First order optimality condition for constrained set-valued optimization

A constrained optimization problem with set-valued data is considered. Different kind of solutions are defined for such a problem. We recall weak minimizer, efficient minimizer and proper minimizer. The latter are defined in a way that embrace also the case when the ordering cone is not pointed. Moreover we present the new concept of isolated minimizer for set-valued optimization. These notions are investigated and appear when establishing first-order necessary and sufficient optimality conditions derived in terms of a Dini type derivative for set-valued maps. The case of convex (along rays) data is considered when studying sufficient optimality conditions for weak minimizers. Key words: Vector optimization, Set-valued optimization, First-order optimality conditions.

Cone-Henig Subdifferentials of Set-Valued Maps in Locally Convex Spaces.

In locally convex spaces, the concepts of cone-Henig subgradient and cone-Henig subdifferential for the set-valued mapping are introduced through the linear functionals. The theorems of existence for Henig efficient point and cone-Henig subdifferential are proposed, and the sufficient and necessary condition for a linear functional being a cone-Henig subgradient is established

First order optimality conditions in set-valued optimization

A a set-valued optimization problem minC F(x), x 2 X0, is considered, where X0 X, X and Y are Banach 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 2 F(x0), and are called minimizers. In particular the notions of w-minimizer (weakly efficient points), p-minimizer (properly efficient points) and i-minimizer (isolated minimizers) are introduced and their characterization in terms of the so called oriented distance is given. The relation between p-minimizers and i-minimizers under Lipschitz type conditions is investigated. The main purpose of the paper is to derive first order conditions, that is conditions in terms of suitable first order derivatives of F, for a pair (x0, y0), where x0 2 X0, y0 2 F(x0), to be a solution of this problem. We define and apply for this purpose the directional Dini derivative. Necessary conditions and sufficient conditions a pair (x0, y0) to be a w-minimizer, and similarly to be a i-minimizer are obtained. The role of the i-minimizers, which seems to be a new concept in set-valued optimization, is underlined. For the case of w-minimizers some comparison with existing results is done. Key words: Vector optimization, Set-valued optimization, First-order optimality conditions.

Higher order weak epiderivatives and applications to duality andoptimality conditions

AbstractIn this paper, the notions of higher order weak contingent epiderivative and higher order weak adjacent epiderivative for a set-valued map are defined. By virtue of higher order weak adjacent (contingent) epiderivatives and Henig efficiency, we introduce a higher order Mond–Weir type dual problem and a higher order Wolfe type dual problem for a constrained set-valued optimization problem (SOP) and discuss the corresponding weak duality, strong duality and converse duality properties. We also establish higher order Kuhn–Tucker type necessary and sufficient optimality conditions for (SOP)

K-epiderivatives for Set-Valued Functions and Optimization

Exploiting different tangent cones, many derivatives for set-valued functions have been introduced and considered to study optimality. The main goal of the paper is to address a general concept of K-epiderivative and to employ it to develop a quite general scheme for necesary optimality conditions in set-valued problems