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Tytuł artykułu

Lagrangian multipliers for generalized affine and generalized convex vector optimization problems of set-valued maps

Autorzy
Identyfikatory
Warianty tytułu
Języki publikacji
EN
Abstrakty
EN
In this paper, we introduce some definitions of generalized affine set-valued maps: affinelike, preaffinelike, nearaffinelike, and prenearaffinelike maps. We present examples to explain that our definitions of generalized affine maps are different from each other. We derive a theorem of alternative of Farkas-Minkowski type, discuss Lagrangian multipliers for constrained set-valued optimization problems, and obtain some optimality conditions for weakly efficient solutions.
Wydawca
Rocznik
Strony
163--173
Opis fizyczny
Bibliogr. 25 poz.
Twórcy
autor
  • Mathematics Department, Saskatchewan Polytechnic, 1130 Idylwyld Dr. N, Saskatoon, SK, S7L 4J7, Canada
Bibliografia
  • [1] M. S. Bazaraa and C. M. Shetty, Nonlinear Programming. Theory and Algorithms, John Wiley & Sons, New York, 1979.
  • [2] B. Biolan, A Lagrange multiplier approach using interval functions for generalized Nash equilibrium in infinite dimension, Politehn. Univ. Bucharest Sci. Bull. Ser. A Appl. Math. Phys. 78 (2016), no. 3, 185-192.
  • [3] J. Borwein, Multivalued convexity and optimization: A unified approach to inequality and equality constraints, Math. Program. 13 (1977), no. 2, 183-199.
  • [4] T. D. Chuong, Robust alternative theorem for linear inequalities with applications to robust multiobjective optimization, Oper. Res. Lett. 45 (2017), no. 6, 575-580.
  • [5] F. H. Clarke, Optimization and Nonsmooth Analysis, Canad. Math. Soc. Ser. Monogr. Adv. Texts, John Wiley & Sons, New York, 1983.
  • [6] H. W. Corley, Existence and Lagrangian duality for maximizations of set-valued functions, J. Optim. Theory Appl. 54 (1987), no. 3, 489-501.
  • [7] K. Deimling, Nonlinear Functional Analysis, Springer, Berlin, 1985.
  • [8] M. B. Donato, The infinite dimensional Lagrange multiplier rule for convex optimization problems, J. Funct. Anal. 261 (2011), no. 8, 2083-2093.
  • [9] K. Fan, Minimax theorems, Proc. Natl. Acad. Sci. USA 39 (1953), 42-47.
  • [10] O. Ferrero, Theorems of the alternative for set-valued functions in infinite-dimensional spaces, Optimization 20 (1989), no. 2, 167-175.
  • [11] W. W. Hogan, Point-to-set maps in mathematical programming, SIAM Rev. 15 (1973), 591-603.
  • [12] Y. W. Huang, A Farkas-Minkowski type alternative theorem and its applications to set-valued equilibrium problems, J. Nonlinear Convex Anal. 3 (2002), no. 1, 17-24.
  • [13] E. Klein and A. C. Thompson, Theory of Correspondences, Canad. Math. Soc. Ser. Monogr. Adv. Texts, John Wiley & Sons, New York, 1984.
  • [14] Z. Li, A theorem of the alternative and its application to the optimization of set-valued maps, J. Optim. Theory Appl. 100 (1999), no. 2, 365-375.
  • [15] Z.-F. Li and G.-Y. Chen, Lagrangian multipliers, saddle points, and duality in vector optimization of set-valued maps, J. Math. Anal. Appl. 215 (1997), no. 2, 297-316.
  • [16] Z. F. Li and S. Y. Wang, Lagrange multipliers and saddle points in multiobjective programming, J. Optim. Theory Appl. 83 (1994), no. 1, 63-81.
  • [17] L. J. Lin, Optimization of set-valued functions, J. Math. Anal. Appl. 186 (1994), no. 1, 30-51.
  • [18] S. M. Robinson, Stability theory for systems of inequalities. I. Linear systems, SIAM J. Numer. Anal. 12 (1975), no. 5, 754-769.
  • [19] M. Ruiz Galán, A theorem of the alternative with an arbitrary number of inequalities and quadratic programming, J. Global Optim. 69 (2017), no. 2, 427-442.
  • [20] X. M. Yang, X. Q. Yang and G. Y. Chen, Theorems of the alternative and optimization with set-valued maps, J. Optim. Theory Appl. 107 (2000), no. 3, 627-640.
  • [21] K. Yosida, Functional Analysis, Springer, Berlin, 1978.
  • [22] W. I. Zangwill, Nonlinear Programming: A Unified Approach, Prentice-Hall, Englewood Cliffs, 1969.
  • [23] R. Zeng, A general Gordan alternative theorem with weakened convexity and its application, Optimization 51 (2002), no. 5, 709-717.
  • [24] R. Zeng and R. J. Caron, Generalized Motzkin theorems of the alternative and vector optimization problems, J. Optim. Theory Appl. 131 (2006), no. 2, 281-299.
  • [25] Y. Y. Zhou, J. C. Zhou and X. Q. Yang, Existence of augmented Lagrange multipliers for cone constrained optimization problems, J. Global Optim. 58 (2014), no. 2, 243-260.
Uwagi
Opracowanie rekordu ze środków MNiSW, umowa Nr 461252 w ramach programu "Społeczna odpowiedzialność nauki" - moduł: Popularyzacja nauki i promocja sportu (2021)
Typ dokumentu
Bibliografia
Identyfikator YADDA
bwmeta1.element.baztech-2e559272-1d12-486d-a485-a3cf64304030
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