Abstract
This paper investigates set optimization problems in finite dimensional spaces with the property that the images of the set-valued objective map are described by inequalities and equalities and that sets are compared with the set less order relation. For these problems new Karush–Kuhn–Tucker conditions are shown as necessary and sufficient optimality conditions. Optimality conditions without multiplier of the objective map are also presented. The usefulness of these results is demonstrated with a standard example.
Similar content being viewed by others
References
Kuroiwa, D.: Natural Criteria of Set-Valued Optimization, Manuscript. Shimane University, Japan (1998)
Kuroiwa, D., Tanaka, T., Ha, X.T.D.: On cone convexity of set-valued maps. Nonlinear Anal. 30, 1487–1496 (1997)
Young, R.C.: The algebra of many-valued quantities. Math. Ann. 104, 260–290 (1931)
Nishnianidze, Z.G.: Fixed points of monotonic multiple-valued operators. Bull. Georg. Acad. Sci. 114, 489–491 (1984). (in Russian)
Chiriaev, A., Walster, G.W.: Interval Arithmetic Specification. Technical Report (1998)
Sun Microsystems Inc: Interval Arithmetic Programming Reference. Palo Alto (2000)
Jahn, J., Ha, T.X.D.: New order relations in set optimization. J. Optim. Theory Appl. 148, 209–236 (2011)
Neukel, N.: Order relations of sets and its application in socio-economics. Appl. Math. Sci. (Ruse) 7, 5711–5739 (2013)
Götz, A., Jahn, J.: The Lagrange multiplier rule in set-valued optimization. SIAM J. Optim. 10, 331–344 (1999)
Jahn, J.: Vectorization in set optimization. J. Optim. Theory Appl. 167, 783–795 (2015)
Elstrodt, J.: Maß- und Integrationstheorie. Springer, Heidelberg (2010)
Yeh, J.: Real Analysis—Theory of Measure and Integration. World Scientific, New Jersey (2006)
Winkler, K.: Aspekte Mehrkriterieller Optimierung \({\cal{C}} (T)\)-wertiger Abbildungen. PhD thesis, University of Halle-Wittenberg, Halle (2003)
Bonnans, J.F., Shapiro, A.: Perturbation Analysis of Optimization Problems. Springer, New York (2000)
Jittorntrum, K.: Sequential Algorithms in Nonlinear Programming. PhD thesis, Australian National University, Canberra (1978)
Fiacco, A.V.: Introduction to Sensitivity and Stability Analysis in Nonlinear Programming. Academic Press, NewYork (1983)
Jongen, H.T., Möbert, T., Tammer, K.: On iterated minimization in nonconvex optimization. Math. Oper. Res. 11, 679–691 (1986)
Bütikofer, S., Klatte, D., Kummer, B.: On second-order Taylor expansion of critical points. Kybernetika (Prague) 46, 472–487 (2010)
Jahn, J.: Vector Optimization—Theory, Applications and Extensions. Springer, Heidelberg (2011)
Jahn, J.: Directional derivatives in set optimization with the set less order relation. Taiwan. J. Math. 19, 737–757 (2015)
Acknowledgements
The author thanks Diethard Klatte (University of Zürich) for his advice concerning Lemma 2.2 and anonymous referees for valuable suggestions, which essentially improved this paper.
Author information
Authors and Affiliations
Corresponding author
Additional information
Communicated by Lionel Thibault.
Rights and permissions
About this article
Cite this article
Jahn, J. Karush–Kuhn–Tucker Conditions in Set Optimization. J Optim Theory Appl 172, 707–725 (2017). https://doi.org/10.1007/s10957-017-1066-7
Received:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s10957-017-1066-7