Showing 1 - 10 of 17
A a set-valued optimization problem min<Subscript> C </Subscript> F(x), x ∈X <Subscript>0</Subscript>, is considered, where X <Subscript>0</Subscript> ⊂ X, X and Y are normed spaces, F: X <Subscript>0</Subscript> ⊂ Y is a set-valued function and C ⊂ Y is a closed cone. The solutions of the set-valued problem are defined as pairs (x <Superscript>0</Superscript>,y <Superscript>0</Superscript>), y <Superscript>0</Superscript> ∈F(x <Superscript>0</Superscript>), and are called...</superscript></superscript></superscript></superscript></subscript></subscript></subscript></subscript>
Persistent link: https://www.econbiz.de/10010999774
In this paper, we extend the concept of cone-convexlikeness of single-valued maps to set-valued maps and study super efficiency in cone-convexlike vector optimization with set-valued maps. Under the assumption of the cone-convexlikeness, some characterizations of super efficiency are established...
Persistent link: https://www.econbiz.de/10010949998
We state second order necessary optimality conditions for a vector optimization problem with an arbitrary feasible set and an order in the final space given by a pointed convex cone with nonempty interior. We establish, in finite-dimensional spaces, second order optimality conditions in dual...
Persistent link: https://www.econbiz.de/10010950288
We give a framework for the globalization of a nonsmooth Newton method. In part one we start with recalling B. Kummer’s approach to convergence analysis of a nonsmooth Newton method and state his results for local convergence. In part two we give a globalized version of this method. Our...
Persistent link: https://www.econbiz.de/10010999938
In this paper a new algorithm for minimizing locally Lipschitz functions is developed. Descent directions in this algorithm are computed by solving a system of linear inequalities. The convergence of the algorithm is proved for quasidifferentiable semismooth functions. We present the results of...
Persistent link: https://www.econbiz.de/10010950075
A new subdifferential for a locally Lipschitzian function is proposed. Based on this subdifferential, Newton methods and inexact-Newton methods for solving the system of nonsmooth equations and for solving the system of equations of smooth compositions of nonsmooth functions, are developed. The...
Persistent link: https://www.econbiz.de/10010950386
In this paper we introduce the concept of the contingent epiderivative for a set-valued map which modifies a notion introduced by Aubin [2] as upper contingent derivative. It is shown that this kind of a derivative has important properties and is one possible generalization of directional...
Persistent link: https://www.econbiz.de/10010999536
We propose a steepest descent method for unconstrained multicriteria optimization and a “feasible descent direction” method for the constrained case. In the unconstrained case, the objective functions are assumed to be continuously differentiable. In the constrained case, objective and...
Persistent link: https://www.econbiz.de/10010999680
We consider unconstrained finite dimensional multi-criteria optimization problems, where the objective functions are continuously differentiable. Motivated by previous work of Brosowski and da Silva (1994), we suggest a number of tests (TEST 1–4) to detect, whether a certain point is a locally...
Persistent link: https://www.econbiz.de/10010999915
This paper introduces a new class of non-convex vector functions strictly larger than that of P-quasiconvexity, with P⊆ [InlineMediaObject not available: see fulltext.]<Superscript> m </Superscript> being the underlying ordering cone, called semistrictly ( [InlineMediaObject not available: see fulltext.]<Superscript> m </Superscript>\ −int...</superscript></superscript>
Persistent link: https://www.econbiz.de/10010999956