On Higher-Order Sensitivity Analysis in Nonsmooth Vector Optimization

Journal of Optimization Theory and Applications - Tập 162 - Trang 463-488 - 2013
H. T. H. Diem1, P. Q. Khanh2, L. T. Tung3
1Department of Mathematics, College of Cantho, Cantho, Vietnam
2Department of Mathematics, International University of Hochiminh City, Hochiminh City, Vietnam
3Department of Mathematics, College of Natural Sciences, Cantho University, Cantho, Vietnam

Tóm tắt

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.

Tài liệu tham khảo

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