On coderivatives and Lipschitzian properties of the dual pair in optimization

In this paper, we apply the concept of coderivative and other tools from the generalized differentiation theory for set-valued mappings to study the stability of the feasible sets of both the primal and the dual problem in infinite-dimensional linear optimization with infinitely many explicit constraints and an additional conic constraint. After providing some specific duality results for our dual pair, we study the Lipschitz-like property of both mappings and also give bounds for the associated Lipschitz moduli. The situation for the dual shows much more involved than the case of the primal problem.     

Generalized convex relations with applications to optimization and models of economic dynamics

We examine a notion of generalized convex set-valued mapping, extending the notions of a convex relation and a convex process. Under general conditions, we establish duality results for composite set-valued mappings and for convex programming problems involving convex set-valued mappings. We also present applications to the study of economic dynamical systems, by obtaining the characteristics of optimal paths generated by convex processes, and to optimization problems of a certain class of positively homogeneous increasing functions.     

Stability of the intersection of solution sets of semi-infinite systems

Many mathematical programming models arising in practice present a block structure in their constraint systems. Consequently, the feasibility of these problems depends on whether the intersection of the solution sets of each of those blocks is empty or not. The existence theorems allow to decide when the intersection of non-empty sets in the Euclidean space, which are the solution sets of systems of (possibly infinite) inequalities, is empty or not. In those situations where the data (i.e., the constraints) can be affected by some kind of perturbations, the problem consists of determining whether the relative position of the sets is preserved by sufficiently small perturbations or not. This paper focuses on the stability of the non-empty (empty) intersection of the solutions of some given systems, which can be seen as the images of set-valued mappings. We give sufficient conditions for the stability, and necessary ones as well; in particular we consider (semi-infinite) convex systems and also linear systems. In this last case we discuss the distance to ill-posedness.     

Linear systems on rational elliptic surfaces and elliptic fibrations on K3 surfaces

We consider K3 surfaces which are double covers of rational elliptic surfaces. The former are endowed with a natural elliptic fibration, which is induced by the latter. There are also other elliptic fibrations on such K3 surfaces, which are necessarily induced by special linear systems on the rational elliptic surfaces. We describe these linear systems. In particular, we observe that every conic bundle on the rational surface induces a genus 1 fibration on the K3 surface and we classify the singular fibers of the genus 1 fibration on the K3 surface it terms of singular fibers and special curves on the conic bundle on the rational surface.     

Computing approximate solutions for convex conic systems of constraints

We propose a way to reformulate a conic system of constraints as an optimization problem. When an appropriate interior-point method (ipm) is applied to the reformulation, the ipm iterates yield backward-approximate solutions, that is, solutions for nearby conic systems. In addition, once the number of ipm iterations passes a certain threshold, the ipm iterates yield forward-approximate solutions, that is, points close to an exact solution of the original conic system. The threshold is proportional to the reciprocal of distance to ill-posedness of the original conic system.?The condition numbers of the linear equations encountered when applying an ipm influence the computational cost at each iteration. We show that for the reformulation, the condition numbers of the linear equations are uniformly bounded both when computing reasonably-accurate backward-approximate solutions to arbitrary conic systems and when computing forward-approximate solutions to well-conditioned conic systems. Received: July 11, 1997 / Accepted: August 18, 1999?Published online March 15, 2000     

Necessary optimality conditions for weak sharp minima in set-valued optimization

The aim of the present paper is to get necessary optimality conditions for a general kind of sharp efficiency for set-valued mappings in infinite dimensional framework. The efficiency is taken with respect to a closed convex cone and as the basis of our conditions we use the Mordukhovich generalized differentiation. We have divided our work into two main parts concerning, on the one hand, the case of a solid ordering cone and, on the other hand, the general case without additional assumptions on the cone. In both situations, we derive some scalarization procedures in order to get the main results in terms of the Mordukhovich coderivative, but in the general case we also carryout a reduction of the sharp efficiency to the classical Pareto efficiency which, in addition with a new calculus rule for Fréchet coderivative of a difference between two maps, allows us to obtain some results in Fréchet form.     

On mappings covering at a nonlinear rate and their perturbation stability

The present paper contains a study of covering (alias, openness) properties at a nonlinear rate for set-valued mappings between metric spaces. Such study is focussed on the stability of these properties in the presence of perturbations. A crucial result valid for linear openness, known as Milyutin’s theorem, is extended to set-valued mappings covering at a nonlinear rate under possibly non-Lipschitz perturbations. Consequently, a Lyusternik type theorem is derived from such extension and a general penalization principle for constrained optimization problems, which exploits nonlinear covering properties, is presented.     

Chain rule for conic derivatives

For all “nice” definitions of differentiability, the Chain Rule should be valid. We show that the Chain Rule remains true for some wide class of definitions of differentiability if one considers as approximative mappings (derivatives) not just continuous linear, but positively homogeneous mappings satisfying certain topological conditions (which are fulfilled for continuous linear mappings). For brevity, we call such derivatives conic. We will give corollaries for the case of conic differentiation of mappings between normed spaces, especially for the case of Fréchet conic differentiation and compact conic differentiation.     

