Taiwanese Journal of Mathematics

CODERIVATIVES OF FRONTIER AND SOLUTION MAPS IN PARAMETRIC MULTIOBJECTIVE OPTIMIZATION

N. Q. Huy, B. S. Mordukhovich, and J. C. Yao

Full-text: Open access

Abstract

This paper concerns sensitivity analysis for general parametric constrained problems of multiobjective optimization in infinite-dimensional spaces by using advanced tools of modern variational analysis and generalized differentiation. We pay the main attention to computing and estimating coderivatives of frontier and efficient solution maps in parametric multiobjective problems with respect to generalized order optimality that include a vast majority of conventional multiobjective problems in the presence of geometric, operator, functional, and equilibrium constraints. The obtained results are new in both finite-dimensional and infinite-dimensional spaces.

Article information

Source
Taiwanese J. Math., Volume 12, Number 8 (2008), 2083-2111.

Dates
First available in Project Euclid: 18 July 2017

Permanent link to this document
https://projecteuclid.org/euclid.twjm/1500405137

Digital Object Identifier
doi:10.11650/twjm/1500405137

Mathematical Reviews number (MathSciNet)
MR2459815

Zentralblatt MATH identifier
1194.90082

Subjects
Primary: 90C29: Multi-objective and goal programming 90C30: Nonlinear programming 49J52: Nonsmooth analysis [See also 46G05, 58C50, 90C56] 49J53: Set-valued and variational analysis [See also 28B20, 47H04, 54C60, 58C06]

Keywords
variational analysis parametric multiobjective optimization generalized order and generalized Pareto optimality frontier and efficient solution maps set-valued mappings coderivatives Lipschitzian properties

Citation

Huy, N. Q.; Mordukhovich, B. S.; Yao, J. C. CODERIVATIVES OF FRONTIER AND SOLUTION MAPS IN PARAMETRIC MULTIOBJECTIVE OPTIMIZATION. Taiwanese J. Math. 12 (2008), no. 8, 2083--2111. doi:10.11650/twjm/1500405137. https://projecteuclid.org/euclid.twjm/1500405137


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