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Lagrange multipliers for set-valued optimization problems associated with coderivatives
Authors:Truong Xuan Duc Ha
Affiliation:Institute of Mathematics, 18 Hoang Quoc Viet, 10307 Hanoi, Viet Nam
Abstract:In this paper we investigate a vector optimization problem (P) where objective and constraints are given by set-valued maps. We show that by mean of marginal functions and suitable scalarizing functions one can characterize certain solutions of (P) as solutions of a scalar optimization problem (SP) with single-valued objective and constraint functions. Then applying some classical or recent results in optimization theory to (SP) and using estimates of subdifferentials of marginal functions, we obtain optimality conditions for (P) expressed in terms of Lagrange or sequential Lagrange multipliers associated with various coderivatives of the set-valued data.
Keywords:Vector optimization   Optimal solution   Set-valued map   Lagrange multipliers   Subdifferential   Fré  chet's coderivative   Mordukhovich's coderivative   Marginal function
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