Second-Order Conditions for Open-Cone Minimizers and Firm Minimizers in Set-Valued Optimization Subject to Mixed Constraints
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We consider second-order optimality conditions for set-valued optimization problems subject to mixed constraints. Such optimization models are useful in a wide range of practical applications. By using several kinds of derivatives, we obtain second-order necessary conditions for local Q-minimizers and local firm minimizers with attention to the envelope-like effect. Under the second-order Abadie constraint qualification, we get stronger necessary conditions. When the second-order Kurcyusz–Robinson–Zowe constraint qualification is imposed, our multiplier rules are of the Karush–Kuhn–Tucker type. Sufficient conditions for firm minimizers are established without any convexity assumptions. As an application, we extend and improve some recent existing results for nonsmooth mathematical programming.
KeywordsSet-valued optimization Abadie constraint qualification Kurcyusz–Robinson–Zowe constraint qualification Open-cone minimizer Firm minimizer
Mathematics Subject Classification90C29 49J52 90C46 90C48
This work was supported by the Vietnam National University Hochiminh City under Grant Number B2015-28-03. A part of the work was completed during a scientific stay of the authors at Vietnam Institute for Advance Study in Mathematics (VIASM), whose hospitality is appreciated. The authors are very grateful to the editors and referees for their valuable comments and suggestions.
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