In the paper, we first establish relationships between second-order contingent derivatives of a given set-valued map and that of the weak perturbation map. Then, these results are applied to sensitivity analysis for parametric equilibrium problems in set-valued optimization.
Accepté le :
DOI : 10.1051/ro/2018080
Mots-clés : Sensitivity analysis, weak perturbation map, directional metric subregularity, contingent derivative, set-valued map
@article{RO_2019__53_4_1245_0, author = {Anh, Nguyen Le Hoang}, title = {Second-order sensitivity analysis for parametric equilibrium problems in set-valued optimization}, journal = {RAIRO - Operations Research - Recherche Op\'erationnelle}, pages = {1245--1260}, publisher = {EDP-Sciences}, volume = {53}, number = {4}, year = {2019}, doi = {10.1051/ro/2018080}, mrnumber = {3986373}, zbl = {1428.90164}, language = {en}, url = {http://archive.numdam.org/articles/10.1051/ro/2018080/} }
TY - JOUR AU - Anh, Nguyen Le Hoang TI - Second-order sensitivity analysis for parametric equilibrium problems in set-valued optimization JO - RAIRO - Operations Research - Recherche Opérationnelle PY - 2019 SP - 1245 EP - 1260 VL - 53 IS - 4 PB - EDP-Sciences UR - http://archive.numdam.org/articles/10.1051/ro/2018080/ DO - 10.1051/ro/2018080 LA - en ID - RO_2019__53_4_1245_0 ER -
%0 Journal Article %A Anh, Nguyen Le Hoang %T Second-order sensitivity analysis for parametric equilibrium problems in set-valued optimization %J RAIRO - Operations Research - Recherche Opérationnelle %D 2019 %P 1245-1260 %V 53 %N 4 %I EDP-Sciences %U http://archive.numdam.org/articles/10.1051/ro/2018080/ %R 10.1051/ro/2018080 %G en %F RO_2019__53_4_1245_0
Anh, Nguyen Le Hoang. Second-order sensitivity analysis for parametric equilibrium problems in set-valued optimization. RAIRO - Operations Research - Recherche Opérationnelle, Tome 53 (2019) no. 4, pp. 1245-1260. doi : 10.1051/ro/2018080. http://archive.numdam.org/articles/10.1051/ro/2018080/
Higher-order optimality conditions in set-valued optimization using Studniarski derivatives and applications to duality. Positivity 18 (2014) 449–473. | DOI | MR | Zbl
,Higher-order optimality conditions for strict and weak efficient solutions in set-valued optimization. Positivity 20 (2016) 499–514. | DOI | MR | Zbl
,Variational sets of perturbation maps and applications to sensitivity analysis for constrained vector optimization. J. Optim. Theory Appl. 158 (2013) 363–384. | DOI | MR | Zbl
and ,Calculus and applications of Studniarski’s derivatives to sensitivity and implicit function theorems. Control Cybern. 43 (2014) 33–57. | MR | Zbl
and ,Set-Valued Analysis. Birkhauser, Boston (1990). | MR | Zbl
and ,Solution semicontinuity of parametric generalized vector equilibrium problems. J. Global Optim. 45 (2009) 309–318. | DOI | MR | Zbl
, and ,Derivatives of the efficient point multifunction in parametric vector optimization problems. J. Optim. Theory Appl. 156 (2013) 247–265. | DOI | MR | Zbl
,Generalized Clarke epiderivatives of parametric vector optimization problems. J. Optim. Theory Appl. 146 (2010) 77–94. | DOI | MR | Zbl
and ,Metric regularity, tangent sets, and second-order optimality conditions. Appl. Math. Optim. 21 (1990) 265–287. | DOI | MR | Zbl
,On higher-order sensitivity analysis in nonsmooth vector optimization. J. Optim. Theory Appl. 162 (2014) 463–488. | DOI | MR | Zbl
, and ,Generalized vector equilibrium problems in generalized convex spaces. J. Optim. Theory Appl. 120 (2004) 327–353. | DOI | MR | Zbl
