In this paper, we introduce the second-order weakly composed radial epiderivative of set-valued maps, discuss its relationship to the second-order weakly composed contingent epiderivative, and obtain some of its properties. Then we establish the necessary optimality conditions and sufficient optimality conditions of Benson proper efficient solutions of constrained set-valued optimization problems by means of the second-order epiderivative. Some of our results improve and imply the corresponding ones in recent literature.
Accepté le :
Première publication :
Publié le :
DOI : 10.1051/ro/2019033
Keywords: Set-valued optimization problems, second-order weakly composed radial epiderivatives, Benson proper efficient solutions, second-order optimality conditions
@article{RO_2020__54_4_949_0,
author = {Zhang, Xiaoyan and Wang, Qilin},
title = {New second-order radial epiderivatives and applications to optimality conditions},
journal = {RAIRO - Operations Research - Recherche Op\'erationnelle},
pages = {949--959},
year = {2020},
publisher = {EDP Sciences},
volume = {54},
number = {4},
doi = {10.1051/ro/2019033},
mrnumber = {4085716},
language = {en},
url = {https://www.numdam.org/articles/10.1051/ro/2019033/}
}
TY - JOUR AU - Zhang, Xiaoyan AU - Wang, Qilin TI - New second-order radial epiderivatives and applications to optimality conditions JO - RAIRO - Operations Research - Recherche Opérationnelle PY - 2020 SP - 949 EP - 959 VL - 54 IS - 4 PB - EDP Sciences UR - https://www.numdam.org/articles/10.1051/ro/2019033/ DO - 10.1051/ro/2019033 LA - en ID - RO_2020__54_4_949_0 ER -
%0 Journal Article %A Zhang, Xiaoyan %A Wang, Qilin %T New second-order radial epiderivatives and applications to optimality conditions %J RAIRO - Operations Research - Recherche Opérationnelle %D 2020 %P 949-959 %V 54 %N 4 %I EDP Sciences %U https://www.numdam.org/articles/10.1051/ro/2019033/ %R 10.1051/ro/2019033 %G en %F RO_2020__54_4_949_0
Zhang, Xiaoyan; Wang, Qilin. New second-order radial epiderivatives and applications to optimality conditions. RAIRO - Operations Research - Recherche Opérationnelle, Tome 54 (2020) no. 4, pp. 949-959. doi: 10.1051/ro/2019033
[1] , Mixed type duality for set-valued optimization problems via higher-order radial epiderivatives. Numer. Funct. Anal. Optim. 37 (2016) 823–838. | MR | Zbl | DOI
[2] , and , Higher-order radial derivatives and optimality conditions in nonsmooth vector optimization. Nonlinear Anal. 74 (2011) 7365–7379. | MR | Zbl | DOI
[3] , Contingent derivatives of set-valued maps and existence of solutions to nonlinear inclusions and differential inclutions. In: Advances in Mathematics Supplementary Studies 7A, edited by . Academic Press, New York (1981) 159–229. | MR | Zbl
[4] and , Set-valued Analysis. Birkhäuser, Boston, USA (1990). | MR | Zbl
[5] and , Contingent epiderivative and its applications to set-valued optimization. Control Cybernet. 27 (1998) 1–49. | MR | Zbl
[6] , An improved definition of proper efficiency for vector maximization with respect to cones. J. Math. Anal. Appl. 71 (1979) 232–241. | MR | Zbl | DOI
[7] , and , Higher order weak epiderivatives and applications to duality and optimality conditions. Comput. Math. Appl. 57 (2009) 1389–1399. | MR | Zbl | DOI
[8] and , Optimality conditions for set-valued optimization problems. Math. Methods Oper. Res. 48 (1998) 187–200. | MR | Zbl | DOI
[9] and , Characterizations of the Benson proper efficiency for nonconvex vector optimization. J. Optim. Theory Appl. 98 (1998) 365–384. | MR | Zbl | DOI
[10] , Optimality condition for maximizations of set-valued functions. J. Optim. Theory Appl. 58 (1988) 1–10. | MR | Zbl | DOI
[11] , First and second order optimality conditions for set-valued optimization problems. Rend. Circ. Mat. Palermo. 2 (2004) 451–468. | MR | Zbl | DOI
[12] , Optimality conditions in nonconvex set-valued optimization. Math. Methods Oper. Res. 53 (2001) 403–417. | MR | Zbl | DOI
[13] , Vector Optimization Theory, Applications and Extensions. Springer, Berlin, USA (2004). | MR | Zbl
[14] and , Contingent epiderivatives and set-valued optimization. Math. Methods Oper. Res. 46 (1997) 193–211. | MR | Zbl | DOI
[15] , and , Second-order optimality conditions in set optimization. J. Optim. Theory Appl. 125 (2005) 331–347. | MR | Zbl | DOI
[16] and , Second-order necessary conditions in set constrained differentiable vector optimization. Math. Methods Oper. Res. 58 (2003) 299–317. | MR | Zbl | DOI
[17] , and , Higher-order optimality conditions for set-valued optimization. J. Optim. Theory Appl. 37 (2008) 533–553. | MR | Zbl
[18] , and , New generalized second-order contingent epiderivatives and set-valued optimization problems. J. Optim. Theory Appl. 152 (2012) 587–604. | MR | Zbl | DOI
[19] , A theorem of the alternative and its application to the optimization of set-valued maps. J. Optim. Theory Appl. 100 (1999) 365–375. | MR | Zbl | DOI
[20] , and , Generalized radial epiderivatives and nonconvex set-valued optimization problems. Appl. Anal. 91 (2012) 1891–1900. | MR | Zbl | DOI
[21] , Theory of Vector Optimization. Springer, Berlin, USA (1989). | MR | DOI
[22] and , New second-order tangent epiderivatives and applications to set-valued optimization. J. Optim. Theory Appl. 172 (2017) 128–140. | MR | DOI
[23] , Second-order conditions for optimization problems with constraints. SIAM J. Control Optim. 37 (1998) 303–318. | MR | Zbl | DOI
[24] and , On the generalized Fritz John optimality conditions of vector optimization with set-valued maps under Benson proper efficiency. Appl. Math. Mech. 23 (2002) 1444–1451. | Zbl | MR | DOI
[25] and , Approximation of the cone efficient solution for vector optimization problem. OR Trans. 11 (2007) 52–58.
[26] , Set-valued derivatives of multifunctions and optimality conditions. Numer. Funct. Anal. Optim. 19 (1998) 121–140. | MR | Zbl | DOI
[27] , and , Second-order weak composed epiderivatives and applications to optimality conditions. J. Ind. Manag. Optim. 9 (2013) 455–470. | MR | Zbl | DOI
[28] and , Higher-order weakly generalized epiderivatives and applications to optimality conditions. J. Appl. Math. 691018 (2012). | MR | Zbl
Cité par Sources :
This research was partially supported by the Natural Science Foundation Project of CQ CSTC (Nos.cstc2015jcyjA30009, cstc2015jcyjBX0131, cstc2017jcyjAX0382), the Program of Chongqing Innovation Team Project in University (no.CXTDX201601022), the National Natural Science Foundation of China (No.11571055) and Chongqing Jiaotong University Graduate Education Innovation Foundation Project (No.2018S0152).





