Abstract
In this paper we introduce and investigate an optimality concept for set-valued optimization problems with variable ordering structure. In our approach, the ordering structure is governed by a set-valued map acting between the same spaces as the objective multifunction. Necessary optimality conditions for the proposed problem are derived in terms of Bouligand and Mordukhovich generalized differentiation objects.
Similar content being viewed by others
References
Aubin, J.P., Frankowska, H.: Set-Valued Analysis. Birkäuser, Basel (1990)
Bao, T.Q., Mordukhovich, B.S.: Relative Pareto minimizers for multiobjective problems: existence and optimality conditions. Math. Program. 122(2), 301–347 (2010)
Bao, T.Q., Mordukhovich, B.S.: Necessary nondomination conditions in set and vector optimization with variable ordering structures. J. Optim. Theory Appl. doi:10.1007/s10957-013-0332-6
Bao, T.Q., Mordukhovich, B.S., Souberyan, A.: Variational analysis in psychological modeling, http://www.optimization-online.org/DB_HTML/2013/11/4112.html
Chen, G.-Y., Huang, X., Yang, X.: Vector Optimization. Lecture Notes in Economics and Mathematical Systems, vol. 541. Springer, Berlin (2005)
Durea, M.: First and second-order optimality conditions for set-valued optimization problems. Rendiconti del Circolo Matematico di Palermo 53, 451–468 (2004)
Durea, M., Strugariu, R.: On some Fermat rules for set-valued optimization problems. Optimization 60, 575–591 (2011)
Durea, M., Strugariu, R.: Optimality conditions in terms of Bouligand derivatives for Pareto efficiency in set-valued optimization. Optim. Lett. 5, 141–151 (2011)
Durea, M., Strugariu, R.: Openness stability and implicit multifunction theorems: applications to variational systems. Nonlinear Anal. Theory Methods Appl. 75, 1246–1259 (2012)
Durea, M., Strugariu, R.: Calculus of tangent sets and derivatives of set-valued maps under metric subregularity conditions. J. Glob. Optim. 56, 587–603 (2013)
Durea, M., Strugariu, R.: Scalarization of constraints system in some vector optimization problems and applications. Optim. Lett. doi:10.1007/s11590-013-0690-x
Durea, M., Huynh, V.N., Nguyen, H.T., Strugariu, R.: Metric regularity of composition set-valued mappings: metric setting and coderivative conditions. J. Math. Anal. Appl. 412, 41–62 (2014)
Eichfelder, G.: Variable ordering structures in vector optimization, Habilitation Thesis, University Erlangen-Nürnberg (2011)
Eichfelder, G.: Variable ordering structures in vector optimization. In: Q.H. Ansari, J.-C. Yao, (eds.) Recent Developments in Vector Optimization, Chapter 4, pp. 95–126. Springer, Heidelberg (2012)
Eichfelder, G., Ha, T.X.D.: Optimality conditions for vector optimization problems with variable ordering structures. Optimization 62, 597–627 (2013)
John, R.: The concave nontransitive consumer. J. Global Optim. 20(3–4), 297–308 (2001)
John, R.: Local and global consumer preferences. In: Generalized Convexity and Related Topics, Lecture Notes in Econom. and Math. Systems 583, pp. 315–325. Springer, Berlin (2007)
Kruger, A.Y.: About regularity of collections of sets. Set-Valued Anal. 14, 187–206 (2006)
Kruger, A.Y.: About stationarity and regularity in variational analysis. Taiwan. J. Math. 13, 1737–1785 (2009)
Kuroiwa, D.: The natural criteria in set-valued optimization. RIMS Kokyuroku 1031, 85–90 (1998)
Li, S.J., Liao, C.M.: Second-order differentiability of generalized perturbation maps. J. Glob. Optim. 52, 243–252 (2012)
Li, S.J., Meng, K.W., Penot, J.-P.: Calculus rules for derivatives of multimaps. Set-Valued Anal. 17, 21–39 (2009)
Li, S., Penot, J.-P., Xue, X.: Codifferential calculus. Set-Valued Var. Anal. 19, 505–536 (2011)
Mordukhovich, B.S.: Variational analysis and generalized differentiation, Vol. I: Basic Theory, Vol. II: Applications, Springer, Grundlehren der mathematischen Wissenschaften (A Series of Comprehensive Studies in Mathematics), Vol. 330 and 331, Berlin (2006)
Ngai, H.V., Nguyen, H.T., Théra, M.: Metric regularity of the sum of multifunctions and applications. J. Optim. Theory Appl. 160, 355–390 (2014)
Ngai, H.V., Théra, M.: Metric inequality, subdifferential calculus and applications. Set-Valued Anal. 9, 187–216 (2001)
Nieuwenhuis, J.W.: Supremal points and generalized duality. Math. Operationsforsch. Stat. Ser. Optim. 11, 41–59 (1980)
Penot, J.-P.: Differentiability of relations and differential stability perturbed optimization problems. SIAM J. Control Optim. 22, 529–551 (1984)
Penot, J.-P.: Cooperative behavior of functions, sets and relations. Math. Methods Oper. Res. 48, 229–246 (1998)
Tanino, T.: On the supremum of a set in a multi-dimensional space. J. Math. Anal. Appl. 130, 386–397 (1988)
Tanino, T.: Conjugate duality in vector optimization. J. Math. Anal. Appl. 167, 84–97 (1992)
Acknowledgments
The work of M. Durea was supported by the ERC-Like grant of the Romanian National Authority for Scientific Research 1ERC/02.07.2012. The work of R. Strugariu was supported by the grant POSDRU/159/1.5/S/133652.
Author information
Authors and Affiliations
Corresponding author
Rights and permissions
About this article
Cite this article
Durea, M., Strugariu, R. & Tammer, C. On set-valued optimization problems with variable ordering structure. J Glob Optim 61, 745–767 (2015). https://doi.org/10.1007/s10898-014-0207-x
Received:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s10898-014-0207-x
Keywords
- Nondomination property
- Pareto optimization
- Variable ordering structure
- Openness for sum-multifunction
- Necessary optimality conditions