Contingent derivative of the perturbation map in multiobjective optimization

1991 ◽  
Vol 70 (2) ◽  
pp. 385-396 ◽  
Author(s):  
D. S. Shi
2020 ◽  
Vol 37 (02) ◽  
pp. 2050002
Author(s):  
Zhenhua Peng ◽  
Zhongping Wan

In view of the structural advantage of second-order composed derivatives, the purpose of this paper is to analyze quantitatively the behavior of perturbation maps for the first time by using this concept. First, new concepts of the second-order composed adjacent derivative and the second-order composed lower Dini derivative are introduced. Some relationships among the second-order composed contingent derivative, the second-order composed adjacent derivative and the second-order composed lower Dini derivative are discussed. Second, the relationships between second-order composed lower Dini derivable and Aubin property are provided. Third, by virtue of second-order composed contingent derivatives and the above relationships, some results concerning second-order sensitivity analysis are established without the assumption of the locally Lipschitz property or the locally Hölder continuity. Finally, we give some complete characterizations of second-order composed contingent derivatives of the perturbation maps.


2020 ◽  
Vol 3 (4) ◽  
pp. 279-285
Author(s):  
Linh Manh Ha

In the paper, we study sensitivity analysis in set-valued optimization, a research direction has been attracting much attention of many mathematicians in the world recently. The main derivative used in the paper is higher-order variational set (introduced by Khanh and Tuan in 2008) which is considered as a generalization of the contingent derivative (known as the first and the most popular derivative in set-valued optimization). Firstly, we establish relationships between higher-order variational sets of a given set-valued map and those of its profile (extended by a ordering cone). Then, we give results on higher-order variational set of the Benson proper perturbation map for a kind of set-valued optimization problem, the perturbation map is defined in the objective space. Finally, we apply the obtained results to sensitivity analysis for optimal-value map of a parametrized constrained set-valued optimization problem whose the objective map and constrained maps depends on some parameter. More precisely, some results on sensitivity analysis for parametrized constrained set-valued optimization problem are obtained. The content of the paper gives us more applications of higher-order variational set in set-valued optimization.  


Author(s):  
Viviana Mariani ◽  
Leandro Coelho ◽  
Emerson Hochsteiner de Vasconcelos Segundo

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