Optimality conditions in terms of Bouligand derivatives for Pareto efficiency in set-valued optimization

DOI10.1007/S11590-010-0197-7MaRDI QIDQ628661zbMATH OpenOpenAlexFDO

Authors Marius Durea, Radu Strugariu

Publication date 14 March 2011

Published in Optimization Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11590-010-0197-7

zbMATH Keywords

set-valued mappingsopenness

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Optimality conditions and duality in mathematical programming (90C46) Programming in abstract spaces (90C48)

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• GENERAL NECESSARY CONDITIONS FOR OPTIMIZATION PROBLEMS
• Interior mapping theorem with set-valued derivatives
• Normed Convex Processes
• On some Fermat rules for set-valued optimization problems
• Open mappings theorems and linearization stability
• Pareto optimality, game theory and equilibria
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• The Fermat rule for multifunctions on Banach spaces

Cited in

(13)

• Existence conditions for generalized vector variational inequalities
• scientific article; zbMATH DE number 5730226 (Why is no real title available?)
• A new type of directional regularity for mappings and applications to optimization
• The set-valued dynamic systems and its applications to Pareto optima
• Super efficient solutions for set-valued maps
• On set-valued optimization problems with variable ordering structure
• Optimality Conditions for Approximate Pareto Minimality
• On the sensitivity of Pareto efficiency in set-valued optimization problems
• Optimality conditions for weak and firm efficiency in set-valued optimization
• Second-order modified contingent epiderivatives in set-valued optimization
• Metric regularity of epigraphical multivalued mappings and applications to vector optimization
• Approximation and optimization of Darboux type differential inclusions with set-valued boundary conditions
• Optimality conditions for Pareto efficiency and proper ideal point in set-valued nonsmooth vector optimization using contingent cone

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