On Higher-Order Sensitivity Analysis in Nonsmooth Vector Optimization

被引：25

作者：

Diem, H. T. H. ^{[1
]}

Khanh, P. Q. ^{[2
]}

Tung, L. T. ^{[3
]}

机构：

[1] Coll Cantho, Dept Math, Can Tho, Vietnam

[2] Int Univ Hochiminh City, Dept Math, Ho Chi Minh City, Vietnam

[3] Cantho Univ, Dept Math, Coll Nat Sci, Can Tho, Vietnam

来源：

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 2014年 / 162卷 / 02期

关键词：

Sensitivity; Higher-order radial-contingent derivative; Higher-order contingent-type derivative; Set-valued vector optimization; Perturbation map; Weak perturbation map; OPTIMALITY CONDITIONS; VARIATIONAL SETS; PROPER EFFICIENCY; MULTIOBJECTIVE OPTIMIZATION; RADIAL DERIVATIVES; PERTURBATION MAPS; EPIDERIVATIVES; STABILITY; CALCULUS;

D O I：

10.1007/s10957-013-0424-3

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

We propose the notion of higher-order radial-contingent derivative of a set-valued map, develop some calculus rules and use them directly to obtain optimality conditions for several particular optimization problems. Then we employ this derivative together with contingent-type derivatives to analyze sensitivity for nonsmooth vector optimization. Properties of higher-order contingent-type derivatives of the perturbation and weak perturbation maps of a parameterized optimization problem are obtained.

引用

页码：463 / 488

页数：26

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