Second-order efficient optimality conditions for set-valued vector optimization in terms of asymptotic contingent epiderivatives
RAIRO. Operations Research, Tome 55 (2021) no. 2, pp. 841-860

We propose a generalized second-order asymptotic contingent epiderivative of a set-valued mapping, study its properties, as well as relations to some second-order contingent epiderivatives, and sufficient conditions for its existence. Then, using these epiderivatives, we investigate set-valued optimization problems with generalized inequality constraints. Both second-order necessary conditions and sufficient conditions for optimality of the Karush–Kuhn–Tucker type are established under the second-order constraint qualification. An application to Mond–Weir and Wolfe duality schemes is also presented. Some remarks and examples are provided to illustrate our results.

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DOI : 10.1051/ro/2021039
Classification : 90C26, 90C46, 90C48
Keywords: Asymptotic contingent epiderivative, optimality conditions, Karush–Kuhn–Tucker multiplier, constraint qualification, duality
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     title = {Second-order efficient optimality conditions for set-valued vector optimization in terms of asymptotic contingent epiderivatives},
     journal = {RAIRO. Operations Research},
     pages = {841--860},
     year = {2021},
     publisher = {EDP-Sciences},
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     zbl = {1475.90074},
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     url = {https://www.numdam.org/articles/10.1051/ro/2021039/}
}
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Tung, Nguyen Minh. Second-order efficient optimality conditions for set-valued vector optimization in terms of asymptotic contingent epiderivatives. RAIRO. Operations Research, Tome 55 (2021) no. 2, pp. 841-860. doi: 10.1051/ro/2021039

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Dedicated to Professor Phan Quoc Khanh on the Occasion of his 75th birthday