and ,Introduction to Sensitivity and Stability Analysis in Nonlinear Programming. Academic Press, New York, NY (1983). | MR | Zbl
,On directional metric regularity, subregularity and optimality conditions for nonsmooth mathematical programs. Set-Valued Var. Anal. 21 (2013) 151–176. | DOI | MR | Zbl
,Continuity of the solution set to parametric weak vector equilibrium problems. J. Optim. Theory Appl. 139 (2008) 35–46. | DOI | MR | Zbl
,Metric regularity – A survey. Part I. Theory. J. Aust. Math. Soc. 101 (2016) 188–243. | DOI | MR | Zbl
,Metric regularity – A survey. Part II. Application. J. Aust. Math. Soc. 101 (2016) 376–417. | DOI | MR | Zbl
,Semicontinuity of solution mappings of parametric generalized vector equilibrium problems. J. Optim. Theory Appl. 138 (2008) 429–443. | DOI | MR | Zbl
and ,Optimality conditions and duality for nonsmooth vector equilibrium problems with constraints. Optimization 64 (2015) 1547–1575. | DOI | MR | Zbl
and ,Sensitivity analysis of parametric weak vecctor equilibrium problems. J. Math. Anal. Appl. 380 (2011) 354–362. | DOI | MR | Zbl
and ,Gap functions and existence of solutions to generalized vector quasi-equilibrium problems. J. Global Optim. 34 (2006) 427–440. | DOI | MR | Zbl
, , and ,Theory of vector optimization. In Vol. 319 of Lecture Notes in Econom. and Math. Systems. Springer, Berlin (1989). | DOI | MR | Zbl
,Semi-differentiability of the marginal mapping in vector optimization. SIAM J. Optim. 28 (2018) 1255–1281. | DOI | MR | Zbl
, and ,Derivatives of set-valued maps and gap functions for vector equilibrium problems. Set-Valued Var. Anal. 22 (2014) 673–689. | DOI | MR | Zbl
and ,Variational analysis and generalized differentiation. In: Basic Theory. Springer, Berlin I (2006). | MR | Zbl
,Variational analysis and generalized differentiation. In: Applications. Springer, Berlin II (2006). | MR | Zbl
,Differentiability of relations and differential stability of perturbed optimization problems. SIAM J. Control Optim. 22 (1984) 529–551. | DOI | MR | Zbl
,Stability theory for systems of inequalities, Part II. Differentiable nonlinear systems. SIAM J. Numer. Anal. 13 (1976) 497–513. | DOI | MR | Zbl
,Proto-differentiability of set-valued mapping and its applications in optimization. Ann. Inst. Henri Poincaré 6 (1989) 449–482. | DOI | Numdam | MR | Zbl
,Variational Analysis, 3rd edition. Springer, Berlin (2009).
and ,Sensitivity results for a general class of generalized vector quasi-equilibrium problems with set-valued maps. Nonlinear Anal. 71 (2009) 571–586. | DOI | MR | Zbl
, and ,Contingent derivative of the perturbation map in multiobjective optimization. J. Optim. Theory Appl. 70 (1991) 385–396. | DOI | MR | Zbl
,Sensitivity analysis in convex vector optimization. J. Optim. Theory Appl. 77 (1993) 145–159. | DOI | MR | Zbl
,Necessary and sufficient conditions for isolated local minima of nonsmooth functions. SIAM J. Control Optim. 5 (1986) 1044–1049. | DOI | MR | Zbl
,Lower Studniarski derivative of the perturbation map in parametrized vector optimization. Optim. Lett. 5 (2011) 601–614. | DOI | MR | Zbl
and ,Sensitivity analysis in multiobjective optimization. J. Optim. Theory Appl. 56 (1988) 479–499. | DOI | MR | Zbl
,Stability and sensitivity analysis in convex vector optimization. SIAM J. Control Optim. 26 (1988) 521–536. | DOI | MR | Zbl
,Sensitivity and stability for the second-order contingent derivative of the proper perturbation map in vector optimization. Optim. Lett. 6 (2012) 731–748. | DOI | MR | Zbl
and ,Cité par Sources :