Abstract
In this paper, second-order sensitivity analysis in vector optimization problems is considered. We prove that the efficient solution map and the efficient frontier map of a parameterized vector optimization problem are second-order proto-differentiable under some appropriate qualification conditions. Some sufficient conditions for inner and outer approximation of the second-order proto-derivative are also provided.
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Tung, L.T. On Second-Order Proto-Differentiability of Perturbation Maps. Set-Valued Var. Anal 26, 561–579 (2018). https://doi.org/10.1007/s11228-016-0397-0
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DOI: https://doi.org/10.1007/s11228-016-0397-0
Keywords
- Second-order proto-differentiability
- Second-order semi-differentiability
- Parameterized vector optimization problems
- Solution maps
- Frontier maps
- Second-order sensitivity analysis