On optimization problems with set-valued objective maps: existence and optimality
Constrained optimization problems with set-valued objective maps are considered. Three types of quasi-ordering on the set of all non-empty subsets of the \(n\)-dimensional Euclidian space are introduced. Applying those orderings, three lower semi-continuous set valued maps are defined. The properties of lower continuity are investigated. Then, extended real-valued functions defined on the sets of all non-empty subsets (which are extensions of the nonconvex separation functions) are introduced and their properties are investigated. Four types of concepts of optimal solutions: optimal solutions, Pareto optimal solutions, semi-weak optimal Pareto optimal solutions and weak Pareto optimal solutions are defined. Conditions, under which there exist a Pareto optimal solution and a semi-Pareto solution are given. Kuhn-Tucker type necessary and sufficient conditions for a feasible solution to be a Pareto optimal solution, a semi-optimal Pareto solution and a weak Pareto optimal solution to constrained optimization problems with set-valued objectives maps are given.
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