Open Access. Powered by Scholars. Published by Universities.®

Mathematics Commons

Open Access. Powered by Scholars. Published by Universities.®

2007

Generalized differentiation

Articles 1 - 4 of 4

Full-Text Articles in Mathematics

Relative Pareto Minimizers To Multiobjective Problems: Existence And Optimality Conditions, Truong Q. Bao, Boris S. Mordukhovich Nov 2007

Relative Pareto Minimizers To Multiobjective Problems: Existence And Optimality Conditions, Truong Q. Bao, Boris S. Mordukhovich

Mathematics Research Reports

In this paper we introduce and study enhanced notions of relative Pareto minimizers to constrained multiobjective problems that are defined via several kinds of relative interiors of ordering cones and occupy intermediate positions between the classical notions of Pareto and weak Pareto efficiency/minimality. Using advanced tools of variational analysis and generalized differentiation, we establish the existence of relative Pareto minimizers to general multiobjective problems under a refined version of the subdifferential Palais-Smale condition for set-valued mappings with values in partially ordered spaces and then derive necessary optimality conditions for these minimizers (as well as for conventional efficient and weak efficient …


Necessary Conditions For Super Minimizers In Constrained Multiobjective Optimization, Truong Q. Bao, Boris S. Mordukhovich Sep 2007

Necessary Conditions For Super Minimizers In Constrained Multiobjective Optimization, Truong Q. Bao, Boris S. Mordukhovich

Mathematics Research Reports

This paper concerns the study of the so-called super minimizers related to the concept of super efficiency in constrained problems of multiobjective optimization, where cost mappings are generally set-valued. We derive necessary conditions for super minimizers on the base of advanced tools of variational analysis and generalized differentiation that are new in both finite-dimensional and infinite-dimensional settings for problems with single-valued and set-valued objectives.


Suboptimality Conditions For Mathematical Programs With Equilibrium Constraints, Truong Q. Bao, Panjak Gupta, Boris S. Mordukhovich Jul 2007

Suboptimality Conditions For Mathematical Programs With Equilibrium Constraints, Truong Q. Bao, Panjak Gupta, Boris S. Mordukhovich

Mathematics Research Reports

In this paper we study mathematical programs with equilibrium constraints (MPECs) described by generalized equations in the extended form 0 is an element of the set G(x,y) + Q(x,y), where both mappings G and Q are set-valued. Such models arise, in particular, from certain optimization-related problems governed by variational inequalities and first-order optimality conditions in nondifferentiable programming. We establish new weak and strong suboptimality conditions for the general MPEC problems under consideration in finite-dimensional and infinite-dimensional spaces that do not assume the existence of optimal solutions. This issue is particularly important for infinite-dimensional optimization problems, where the existence of optimal …


Variational Principles For Set-Valued Mappings With Applications To Multiobjective Optimization, Truong Q. Bao, Boris S. Mordukhovich Feb 2007

Variational Principles For Set-Valued Mappings With Applications To Multiobjective Optimization, Truong Q. Bao, Boris S. Mordukhovich

Mathematics Research Reports

This paper primarily concerns the study of general classes of constrained multiobjective optimization problems (including those described via set-valued and vector-valued cost mappings) from the viewpoint of modern variational analysis and generalized differentiation. To proceed, we first establish two variational principles for set-valued mappings, which~being certainly of independent interest are mainly motivated by applications to multiobjective optimization problems considered in this paper. The first variational principle is a set-valued counterpart of the seminal derivative-free Ekeland variational principle, while the second one is a set-valued extension of the subdifferential principle by Mordukhovich and Wang formulated via an appropriate subdifferential notion for …