Existence and Boundedness of Second-order Karush-Kuhn-Tucker Multipliers for Set-valued Optimization with Variable Ordering Structures

Abstract

In this paper we investigate second-order Karush-Kuhn-Tucker multipliers for both local nondominated and local minimal points of set-valued optimization with variable ordering structures. We prove calculus rules of second-order contingent derivatives of index $\gamma \in \{0,1\}$ and use them to establish improved Karush-Kuhn-Tucker multiplier rules of nonclassical forms which involve separately such derivatives of the objective, constraint and ordering maps. The equivalence between the nonemptiness and boundedness of the multiplier sets in these rules and second-order constraint qualifications of the Kurcyusz-Robinson-Zowe and Mangasarian-Fromovitz types is demonstrated.