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First-order optimality conditions in set-valued optimization
Authors:Giovanni P Crespi  Ivan Ginchev  Matteo Rocca
Institution:(1) Facoltà di Scienze Economiche, Université de la Vallé d’Aoste, Via Duca Degli Abruzzi 4, 11100 Aosta, Italy;(2) Department of Mathematics, Technical University of Varna, Studentska Str. 1, 9010 Varna, Bulgaria;(3) Department of Economics, University of Insubria, Via Monte Generoso 71, 21100 Varese, Italy
Abstract:A a set-valued optimization problem min C F(x), xX 0, is considered, where X 0X, X and Y are normed spaces, F: X 0Y is a set-valued function and CY is a closed cone. The solutions of the set-valued problem are defined as pairs (x 0,y 0), y 0F(x 0), and are called minimizers. The notions of w-minimizers (weakly efficient points), p-minimizers (properly efficient points) and i-minimizers (isolated minimizers) are introduced and characterized through the so called oriented distance. The relation between p-minimizers and i-minimizers under Lipschitz type conditions is investigated. The main purpose of the paper is to derive in terms of the Dini directional derivative first order necessary conditions and sufficient conditions a pair (x 0, y 0) to be a w-minimizer, and similarly to be a i-minimizer. The i-minimizers seem to be a new concept in set-valued optimization. For the case of w-minimizers some comparison with existing results is done.
Keywords:Vector optimization  Set-valued optimization  First-order optimality conditions
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