Openness properties for parametric set-valued mappings and implicit multifunctions

The aim of this paper is to obtain some openness results in terms of normal coderivative for parametric set-valued mappings acting between infinite dimensional spaces. Then, implicit multifunction results are obtained by simply specializing the openness results. Moreover, we study a kind of metric regularity of the implicit multifunction. The results of the paper generalize several recent results in literature.     

Variational sets: Calculus and applications to nonsmooth vector optimization

We develop elements of calculus of variational sets for set-valued mappings, which were recently introduced in Khanh and Tuan (2008) [1] and [2] to replace generalized derivatives in establishing optimality conditions in nonsmooth optimization. Most of the usual calculus rules, from chain and sum rules to rules for unions, intersections, products and other operations on mappings, are established. Direct applications in stability and optimality conditions for various vector optimization problems are provided.     

集值映射的Nash平衡点的存在定理

本文引入了集值映射的Nash平衡点的概念，它以通常的Nash平衡点及Loose Nash平衡点为特例，并在紧和非紧的假设下，得到集值映射的Nash平衡点的存在定理，其中在非紧的情况下使用escaping序列的定义．     

On the Newton method for set-valued maps

The Newton method is one of the most powerful tools used to solve systems of nonlinear equations. Its set-valued generalization, considered in this work, allows one to solve also nonlinear equations with geometric constraints and systems of inequalities in a unified manner. The emphasis is given to systems of linear inequalities. The study of the well-posedness of the algorithm and of its convergence is fulfilled in the framework of modern variational analysis.     

Metric regularity, tangential distances and generalized differentiation in Banach spaces

In this paper we establish new generalized differentiation rules in general Banach spaces regarding normal cones to set images under functions, coderivatives of compositions of set-valued mappings, as well as calculus results for normal compactness of sets and their images. In addition to the metric regularity of mappings, our results involve tangential distances of sets for which we also provide a fairly complete study by exploring its variations, basic properties, as well as relations to similar notions. Some related results are also established.     

Modified continuity and a generalisation of Michael's selection theorem

We modify the definitions of continuity and lower semicontinuity for single-valued mappings and upper and lower semicontinuity for set-valued mappings. For single-valued mappings we have a generalisation of Osgood's theorem and for set-valued mappings we have an extension of Fort's theorem and a generalisation of Michael's selection theorem producing a densely defined selection with a natural continuity property relative to the domain.     

On the stable containment of two sets

This paper studies the stability of the set containment problem. Given two non-empty sets in the Euclidean space which are the solution sets of two systems of (possibly infinite) inequalities, the Farkas type results allow to decide whether one of the two sets is contained or not in the other one (which constitutes the so-called containment problem). In those situations where the data (i.e., the constraints) can be affected by some kind of perturbations, the problem consists of determining whether the relative position of the two sets is preserved by sufficiently small perturbations or not. This paper deals with this stability problem as a particular case of the maintaining of the relative position of the images of two set-valued mappings; first for general set-valued mappings and second for solution sets mappings of convex and linear systems. Thus the results in this paper could be useful in the postoptimal analysis of optimization problems with inclusion constraints.      

Weak Subdifferential of Set-Valued Mappings

In this note we introduce a notion of the weak contingent generalized gradient for set-valued mappings associated with the contingent epiderivative of set-valued mappings introduced in "E. Bednarczuk and W. Song (1998). Contingent epiderivative and its applications to set-valued optimization. Control and Cybernetics, 27, 376-386; G.Y. Chen and J. Jahn (1998). Optimally conditions for set-valued optimization problems. Mathematical Methods of Operations Research, 48, 187-200." and prove that, under some additional condition, it coincides with the weak subdifferential introduced in "T. Tanino (1992). Conjugate duality in vector optimization. Journal of Mathematical Analysis and Applications, 167, 84-97." when the set-valued map is cone-convex. We also study the weak contingent generalized gradient of a sum of two set-valued mappings and optimality conditions for a set-valued vector optimization problem.     

集值映射的Nash平衡点集的通有稳定性

本文讨论了集值映射的Nash平衡点的存在及平衡点集的通有稳定性,得到大多数的集值映射的Nash平衡点集是稳定的。     

Fixed Point Theorems on Product Topological Spaces and Applications

A new collectively fixed point theorem for a family of set-valued mappings defined on product spaces of non-compact topological spaces without linear structure is proved and some special cases are also discussed. As applications, some non-empty intersection theorems of sets with convex sections and equilibrium existence theorem of abstract economies are obtained under much weaker assumptions. Our results includes a number of known results as many special cases.     

Conditions for the Existence of Basic Solutions of Linear Multivalued Differential Equations

Ukrainian Mathematical Journal - We discuss various definitions and properties of the derivatives of set-valued mappings. We also consider a linear set-valued differential equation and investigate...