Higher-Order Optimality Conditions for Set-Valued Optimization

S. J. Li (), K. L. Teo and X. Q. Yang
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S. J. Li: Chongqing University
K. L. Teo: Curtin University of Technology
X. Q. Yang: Hong Kong Polytechnic University

Journal of Optimization Theory and Applications, 2008, vol. 137, issue 3, No 6, 533-553

Abstract: Abstract This paper deals with higher-order optimality conditions of set-valued optimization problems. By virtue of the higher-order derivatives introduced in (Aubin and Frankowska, Set-Valued Analysis, Birkhäuser, Boston, [1990]) higher-order necessary and sufficient optimality conditions are obtained for a set-valued optimization problem whose constraint condition is determined by a fixed set. Higher-order Fritz John type necessary and sufficient optimality conditions are also obtained for a set-valued optimization problem whose constraint condition is determined by a set-valued map.

Keywords: mth-order adjacent set; mth-order adjacent derivative; Set-valued map; mth-order optimality condition (search for similar items in EconPapers)
Date: 2008
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Citations: View citations in EconPapers (9)

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DOI: 10.1007/s10957-007-9345-3

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