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
Pages
17
From page
647
To page
663
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
Serial Year
2005
Journal title
Journal of Mathematical Analysis and Applications
Record number
934165
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