Skip to main content
Log in

On Optimization Problems with Set-Valued Objective Maps: Existence and Optimality

  • Published:
Journal of Optimization Theory and Applications Aims and scope Submit manuscript

Abstract

In this paper, we consider constrained optimization problems with set-valued objective maps. First, we define three types of quasi orderings on the set of all non-empty subsets of n-dimensional Euclidean space. Second, by using these quasi orderings, we define the concepts of lower semi-continuity for set-valued maps and investigate their properties. Finally, based on these results, we define the concepts of optimal solutions to constrained optimization problems with set-valued objective maps and we give some conditions under which these optimal solutions exist to the problems and give necessary and sufficient conditions for optimality.

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., Frankowska, H.: Set-Valued Analysis. Birkhauser, Boston (1990)

    MATH  Google Scholar 

  2. Ha, T.X.D.: Some variants of the Ekeland variational principle for a set-valued map. J. Optim. Theory Appl. 124, 187–206 (2005)

    Article  MathSciNet  MATH  Google Scholar 

  3. Khanh, P.Q., Quy, D.N.: On generalized Ekeland’s variational principle and equivalent formulations for set-valued mappings. J. Glob. Optim. 49, 381–396 (2011)

    Article  MathSciNet  MATH  Google Scholar 

  4. Luc, D.T.: Theory of Vector Optimization. Lectures Notes in Economics and Mathematical Systems, vol. 319. Springer, Berlin (1989)

    Google Scholar 

  5. Maeda, T.: Multi-objective Decision Making and Its Applications to Economic Analysis, Makino-syoten (1996)

  6. Chen, G.Y., Jahn, J.: Optimality conditions for set-valued optimization problems. Math. Methods Oper. Res. 48, 187–200 (1988)

    MathSciNet  Google Scholar 

  7. Corley, H.W.: Existence and Lagrangian duality for maximizations of set-valued functions. J. Optim. Theory Appl. 54, 498–501 (1987)

    Article  MathSciNet  Google Scholar 

  8. Gerth, C., Weidner, P.: Nonconvex separation theorems and some applications in vector optimization. J. Optim. Theory Appl. 67, 297–320 (1990)

    Article  MathSciNet  MATH  Google Scholar 

  9. Chinaie, M., Zafarani, J.: Image space analysis and scalarization of multivalued optimization. J. Optim. Theory Appl. 142, 451–467 (2009)

    Article  MathSciNet  MATH  Google Scholar 

  10. Chinaie, M., Zafarani, J.: Image space analysis and scalarization for ε-optimization of multifunctions. J. Optim. Theory Appl. (2010). doi:10.1007/s10957-010-9657-6,

    Google Scholar 

  11. Kuroiwa, D.: The natural criteria in set-valued optimization. RIMS Kokyuroku 1031, 85–90 (1998)

    MathSciNet  MATH  Google Scholar 

  12. Kuroiwa, D.: On set-valued optimization. Nonlinear Anal. 47, 1395–1400 (2001)

    Article  MathSciNet  MATH  Google Scholar 

  13. Alonso, M., Rodríguez-Marín, L.: Set-relations and optimality conditions in set-valued maps. Nonlinear Anal. 63, 1167–1179 (2005)

    Article  MathSciNet  MATH  Google Scholar 

  14. Hernández, H., Rodríguez-Marín, L.: Existence theorems for set optimization problems. Nonlinear Anal. 67, 1726–1736 (2007)

    Article  MathSciNet  MATH  Google Scholar 

  15. Hernández, H., Rodríguez-Marín, L.: Nonconvex scalarization in set optimization with set-valued maps. J. Math. Anal. Appl. 325, 1–18 (2007)

    Article  MathSciNet  MATH  Google Scholar 

  16. Hernández, H., Rodríguez-Marín, L.: Lagrangian duality in set-valued optimization. J. Optim. Theory Appl. 134, 119–134 (2007)

    Article  MathSciNet  MATH  Google Scholar 

  17. Rodríguez-Marín, L., Sama, M.: (Λ, C)-contingent derivatives of set-valued maps. J. Math. Anal. Appl. 335, 974–989 (2007)

    Article  MathSciNet  MATH  Google Scholar 

  18. Jahn, J., Ha, T.X.D.: New order relations in set optimization. J. Optim. Theory Appl. 148, 209–236 (2011)

    Article  MathSciNet  MATH  Google Scholar 

  19. Maeda, T.: On characterization of fuzzy vectors and its applications to fuzzy mathematical programming problems. Fuzzy Sets Syst. 159, 3336–3346 (2008)

    Article  Google Scholar 

  20. Maeda, T.: On Optimization problems with set-valued objective maps. Appl. Math. Comput. 217, 1150–1157 (2010)

    Article  MathSciNet  MATH  Google Scholar 

  21. Kuwano, I., Tanaka, T., Yamada, S.: Unified scalarization for sets in set-valued optimization. RIMS Kokyuroku 1685, 270–280 (2010)

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Takashi Maeda.

Additional information

Communicated by Jafar Zafarani.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Maeda, T. On Optimization Problems with Set-Valued Objective Maps: Existence and Optimality. J Optim Theory Appl 153, 263–279 (2012). https://doi.org/10.1007/s10957-011-9952-x

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10957-011-9952-x

Keywords

Navigation