989)

    Book  Google Scholar 

  3. Aubin, J.P., Frankowska, H.: Set-Valued Analysis. Birkhauser, Boston (1990)

    MATH  Google Scholar 

  4. Rockafellar, R.T., Wets, R.J.B.: Variational Analysis, 3rd edn. Springer, Berlin (2009)

    Google Scholar 

  5. Mordukhovich, B.S.: Variational Analysis and Generalized Differentiation, vol. I. Basic Theory. Springer, Berlin (2006)

  6. Mordukhovich, B.S.: Variational Analysis and Generalized Differentiation, vol. II. Applications. Springer, Berlin (2006)

  7. Luc, D.T.: Contingent derivatives of set-valued maps and applications to vector optimization. Math. Program. 50, 99–111 (1991)

    Article  MATH  Google Scholar 

  8. Jahn, J., Rauh, R.: Contingent epiderivatives and set-valued optimization. Math. Methods Oper. Res. 46, 193–211 (1997)

    Article  MATH  MathSciNet  Google Scholar 

  9. Jahn, J., Khan, A.A.: Generalized contingent epiderivatives in set valued optimization: optimality conditions. Numer. Funct. Anal. Optim. 23, 807–831 (2002)

    Article  MATH  MathSciNet  Google Scholar 

  10. Crespi, G.P., Ginchev, I., Rocca, M.: First-order optimality conditions in set-valued optimization. Math. Methods Oper. Res. 63, 87–106 (2006)

    Article  MATH  MathSciNet  Google Scholar 

  11. Taa, A.: Set-valued derivatives of multifunctions and optimality conditions. Numer. Funct. Anal. Optim. 19, 121–140 (1998)

    Article  MATH  MathSciNet  Google Scholar 

  12. Kasimbeyli, R.: Radial epiderivatives and set-valued optimization. Optimization 58, 521–534 (2009)

    Article  MATH  MathSciNet  Google Scholar 

  13. Durea, M.: Optimality conditions for weak and firm efficiency in set-valued optimization. J. Math. Anal. Appl. 344, 1018–1028 (2008)

    Article  MATH  MathSciNet  Google Scholar 

  14. Khanh, P.Q., Tuan, N.D.: Variational sets of multivalued mappings and a unified study of optimality conditions. J. Optim. Theory Appl. 139, 45–67 (2008)

    Google Scholar 

  15. Khanh, P.Q., Tuan, N.D.: Higher-order variational sets and higher-order optimality conditions for proper efficiency in set-valued nonsmooth vector optimization. J. Optim. Theory Appl. 139, 243–261 (2008)

    Article  MathSciNet  Google Scholar 

  16. Wang, Q.L., Li, S.J.: Generalized higher-order optimality conditions for set-valued optimization under Henig efficiency. Numer. Funct. Anal. Optim. 30, 849–869 (2009)

    Article  MATH  MathSciNet  Google Scholar 

  17. Li, S.J., Chen, C.R.: Higher-order optimality conditions for Henig efficient solutions in set-valued optimization. J. Math. Anal. Appl. 323, 1184–1200 (2006)

    Article  MATH  MathSciNet  Google Scholar 

  18. Li, S.J., Teo, K.L., Yang, X.Q.: Higher-order optimality conditions for set-valued optimization. J. Optim. Theory Appl. 137, 533–553 (2008)

    Google Scholar 

  19. Anh, N.L.H., Khanh, P.Q., Tung, L.T.: Higher-order radial derivatives and optimality conditions in nonsmooth vector optimization. Nonlinear Anal. TMA 74, 7365–7379 (2011)

    Google Scholar 

  20. Anh, N.L.H., Khanh, P.Q.: Higher-order optimality conditions in set-valued optimization using radial sets and radial derivatives. J. Global Optim. 56, 519–536 (2013)

