Karush-Kuhn-Tucker Conditions in Set Optimization

被引：25

作者：

Jahn, Johannes ^{[1
]}

机构：

[1] Univ Erlangen Nurnberg, Dept Math, Cauerstr 11, D-91058 Erlangen, Germany

来源：

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 2017年 / 172卷 / 03期

关键词：

Set optimization; Vector optimization; KKT conditions; Set less order relation;

D O I：

10.1007/s10957-017-1066-7

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

This paper investigates set optimization problems in finite dimensional spaces with the property that the images of the set-valued objective map are described by inequalities and equalities and that sets are compared with the set less order relation. For these problems new Karush-Kuhn-Tucker conditions are shown as necessary and sufficient optimality conditions. Optimality conditions without multiplier of the objective map are also presented. The usefulness of these results is demonstrated with a standard example.

引用

页码：707 / 725

页数：19

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