On Higher-Order Sensitivity Analysis in Nonsmooth Vector Optimization

H. T. H. Diem (), P. Q. Khanh () and L. T. Tung ()
Additional contact information
H. T. H. Diem: College of Cantho
P. Q. Khanh: International University of Hochiminh City
L. T. Tung: Cantho University

Journal of Optimization Theory and Applications, 2014, vol. 162, issue 2, No 8, 463-488

Abstract: Abstract We propose the notion of higher-order radial-contingent derivative of a set-valued map, develop some calculus rules and use them directly to obtain optimality conditions for several particular optimization problems. Then we employ this derivative together with contingent-type derivatives to analyze sensitivity for nonsmooth vector optimization. Properties of higher-order contingent-type derivatives of the perturbation and weak perturbation maps of a parameterized optimization problem are obtained.

Keywords: Sensitivity; Higher-order radial-contingent derivative; Higher-order contingent-type derivative; Set-valued vector optimization; Perturbation map; Weak perturbation map (search for similar items in EconPapers)
Date: 2014
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Citations: View citations in EconPapers (1)

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DOI: 10.1007/s10957-013-0424-3

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