Second-Order Modified Contingent Epiderivatives in Set-Valued Optimization

In this article, we introduce a second-order modified contingent cone and a second-order modified contingent epiderivative. We discuss some properties of the second-order cone and the epiderivative, respectively. Moreover, a Fritz John type necessary optimality condition is obtained for the set-valued optimization problems with constraints by using the second-order modified contingent epiderivative and an example is proposed to explain the Fritz John type necessary optimality condition. In particular, we obtain a unified second-order sufficient and necessary optimality condition for the set-valued optimization problems with constraints under twice differentiable L-quasi-convex assumption.     

集值优化强有效解的广义二阶锥方向导数刻画

在实赋范线性空间中考虑集值优化问题的强有效性．借助Henig扩张锥和基泛函的性质,利用广义二阶锥方向相依导数,得到受约束于集值映射的优化问题,取得强有效元的二阶最优性必要条件．当目标函数为近似锥一次类凸映射时,利用强有效点的标量化定理,得到集值优化问题,取得强有效元的二阶充分条件．     

一类新的二阶组合切导数及其应用

引进了一种新的切锥,讨论它与相依切锥的关系.借助这种新的切锥引进了一类新的二阶组合切导数,并讨论了它与其他二阶切导数的关系.利用这类新的二阶组合切导数,建立了集值优化分别取得Henig有效元和全局有效元的最优性必要条件.     

Generalized asymptotic functions in nonconvex multiobjective optimization problems

In this paper, we use generalized asymptotic functions and second-order asymptotic cones to develop a general existence result for the nonemptiness of the proper efficient solution set and a sufficient condition for the domination property in nonconvex multiobjective optimization problems. A new necessary condition for a point to be efficient or weakly efficient solution is given without any convexity assumption. We also provide a finer outer estimate for the asymptotic cone of the weakly efficient solution set in the quasiconvex case. Finally, we apply our results to the linear fractional multiobjective optimization problem.     

集值向量优化的二阶最优性必要条件

在赋范空间中给出了集值映射的二阶切集的概念,利用二阶切集,定义了集值映射的二阶切导数。然后,获得了集值向量优化问题弱极小元的两个二阶最优性必要条件。     

Second-order conditions for extremum problems with nonregular equality constraints

Combining results of Avakov about tangent directions to equality constraints given by smooth operators with results of Ben-Tal and Zowe, we formulate a second-order theory for optimality in the sense of Dubovitskii-Milyutin which gives nontrivial conditions also in the case of equality constraints given by nonregular operators. Secondorder feasible and tangent directions are defined to construct conical approximations to inequality and equality constraints which within a single construction lead to first- and second-order conditions of optimality for the problem also in the nonregular case. The definitions of secondorder feasible and tangent directions given in this paper allow for reparametrizations of the approximating curves and give approximating sets which form cones. The main results of the paper are a theorem which states second-order necessary condition of optimality and several corollaries which treat special cases. In particular, the paper generalizes the Avakov result in the smooth case.This research was supported by NSF Grant DMS-91-009324, NSF Grant DMS-91-00043, SIUE Research Scholar Award and Fourth Quarter Fellowship, Summer 1992.     

New Results on Second-Order Optimality Conditions in Vector Optimization Problems

In this paper, we study second-order optimality conditions for multiobjective optimization problems. By means of different second-order tangent sets, various new second-order necessary optimality conditions are obtained in both scalar and vector optimization. As special cases, we obtain several results found in the literature (see reference list). We present also second-order sufficient optimality conditions so that there is only a very small gap with the necessary optimality conditions. The authors thank Professor P.L. Yu and the referees for valuable comments and helpful suggestions.     

Second-Order Optimality Conditions in Set Optimization

In this paper, we propose second-order epiderivatives for set-valued maps. By using these concepts, second-order necessary optimality conditions and a sufficient optimality condition are given in set optimization. These conditions extend some known results in optimization.The authors are grateful to the referees for careful reading and helpful remarks.     

Second-Order Optimality Conditions for Strict Efficiency of Constrained Set-Valued Optimization

In this paper, we propose several second-order derivatives for set-valued maps and discuss their properties. By using these derivatives, we obtain second-order necessary optimality conditions for strict efficiency of a set-valued optimization problem with inclusion constraints in real normed spaces. We also establish second-order sufficient optimality conditions for strict efficiency of the set-valued optimization problem in finite-dimensional normed spaces. As applications, we investigate second-order sufficient and necessary optimality conditions for a strict local efficient solution of order two of a nonsmooth vector optimization problem with an abstract set and a functional constraint.     

Second-Order Optimality Conditions for Set-Valued Vector Equilibrium Problems

In this article, by using the generalized second-order contingent (adjacent) epiderivatives of set-valued maps, we obtain necessary optimality conditions and sufficient optimality conditions for weakly efficient solutions, Henig efficient solutions to the set-valued vector equilibrium problems with constraints. Some results of this article improve the corresponding results in literatures by lessening the assumption of convexity.     

集值优化Benson真有效元的二阶刻画

引进了一种新的二阶组合切锥, 利用它引进了一种新的二阶组合切导数, 称为二阶组合径向切导数, 并讨论了它的性质及它与二阶组合切导数的关系, 借助二阶径向组合切导数, 分别建立了集值优化取得Benson真有效元的最优性充分和必要条件.     

