Title of article :
Lagrange multipliers for set-valued optimization
problems associated with coderivatives
Author/Authors :
Truong Xuan Duc Ha، نويسنده ,
Issue Information :
دوهفته نامه با شماره پیاپی سال 2005
Abstract :
In this paper we investigate a vector optimization problem (P) where objective and constraints
are given by set-valued maps. We show that by mean of marginal functions and suitable scalarizing
functions one can characterize certain solutions of (P) as solutions of a scalar optimization problem
(SP) with single-valued objective and constraint functions. Then applying some classical or recent
results in optimization theory to (SP) and using estimates of subdifferentials of marginal functions,
we obtain optimality conditions for (P) expressed in terms of Lagrange or sequential Lagrange multipliers
associated with various coderivatives of the set-valued data.
2005 Elsevier Inc. All rights reserved.
Keywords :
Vector optimization , Optimal solution , Set-valued map , Subdifferential , Fréchet’s coderivative , Mordukhovich’s coderivative , Marginal function , Lagrange multipliers
Journal title :
Journal of Mathematical Analysis and Applications
Journal title :
Journal of Mathematical Analysis and Applications