April  2012, 8(2): 411-427. doi: 10.3934/jimo.2012.8.411

Calculus rules of generalized $\epsilon-$subdifferential for vector valued mappings and applications

1. 

College of Mathematics and Statistics, Chongqing University, Chongqing, 401331, China

Received  March 2011 Revised  October 2011 Published  April 2012

In this paper, a generalized $\epsilon-$subdifferential, which was defined by a norm, is first introduced for a vector valued mapping. Some existence theorems and the properties of the generalized $\epsilon-$subdifferential are discussed. A relationship between the generalized $\epsilon-$subdifferential and a directional derivative is investigated for a vector valued mapping. Then, the calculus rules of the generalized $\epsilon-$subdifferential for the sum and the difference of two vector valued mappings were given. The positive homogeneity of the generalized $\epsilon-$subdifferential is also provided. Finally, as applications, necessary and sufficient optimality conditions are established for vector optimization problems.
Citation: Shengji Li, Xiaole Guo. Calculus rules of generalized $\epsilon-$subdifferential for vector valued mappings and applications. Journal of Industrial & Management Optimization, 2012, 8 (2) : 411-427. doi: 10.3934/jimo.2012.8.411
References:
[1]

T. Amahroq, J.-P. Penot and A. Syam, On the subdifferentiability of the difference of two functions and local minimization,, Set-Valued Anal., 16 (2008), 413. doi: 10.1007/s11228-008-0085-9.

[2]

A. Y. Azimov and R. N. Gasimov, Stability and duality of nonconvex problems via augmented Lagrangian,, Cybernet. Systems Anal., 38 (2002), 412. doi: 10.1023/A:1020316811823.

[3]

J. Baier and J. Jahn, On subdifferentials of set-valued maps,, J. Optim. Theory Appl., 100 (1999), 233. doi: 10.1023/A:1021733402240.

[4]

J. M. Borwein, A lagrange multiplier theorem and a sandwich theorem for convex relations,, Math. Scand., 48 (1981), 189.

[5]

R. I. Boţ and D.-M. Nechita, On the Dini-Hadamard subdifferential of the difference of two functions,, J. Glob. Optim., 50 (2011), 485. doi: 10.1007/s10898-010-9604-y.

[6]

G. Y. Chen and J. Jahn, Optimality conditions for set-valued optimization problems. Set-valued optimization,, Math. Meth. Oper. Res., 48 (1998), 187. doi: 10.1007/s001860050021.

[7]

N. H. Chieu and J.-C. Yao, Subgradients of the optimal value function in a parametric discrete optimal control problem,, J. Ind. Manag. Optm., 6 (2010), 401. doi: 10.3934/jimo.2010.6.401.

[8]

F. H. Clarke, A new approach to Lagrange multipliers,, Math. Oper. Res., 1 (1976), 165. doi: 10.1287/moor.1.2.165.

[9]

M. El Maghri and M. Laghdir, Pareto subdifferential calculus for convex vector mappings and applications to vector optimization,, SIAM J. Optim., 19 (2008), 1970. doi: 10.1137/070704046.

[10]

A. D. Ioffe, Calculus of Dini subdifferentials of functions and contingent coderivatives of set-valued maps,, Nonlinear Anal., 8 (1984), 517. doi: 10.1016/0362-546X(84)90091-9.

[11]

Y. Küçük, İ. Atasever and M. Küçük, Generalized weak subdiffrentials,, Optimization, 60 (2011), 537. doi: 10.1080/02331930903524670.

[12]

S. J. Li, Subgradient of S-convex set-valued mappings and weak efficient solutions,, (Chinese) Gaoxiao Yingyong Shuxue Xuebao Ser. A, 13 (1998), 463.

[13]

S. J. Li and X. L. Guo, Weak subdifferential for set-valued mappings and its applications,, Nonlinear Anal., 71 (2009), 5781. doi: 10.1016/j.na.2009.04.065.

[14]

B. Sh. Mordukhovich, Maximum principle in the problem of time-optimal control with nonsmooth constraints,, J. Appl. Math. Mech., 40 (1976), 960. doi: 10.1016/0021-8928(76)90136-2.

[15]

B. S. Mordukhovich, N. M. Nam and N. D. Yen, Fréchet subdifferential calculus and optimality conditions in nondifferentiable programming,, Optimization, 55 (2006), 685. doi: 10.1080/02331930600816395.

[16]

J.-P. Penot, The directional subdifferential of the differenceof two convex functions,, J. Glob. Optim., 49 (2011), 505. doi: 10.1007/s10898-010-9615-8.

[17]

L. S. Pontryagin, Linear differential games II,, Soviet Math. Dokl., 8 (1967), 910.

[18]

R. T. Rockafellar, "The Theory of Subgradients and its Applications to Problems of Optimization-Convex and Nonconvex Functions,", R & E, 1 (1981).