Optimality conditions for maximizations of set-valued functions

The maximization with respect to a cone of a set-valued function into possibly infinite dimensions is defined, and necessary and sufficient optimality conditions are established. In particular, an analogue of the Fritz John necessary optimality conditions is proved using a notion of derivative defined in terms of tangent cones.     

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

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.     

变序结构局部弱非控点的二阶刻画

引进了一种二阶切导数,借助该切导数给出了变序结构集值优化问题取得局部弱非控点的二阶最优性必要条件.在某种特殊情况下,给出了一阶最优性条件.通过修正的Dubovitskij-Miljutin切锥导出的约束规格,给出了两个集值映射之和的二阶相依切导数的关系式,进一步得到目标函数与变锥函数的二阶相依切导数分开形式的最优性必要条件.     

Second-order conditions for nonsmooth multiobjective optimization problems with inclusion constraints

This paper investigates second-order optimality conditions for general multiobjective optimization problems with constraint set-valued mappings and an arbitrary constraint set in Banach spaces. Without differentiability nor convexity on the data and with a metric regularity assumption the second-order necessary conditions for weakly efficient solutions are given in the primal form. Under some additional assumptions and with the help of Robinson -Ursescu open mapping theorem we obtain dual second-order necessary optimality conditions in terms of Lagrange-Kuhn-Tucker multipliers. Also, the second-order sufficient conditions are established whenever the decision space is finite dimensional. To this aim, we use the second-order projective derivatives associated to the second-order projective tangent sets to the graphs introduced by Penot. From the results obtained in this paper, we deduce and extend, in the special case some known results in scalar optimization and improve substantially the few results known in vector case.     

Contingent derivatives and regularization for noncoercive inverse problems

Abstract

We study the inverse problem of parameter identification in noncoercive variational problems that commonly appear in applied models. We examine the differentiability of the set-valued parameter-to-solution map using the first-order and the second-order contingent derivatives. We explore the inverse problem using the output least-squares and the modified output least-squares objectives. By regularizing the noncoercive variational problem, we obtain a single-valued regularized parameter-to-solution map and investigate its smoothness and boundedness. We also consider optimization problems using the output least-squares and the modified output least-squares objectives for the regularized variational problem. We give a complete convergence analysis showing that for the output least-squares and the modified output least-squares, the regularized minimization problems approximate the original optimization problems suitably. We also provide the first-order and the second-order adjoint method for the computation of the first-order and the second-order derivatives of the output least-squares objective. We provide discrete formulas for the gradient and the Hessian calculation and present numerical results.     

集值优化问题的高阶最优性条件(借助Studniarski导数)(英文)

本文研究的是约束集值优化问题的高价最优性条件.首先通过借助集值映射的Stud-niarski导数和严格局部有效性,讨论了集值优化问题的高阶必要条件和充分条件.对于充分条件,初始空间必须是有限维的.其次在初始空间和目标空间是有限维的以及集值映射是m阶稳定的条件下,也得到了此约束集值优化问题的高阶最优性条件.     

Second-order Karush–Kuhn–Tucker optimality conditions for set-valued optimization

In this paper, we propose the concept of a second-order composed contingent derivative for set-valued maps, discuss its relationship to the second-order contingent derivative and investigate some of its special properties. By virtue of the second-order composed contingent derivative, we extend the well-known Lagrange multiplier rule and the Kurcyusz–Robinson–Zowe regularity assumption to a constrained set-valued optimization problem in the second-order case. Simultaneously, we also establish some second-order Karush–Kuhn–Tucker necessary and sufficient optimality conditions for a set-valued optimization problem, whose feasible set is determined by a set-valued map, under a generalized second-order Kurcyusz–Robinson–Zowe regularity assumption.     

Characterizations of set order relations and constrained set optimization problems via oriented distance function

Set-valued optimization problems are important and fascinating field of optimization theory and widely applied to image processing, viability theory, optimal control and mathematical economics. There are two types of criteria of solutions for the set-valued optimization problems: the vector criterion and the set criterion. In this paper, we adopt the set criterion to study the optimality conditions of constrained set-valued optimization problems. We first present some characterizations of various set order relations using the classical oriented distance function without involving the nonempty interior assumption on the ordered cones. Then using the characterizations of set order relations, necessary and sufficient conditions are derived for four types of optimal solutions of constrained set optimization problem with respect to the set order relations. Finally, the image space analysis is employed to study the c-optimal solution of constrained set optimization problems, and then optimality conditions and an alternative result for the constrained set optimization problem are established by the classical oriented distance function.     

New second-order contingent epiderivatives and set-valued optimization problems

In this paper, we introduce the concept of second-order compound contingent epiderivative for set-valued maps and discuss its relationship to the second-order contingent epiderivative. Simultaneously, we also investigate some special properties of the second-order compound contingent epiderivative. By virtue of the second-order compound contingent epiderivative, we establish some unified second-order sufficient and necessary optimality conditions for set-valued optimization problems. All results in this paper generalize the corresponding results in the literature.