Skip to main content
Log in

Higher-order optimality conditions for proper efficiency in nonsmooth vector optimization using radial sets and radial derivatives

  • Published:
Journal of Global Optimization Aims and scope Submit manuscript

Abstract

We establish both necessary and sufficient optimality conditions of higher orders for various kinds of proper solutions to nonsmooth vector optimization in terms of higher-order radial sets and radial derivatives. These conditions are for global solutions and do not require continuity and convexity assumptions. Examples are provided to show advantages of the results over existing ones in a number of cases.

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. Anh, N.L.H., Khanh, P.Q., Tung, L.T.: Variational sets: calculus and applications to nonsmooth vector optimization. Nonlinear Anal. TMA 74, 2358–2379 (2011)

    Article  Google Scholar 

  2. Anh, N.L.H., Khanh, P.Q., Tung, L.T.: Higher-order radial derivatives and optimality conditions in nonsmooth vector optimization. Nonlinear Anal. TMA 74, 7365–7379 (2011)

    Article  Google Scholar 

  3. Anh, N.L.H., Khanh, P.Q.: Higher-order optimality conditions in set-valued optimization using radial sets and radial derivatives. J. Glob. Optim. doi: 10.1007/s10898-012-9861-z (online first)

  4. Aubin, J.-P., Frankowska, H.: Set-Valued Analysis. Birkhauser, Boston (1990)

    Google Scholar 

  5. Chen, G.Y., Jahn, J.: Optimality conditions for set-valued optimization problems. Math. Methods Oper. Res. 48, 187–200 (1998)

    Article  Google Scholar 

  6. Clarke, F.H.: Optimization and Nonsmooth Analysis. Wiley, New York (1983)

    Google Scholar 

  7. Durea, M.: Global and local optimality conditions in set-valued optimization problems. Int. J. Math. Math. Sci. 11, 1693–1711 (2005)

    Article  Google Scholar 

  8. Flores-Bazan, F., Jimenez, B.: Strict efficiency in set-valued optimization. SIAM J. Control Optim. 48, 881–908 (2009)

    Article  Google Scholar 

  9. Gong, X.H., Dong, H.B., Wang, S.Y.: Optimality conditions for proper efficient solutions of vector set-valued optimization. J. Math. Anal. Appl. 284, 332–350 (2003)

    Article  Google Scholar 

  10. Guerraggio, A., Molho, E., Zaffaroni, A.: On the notion of proper efficiency in vector optimization. J. Optim. Theory Appl. 82, 1–21 (1994)

    Google Scholar 

  11. Ha, T.X.D.: Optimality conditions for several types of efficient solutions of set-valued optimization problems, Chap. 21. In: Pardalos, P., Rassis, ThM, Khan, A.A. (eds.) Nonlinear Analysis and Variational Problems, pp. 305–324. Springer, Berlin (2009)

    Google Scholar 

  12. Jahn, J., Khan, A.A., Zeilinger, P.: Second-order optimality conditions in set optimization. J. Optim. Theory Appl. 125, 331–347 (2005)

    Article  Google Scholar 

  13. Jimenez, B., Novo, V.: Higher-order optimality conditions for strict local minima. Ann. Oper. Res. 157, 183–192 (2008)

    Article  Google Scholar 

  14. Khanh, P.Q.: Proper solutions of vector optimization problems. J. Optim. Theory Appl. 74, 105–130 (1992)

    Google Scholar 

  15. Khanh, P.Q.: Optimality conditions via norm scalarization in vector optimization. SIAM J. Control Optim. 31, 646–658 (1993)

    Article  Google Scholar 

  16. Khanh, P.Q., Tuan, N.D.: Variational sets of multivalued mappings and a unified study of optimality conditions. J. Optim. Theory Appl. 139, 45–67 (2008)

    Google Scholar 

  17. Khanh, P.Q., Tuan, N.D.: Higher-order variational sets and higher-order optimality conditions for proper efficiency in set-valued nonsmooth vector optimization. J. Optim. Theory Appl. 139, 243–261 (2008)

    Article  Google Scholar 

  18. Li, S.J., Teo, K.L., Yang, X.Q.: Higher-order optimality conditions for set-valued optimization. J. Optim. Theory Appl. 137, 533–553 (2008)

    Article  Google Scholar 

  19. Li, S.J., Chen, C.R.: Higher-order optimality conditions for Henig efficient solutions in set-valued optimization. J. Math. Anal. Appl. 323, 1184–1200 (2006)

    Article  Google Scholar 

  20. Liu, W., Gong, X.: Proper efficiency for set-valued vector optimization problems and vector variational inequalities. Math. Meth. Oper. Res. 51, 443–457 (2000)

    Article  Google Scholar 

  21. Makarov, E.K., Rachkovski, N.N.: Unified representation of proper efficiency by means of dilating cones. J. Optim. Theory Appl. 101, 141–165 (1999)

    Article  Google Scholar 

  22. Mordukhovich, B.S.: Variational Analysis and Generalized Differentiation, vol. I: Basic Theory. Springer, Berlin (2006)

    Google Scholar 

  23. Mordukhovich, B.S.: Variational Analysis and Generalized Differentiation, vol. II: Applications. Springer, Berlin (2006)

  24. Penot, J.-P.: Calculus without Derivatives. Springer, New York (2013)

    Book  Google Scholar 

  25. Rockafellar, R.T., Wets, R.J.-B.: Variational Analysis, 3rd edn. Springer, Berlin (2009)

    Google Scholar 

  26. Schirotzek, W.: Nonsmooth Analysis. Springer, Berlin (2007)

    Book  Google Scholar 

  27. Taa, A.: Set-valued derivatives of multifunctions and optimality conditions. Num. Funct. Anal. Optim. 19, 121–140 (1998)

    Article  Google Scholar 

Download references

Acknowledgments

This research was funded by Vietnam National University Hochiminh City (VNU-HCM) under grant number B2013-28-01. The authors would like to thank the Editor and Anonymous Referees for their valuable remarks and suggestions, which have helped them to improve the paper.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Nguyen Le Hoang Anh.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Le Hoang Anh, N., Khanh, P.Q. Higher-order optimality conditions for proper efficiency in nonsmooth vector optimization using radial sets and radial derivatives. J Glob Optim 58, 693–709 (2014). https://doi.org/10.1007/s10898-013-0077-7

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10898-013-0077-7

Keywords

JEL Classification

Navigation