On Higher-Order Sensitivity Analysis in Nonsmooth Vector Optimization

被引:23
|
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
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
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页码:463 / 488
页数:26
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