Abstract
We propose higher-order radial sets and corresponding derivatives of a set-valued map and prove calculus rules for sums and compositions, which are followed by direct applications in discussing optimality conditions for several particular optimization problems. Our main results are both necessary and sufficient higher-order conditions for weak efficiency in a general set-valued vector optimization problem without any convexity assumptions. Many examples are provided to explain advantages of our results over a number of existing ones in the literature.
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Anh, N.L.H., Khanh, P.Q. Higher-order optimality conditions in set-valued optimization using radial sets and radial derivatives. J Glob Optim 56, 519–536 (2013). https://doi.org/10.1007/s10898-012-9861-z
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DOI: https://doi.org/10.1007/s10898-012-9861-z
Keywords
- Higher-order radial sets
- Higher-order radial derivatives
- Calculus rules
- Set-valued vector optimization
- Weak efficiency
- Higher-order optimality conditions