Skip to main content
Log in

Sufficient optimality conditions and duality theorems for set-valued optimization problem under generalized cone convexity

  • Published:
Rendiconti del Circolo Matematico di Palermo (1952 -) Aims and scope Submit manuscript

Abstract

In this paper, a new type of generalized cone convexity is introduced in the case of set-valued optimization problem where the maps involved are contingent epiderivable. It extends the notion of \(\rho -(\eta , \theta )\)-invexity from vector optimization to set-valued optimization. The sufficient Karush–Kuhn–Tucker (KKT) optimality conditions are investigated under the stated assumptions. We also study the duality results of Mond–Weir type (MWD), Wolfe type (WD) and mixed type (Mix D) for weak solutions of a pair of set-valued optimization problems.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Aubin, J.P., Frankowsa, H.: Set-Valued Analysis. Birkhauser, Boston (1990)

    MATH  Google Scholar 

  2. Bao-huai, S., San-yang, L.: Kuhn–Tucker condition and Wolfe duality of preinvex set-valued optimization. Appl. Math. Mech. Engl. 27(12), 1655–1664 (2006)

    Article  Google Scholar 

  3. Ben-Israel, A., Mond, B.: What is invexity? J. Aust. Math. Soc. (Ser. B) 28, 1–9 (1986)

    Article  MATH  MathSciNet  Google Scholar 

  4. Bhatia, D., Mehra, A.: Lagrangian duality for preinvex set-valued functions. J. Math. Anal. Appl. 214, 599–612 (1997)

    Article  MATH  MathSciNet  Google Scholar 

  5. Corley, H.W.: Existence and Lagrangian duality for maximizations of set-valued functions. J. Optim. Theory Appl. 54, 489–501 (1987)

    Article  MATH  MathSciNet  Google Scholar 

  6. Craven, B.D.: Generalized concavity and duality. In: Schaible, S., Ziemba, W.T. (eds.) Generalized Concavity in Optimization and Economics, pp. 473–489. Academic Press, New York (1981)

    Google Scholar 

  7. Craven, B.D.: Invex functions and constrained local minima. Bull. Aust. Math. Soc. 24, 357–366 (1981)

    Article  MATH  MathSciNet  Google Scholar 

  8. Hanson, M.A.: On sufficiency of Kuhn–Tucker conditions. J. Math. Anal. Appl. 80, 545–550 (1981)

    Article  MATH  MathSciNet  Google Scholar 

  9. Hanson, M.A., Mond, B.: Self-duality and invexity. FSU Technical Report No. M 716, Department of Statistics, Florida State University, Tahhahassee, Florida 32306–3033 (1986)

  10. Jahn, J.: Vector Optimization: Theory. Applications and Extensions. Springer, Berlin (2003)

    Google Scholar 

  11. Jahn, J., Rauh, R.: Contingent epiderivative and set-valued optimization. Math. Methods Oper. Res. 46, 193–211 (1997)

    Article  MATH  MathSciNet  Google Scholar 

  12. Lin, L.: Optimization of set-valued functions. J. Math. Anal. Appl. 186, 30–51 (1994)

    Article  MATH  MathSciNet  Google Scholar 

  13. Luc, D.T., Malivert, C.: Invex optimization problems. Bull. Aust. Math. Soc. 49, 47–66 (1992)

    Article  MathSciNet  Google Scholar 

  14. Nahak, C., Mohapatra, R.N.: \(d-\rho -(\eta, \theta )-\)invexity in multiobjective optimization. Nonlinear Anal. 70, 2288–2296 (2009)

    Article  MATH  MathSciNet  Google Scholar 

  15. Rodriguez-Marin, L., Sama, M.: About contingent epiderivative. J. Math. Anal. Appl. 327, 745–762 (2007)

    Article  MATH  MathSciNet  Google Scholar 

  16. Rueda, N.G., Hanson, M.A.: Optimality criteria in mathematical programming involving generalized invexity. J. Math. Anal. Appl. 130(2), 375–385 (1988)

    Article  MATH  MathSciNet  Google Scholar 

  17. Sach, P.H., Craven, B.D.: Invex multifunction and duality. Numer. Funct. Anal. Opt. 12, 575–591 (1991)

    Article  MATH  MathSciNet  Google Scholar 

  18. Weir, T., Jeyakumar, V.: A class of nonconvex functions and mathematical programming. Bull. Aust. Math. Soc. 38(1), 177–189 (1988)

    Article  MATH  MathSciNet  Google Scholar 

  19. Weir, T., Mond, B.: Preinvex functions in multiple-objective optimization. J. Math. Anal. Appl. 136(1), 29–38 (1988)

    Article  MATH  MathSciNet  Google Scholar 

  20. Ye, Y.L.: \(d\)-invexity and optimality conditions. J. Math. Anal. Appl. 153, 242–249 (1991)

    Article  Google Scholar 

  21. Zalmai, G.J.: Generalized sufficiency criteria in continuous-time programming with application to a class of variational-type inequalities. J. Math. Anal. Appl. 153, 331–355 (1990)

    Article  MATH  MathSciNet  Google Scholar 

Download references

Acknowledgments

The authors are grateful to the reviewers for their valuable comments which improved the presentation of the paper. The first author is thankful to Council of Scientific and Industrial Research (CSIR), India, for his financial support in executing this study.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to C. Nahak.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Das, K., Nahak, C. Sufficient optimality conditions and duality theorems for set-valued optimization problem under generalized cone convexity. Rend. Circ. Mat. Palermo 63, 329–345 (2014). https://doi.org/10.1007/s12215-014-0163-9

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s12215-014-0163-9

Keywords

Mathematics Subject Classification (2010)

Navigation