    Article  MATH  MathSciNet  Google Scholar 

  21. Studniarski, M.: Necessary and sufficient conditions for isolated local minima of nonsmooth functions. SIAM J. Control Optim. 24, 1044–1049 (1986)

    Article  MATH  MathSciNet  Google Scholar 

  22. Luu, D.V.: Higher-order necessary and sufficient conditions for strict local Pareto minima in terms of Studniarski’s derivatives. Optimization 57, 593–605 (2008)

    Article  MATH  MathSciNet  Google Scholar 

  23. Sun, X.K., Li, S.J.: Lower Studniarski derivative of the perturbation map in parametrized vector optimization. Optim. Lett. 5, 601–614 (2011)

    Article  MATH  MathSciNet  Google Scholar 

  24. Ha, T.X.D.: Optimality conditions for several types of efficient solutions of set-valued optimization problems. In: Pardalos, P., Rassis, Th.M., Khan, A.A. (eds.) Nonlinear Analysis and Variational Problems, Chap. 21, pp. 305–324. Springer, Berlin (2009)

  25. Flores-Bazán, F., Jiménez, B.: Strict efficiency in set-valued optimization. SIAM J. Control Optim. 48, 881–908 (2009)

    Article  MATH  MathSciNet  Google Scholar 

  26. Henig, M.I.: Proper efficiency with respect to cones. J. Optim. Theory Appl. 36, 387–407 (1982)

    Article  MATH  MathSciNet  Google Scholar 

  27. Ginchev, I., Guerraggio, A., Rocca, M.: From scalar to vector optimization. Appl. Math. 51, 5–36 (2006)

    Article  MATH  MathSciNet  Google Scholar 

  28. Jiménez, B.: Strict efficiency in vector optimization. J. Math. Anal. Appl. 265, 264–284 (2001)

    Article  Google Scholar 

  29. Osuna-Gómez, R., Rufián-Lizana, A., Ruíz-Canales, P.: Duality in nondifferentiable vector programming. J. Math. Anal. Appl. 259, 462–475 (2001)

    Article  MATH  MathSciNet  Google Scholar 

  30. Fulga, C., Preda, V.: On optimality conditions for multiobjective optimization problems in topological vector space. J. Math. Anal. Appl. 334, 123–131 (2007)

    Article  MATH  MathSciNet  Google Scholar 

  31. Li, Z.F.: Benson Proper Efficiency in the Vector Optimization of Set-Valued Maps. J. Optim. Theory Appl. 98, 623–649 (1998)

    Article  MATH  MathSciNet  Google Scholar 

  32. Hu, Y., Ling, C.: The generalized optimality conditions of multiobjective programming problem in topological vector space. J. Math. Anal. Appl. 290, 363–372 (2004)

    Article  MATH  MathSciNet  Google Scholar 

  33. Jeyakumar, V.: A generalization of a minimax theorem of Fan via a theorem of the alternative. J. Optim. Theory Appl. 48, 525–533 (1986)

    Article  MATH  MathSciNet  Google Scholar 

  34. Borwein, J.M., Zhuang, D.: Super efficiency in vector optimization. Trans. Am. Math. Soc. 338, 105–122 (1993)

    Article  MATH  MathSciNet  Google Scholar 

  35. Göpfert, A., Riahi, H., Tammer, C., Zălinescu, C.: Variational Methods in Partially Ordered Spaces. Springer, Berlin (2003)

    MATH  Google Scholar 

Download references

Acknowledgments

We acknowledge Professor Szymon Dolecki’s very helpful discussions during our working. We are also grateful to an anonymous referee for his valuable remarks which helped to improve our previous manuscript.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Nguyen Le Hoang Anh.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Anh, N.L.H. Higher-order optimality conditions in set-valued optimization using Studniarski derivatives and applications to duality. Positivity 18, 449–473 (2014). https://doi.org/10.1007/s11117-013-0254-4

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s11117-013-0254-4

Keywords

Mathematics Subject Classification (2010)

Navigation