Higher-order Karush–Kuhn–Tucker optimality conditions for set-valued optimization with nonsolid ordering cones

Higher-order Karush–Kuhn–Tucker optimality conditions for set-valued optimization with... In this paper, we consider higher-order Karush–Kuhn–Tucker optimality conditions in terms of radial derivatives for set-valued optimization with nonsolid ordering cones. First, we develop sum rules and chain rules in the form of equality for radial derivatives. Then, we investigate set-valued optimization including mixed constraints with both ordering cones in the objective and constraint spaces having possibly empty interior. We obtain necessary conditions for quasi-relative efficient solutions and sufficient conditions for Pareto efficient solutions. For the special case of weak efficient solutions, we receive even necessary and sufficient conditions. Our results are new or improve recent existing ones in the literature. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Positivity Springer Journals

Higher-order Karush–Kuhn–Tucker optimality conditions for set-valued optimization with nonsolid ordering cones

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Publisher
Springer International Publishing
Copyright
Copyright © 2016 by Springer International Publishing
Subject
Mathematics; Fourier Analysis; Operator Theory; Potential Theory; Calculus of Variations and Optimal Control; Optimization; Econometrics
ISSN
1385-1292
eISSN
1572-9281
D.O.I.
10.1007/s11117-016-0444-y
Publisher site
See Article on Publisher Site

Abstract

In this paper, we consider higher-order Karush–Kuhn–Tucker optimality conditions in terms of radial derivatives for set-valued optimization with nonsolid ordering cones. First, we develop sum rules and chain rules in the form of equality for radial derivatives. Then, we investigate set-valued optimization including mixed constraints with both ordering cones in the objective and constraint spaces having possibly empty interior. We obtain necessary conditions for quasi-relative efficient solutions and sufficient conditions for Pareto efficient solutions. For the special case of weak efficient solutions, we receive even necessary and sufficient conditions. Our results are new or improve recent existing ones in the literature.

Journal

PositivitySpringer Journals

Published: Aug 30, 2016

References

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