Skip to main content
Log in

Optimality Conditions for Set-Valued Optimisation Problems Using a Modified Demyanov Difference

  • Published:
Journal of Optimization Theory and Applications Aims and scope Submit manuscript

Abstract

The aim of this paper was to provide optimality conditions for set-valued optimisation problems with respect to the set less order relation. For this purpose, we use a slightly modified Demyanov difference in order to introduce a sort of directional derivative for set-valued maps, which allows us to derive optimality conditions. Some results on existence and boundedness of the directional derivative are also given.

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.

Fig. 1
Fig. 2

Similar content being viewed by others

References

  1. Khan, A.A., Tammer, C., Zălinescu, C.: Set-valued Optimization. An Introduction with Applications. Springer, Berlin (2015)

    MATH  Google Scholar 

  2. Jahn, J.: Vector Optimization. Theory, Applications, and Extensions. Springer, Berlin (2004)

    MATH  Google Scholar 

  3. Hamel., A.H., Heyde, F., Löhne, A., Rudloff, B., Schrage, C.: Set optimization—a rather short introduction. arXiv:1404.5928

  4. Kuroiwa, D.: On set-valued optimization. Nonlinear Anal. 47, 1395–1400 (2001)

    Article  MathSciNet  MATH  Google Scholar 

  5. Neukel, N.: Order relations of sets and its application in socio-economics. Appl. Math. Sci. 7, 5711–5739 (2013)

    Article  MathSciNet  Google Scholar 

  6. Ide, J., Köbis, E.: Concepts of efficiency for uncertain multi-objective optimization problems based on set order relations. Math. Methods Oper. Res. 80, 99–127 (2014)

    Article  MathSciNet  MATH  Google Scholar 

  7. Kuroiwa, D.: On derivatives of set-valued maps and optimality conditions for set optimization. J. Nonlinear Convex Anal. 10, 41–50 (2009)

  8. Rodríguez-Marín, L., Sama, M.: \((\varLambda , C)\)-contingent derivatives of set-valued maps. J. Math. Anal. Appl. 335, 974–989 (2007)

    Article  MathSciNet  MATH  Google Scholar 

  9. Alonso, M., Rodríguez-Marín, L.: Set-relations and optimality conditions in set-valued maps. Nonlinear Anal. 63, 1167–1179 (2005)

    Article  MathSciNet  MATH  Google Scholar 

  10. Hamel, A.H., Schrage, C.: Directional derivatives, subdifferentials and optimality conditions for set-valued convex functions. Pac. J. Optim. 10, 667–689 (2014)

    MathSciNet  MATH  Google Scholar 

  11. Baier, R., Farkhi, E.: Regularity of set-valued maps and their selections through set differences. Part 1: Lipschitz continuity. Serdica Math. J. 39, 365–390 (2013)

    MathSciNet  MATH  Google Scholar 

  12. Demyanov, V.F., Rubinov, A.M.: Quasidifferentiability and Related Topics. Kluwer Academic Publishers, Dordrecht (2000)

    Book  MATH  Google Scholar 

  13. Gao, Y.: Demyanov difference of two sets and optimality conditions of lagrange multiplier type for constrained quasidifferentiable optimization. J. Optim. Theory Appl. 104, 377–394 (2000)

    Article  MathSciNet  MATH  Google Scholar 

  14. Gao, Y.: Differences of polyhedra in matrix space and their applications to nonsmooth analysis. J. Optim. Theory Appl. 130, 429–440 (2006)

  15. Jahn, J.: Vectorization in set optimization. J. Optim. Theory Appl. (2013). doi:10.1007/s10957-013-0363-z

  16. Jahn, J.: Directional derivatives in set optimization with the set less order relation. Taiwan. J. Math. (2014). doi:10.11650/tjm.18.2014.4940

  17. Demyanov, V.F., Rubinov, A.M.: Constructive Nonsmooth Analysis. Verlag Peter Lang, Frankfurt am Main (1995)

    MATH  Google Scholar 

  18. Rockafellar, R.T., Wets, R.J.-B.: Variational Analysis. Springer, Berlin (1998)

    Book  MATH  Google Scholar 

  19. Jahn, J., Ha, T.X.D.: New order relations in set optimization. J. Optim. Theory Appl. 148, 209–236 (2011)

    Article  MathSciNet  MATH  Google Scholar 

  20. Agarwal, R.P., O’Regan, D., Sahu, D.R.: Fixed Point Theory for Lipschitzian-type Mappings with Applications. Springer, New York (2009)

    MATH  Google Scholar 

  21. Boyd, S., Vandenberghe, L.: Convex Optimization. Cambridge University Press, New York (2004)

    Book  MATH  Google Scholar 

  22. Molchanov, I.: Theory of Random Sets. Springer, London (2005)

    MATH  Google Scholar 

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

    MATH  Google Scholar 

  24. Klatte, D., Kummer, B.: On Calmness of the Argmin Mapping in Parametric Optimization Problems. J. Optim. Theory Appl. (2014). doi:10.1007/s10957-014-0643-2

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Stephan Dempe.

Additional information

Communicated by Akhtar A. Khan.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Dempe, S., Pilecka, M. Optimality Conditions for Set-Valued Optimisation Problems Using a Modified Demyanov Difference. J Optim Theory Appl 171, 402–421 (2016). https://doi.org/10.1007/s10957-015-0745-5

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10957-015-0745-5

Keywords

Mathematics Subject Classification

Navigation