A multiplier rule in set-valued optimisation

DOI10.1017/S0004972700037448MaRDI QIDQ4470027zbMATH OpenOpenAlexFDO

Authors Akhtar A. Khan, Fabio Raciti

Publication date 22 June 2004

Published in Bulletin of the Australian Mathematical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s0004972700037448

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Multi-objective and goal programming (90C29) Nonlinear programming (90C30)

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Cites work

• K-epiderivatives for set-valued functions and optimization
• A satisfactory treatment of equality and operator constraints in the Dubovitskii-Milyutin optimization formalism
• Contingent epiderivatives and set-valued optimization
• Differentiability of Relations and Differential Stability of Perturbed Optimization Problems
• GENERALIZED CONTINGENT EPIDERIVATIVES IN SET-VALUED OPTIMIZATION: OPTIMALITY CONDITIONS
• scientific article; zbMATH DE number 3926624 (Why is no real title available?)
• scientific article; zbMATH DE number 193898 (Why is no real title available?)
• Nonlinear programming in Banach spaces
• Nonlinear programming in locally convex spaces
• Optimality conditions for set-valued optimization problems
• Optimality conditions in non-convex set-valued optimization
• Set-valued analysis
• The Lagrange Multiplier Rule in Set-Valued Optimization

Cited in

(15)

• Computation formulas and multiplier rules for graphical derivatives in separable Banach spaces
• Optimality and duality in set-valued optimization utilizing limit sets
• Second-order optimality conditions for strict efficiency of constrained set-valued optimization
• First-order optimality conditions in set-valued optimization
• Second-order optimality conditions in set-valued optimization via asymptotic derivatives
• Variational sets of perturbation maps and applications to sensitivity analysis for constrained vector optimization
• scientific article; zbMATH DE number 1488013 (Why is no real title available?)
• A variational approach to the evolutionary financial equilibrium problem with memory terms and adaptive constraints
• A Minty variational principle for set optimization
• Second-order modified contingent epiderivatives in set-valued optimization
• A general multiplier rule
• An active set strategy based on the multiplier function or the gradient.
• Sufficiency and duality for set-valued optimization problems with -cone arcwise connectedness of higher-order
• Higher-order optimality conditions for set-valued optimization
• Scalar multiplier rules in set-valued optimization

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