First-order optimality conditions in set-valued optimization

被引:0
作者
Giovanni P. Crespi
Ivan Ginchev
Matteo Rocca
机构
[1] Université de la Vallé d’Aoste,Facoltà di Scienze Economiche
[2] Technical University of Varna,Department of Mathematics
[3] University of Insubria,Department of Economics
来源
Mathematical Methods of Operations Research | 2006年 / 63卷
关键词
Vector optimization; Set-valued optimization; First-order optimality conditions; 90C29; 90C30; 90C46; 49J52;
D O I
暂无
中图分类号
学科分类号
摘要
A a set-valued optimization problem minC F(x), x ∈X0, is considered, where X0 ⊂ X, X and Y are normed spaces, F: X0 ⊂ Y is a set-valued function and C ⊂ Y is a closed cone. The solutions of the set-valued problem are defined as pairs (x0,y0), y0 ∈F(x0), and are called minimizers. The notions of w-minimizers (weakly efficient points), p-minimizers (properly efficient points) and i-minimizers (isolated minimizers) are introduced and characterized through the so called oriented distance. The relation between p-minimizers and i-minimizers under Lipschitz type conditions is investigated. The main purpose of the paper is to derive in terms of the Dini directional derivative first order necessary conditions and sufficient conditions a pair (x0, y0) to be a w-minimizer, and similarly to be a i-minimizer. The i-minimizers seem to be a new concept in set-valued optimization. For the case of w-minimizers some comparison with existing results is done.
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页码:87 / 106
页数:19
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