Optimality and duality in set-valued optimization using higher-order radial derivatives

  • Guolin Yu
  • Xiangyu Kong
Keywords: Radial derivative, Optimality conditions, Set-valued optimization, Weak minimizer, Duality

Abstract

This paper is devoted to the study of optimality conditions and duality theory for a set-valued optimization problem. by using the higher-order radial derivative of a set-valued map, we establish Fritz John and Kuhn-Tucker types necessary and sufficient optimality conditions for a weak minimizer of a set-valued optimization problem under the assumption that set-valued maps in the formulation of objective and constraint maps are near cone-subconvexlike. As an application of the optimality conditions, we prove weak, strong and converse duality theorems for Mond-Weir and Wolfe types dual problems.

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Published
2016-06-01
How to Cite
Yu, G., & Kong, X. (2016). Optimality and duality in set-valued optimization using higher-order radial derivatives. Statistics, Optimization & Information Computing, 4(2), 154-162. https://doi.org/10.19139/soic.v4i2.175
Section
Research Articles