Second-Order Composed Contingent Derivative of the Perturbation Map in Multiobjective Optimization

Zhenhua Peng and Zhongping Wan
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Zhenhua Peng: Department of Mathematics, School of Sciences, Nanchang University, Nanchang 330031, P. R. China2School of Mathematics and Statistics, Wuhan University, Wuhan 430072, P. R. China
Zhongping Wan: School of Mathematics and Statistics, Wuhan University, Wuhan 430072, P. R. China

Asia-Pacific Journal of Operational Research (APJOR), 2020, vol. 37, issue 02, 1-23

Abstract: In view of the structural advantage of second-order composed derivatives, the purpose of this paper is to analyze quantitatively the behavior of perturbation maps for the first time by using this concept. First, new concepts of the second-order composed adjacent derivative and the second-order composed lower Dini derivative are introduced. Some relationships among the second-order composed contingent derivative, the second-order composed adjacent derivative and the second-order composed lower Dini derivative are discussed. Second, the relationships between second-order composed lower Dini derivable and Aubin property are provided. Third, by virtue of second-order composed contingent derivatives and the above relationships, some results concerning second-order sensitivity analysis are established without the assumption of the locally Lipschitz property or the locally Hölder continuity. Finally, we give some complete characterizations of second-order composed contingent derivatives of the perturbation maps.

Keywords: Sensitivity analysis; second-order composed lower Dini derivative; Aubin property; perturbation maps (search for similar items in EconPapers)
Date: 2020
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DOI: 10.1142/S0217595920500025

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