[19]

R. T. Rockafellar, Proximal subgradients, marginal values, and augmented Lagrangians in nonconvex optimization,, Math. Oper. Res., 6 (1981), 424. doi: 10.1287/moor.6.3.424.

[20]

W. Song, Weak subdifferential of set-valued mappings,, Optimization, 52 (2003), 263. doi: 10.1080/0233193031000120051.

[21]

T. Tanino, Conjugate duality in vector optimization,, J. Math. Anal. Appl., 167 (1992), 84. doi: 10.1016/0022-247X(92)90237-8.

[22]

C. Zălinescu, Hahn-Banach extension theorems for multifunctions revisited,, Math. Meth. Oper. Res., 68 (2008), 493. doi: 10.1007/s00186-007-0193-6.

[23]

J. C. Zhou, C. Y. Wang, N. H. Xiu and S. Y. Wu, First-order optimality conditions for convex semi-infinite min-max programming with noncompact sets,, J. Ind. Manag. Optm., 5 (2009), 851. doi: 10.3934/jimo.2009.5.851.

[24]

J. Zowe, Subdifferentiability of convex functions with values in an ordered vector space,, Math. Scand., 34 (1974), 69.

show all references

References:
[1]

T. Amahroq, J.-P. Penot and A. Syam, On the subdifferentiability of the difference of two functions and local minimization,, Set-Valued Anal., 16 (2008), 413. doi: 10.1007/s11228-008-0085-9.

[2]

A. Y. Azimov and R. N. Gasimov, Stability and duality of nonconvex problems via augmented Lagrangian,, Cybernet. Systems Anal., 38 (2002), 412. doi: 10.1023/A:1020316811823.

[3]

J. Baier and J. Jahn, On subdifferentials of set-valued maps,, J. Optim. Theory Appl., 100 (1999), 233. doi: 10.1023/A:1021733402240.

[4]

J. M. Borwein, A lagrange multiplier theorem and a sandwich theorem for convex relations,, Math. Scand., 48 (1981), 189.

[5]

R. I. Boţ and D.-M. Nechita, On the Dini-Hadamard subdifferential of the difference of two functions,, J. Glob. Optim., 50 (2011), 485. doi: 10.1007/s10898-010-9604-y.

[6]

G. Y. Chen and J. Jahn, Optimality conditions for set-valued optimization problems. Set-valued optimization,, Math. Meth. Oper. Res., 48 (1998), 187. doi: 10.1007/s001860050021.

[7]

N. H. Chieu and J.-C. Yao, Subgradients of the optimal value function in a parametric discrete optimal control problem,, J. Ind. Manag. Optm., 6 (2010), 401. doi: 10.3934/jimo.2010.6.401.

[8]

F. H. Clarke, A new approach to Lagrange multipliers,, Math. Oper. Res., 1 (1976), 165. doi: 10.1287/moor.1.2.165.

[9]

M. El Maghri and M. Laghdir, Pareto subdifferential calculus for convex vector mappings and applications to vector optimization,, SIAM J. Optim., 19 (2008), 1970. doi: 10.1137/070704046.

[10]

A. D. Ioffe, Calculus of Dini subdifferentials of functions and contingent coderivatives of set-valued maps,, Nonlinear Anal., 8 (1984), 517. doi: 10.1016/0362-546X(84)90091-9.

[11]

Y. Küçük, İ. Atasever and M. Küçük, Generalized weak subdiffrentials,, Optimization, 60 (2011), 537. doi: 10.1080/02331930903524670.

[12]

S. J. Li, Subgradient of S-convex set-valued mappings and weak efficient solutions,, (Chinese) Gaoxiao Yingyong Shuxue Xuebao Ser. A, 13 (1998), 463.

[13]

S. J. Li and X. L. Guo, Weak subdifferential for set-valued mappings and its applications,, Nonlinear Anal., 71 (2009), 5781. doi: 10.1016/j.na.2009.04.065.

[14]

B. Sh. Mordukhovich, Maximum principle in the problem of time-optimal control with nonsmooth constraints,, J. Appl. Math. Mech., 40 (1976), 960. doi: 10.1016/0021-8928(76)90136-2.

[15]

B. S. Mordukhovich, N. M. Nam and N. D. Yen, Fréchet subdifferential calculus and optimality conditions in nondifferentiable programming,, Optimization, 55 (2006), 685. doi: 10.1080/02331930600816395.

[16]

J.-P. Penot, The directional subdifferential of the differenceof two convex functions,, J. Glob. Optim., 49 (2011), 505. doi: 10.1007/s10898-010-9615-8.

[17]

L. S. Pontryagin, Linear differential games II,, Soviet Math. Dokl., 8 (1967), 910.

[18]

R. T. Rockafellar, "The Theory of Subgradients and its Applications to Problems of Optimization-Convex and Nonconvex Functions,", R & E, 1 (1981).

[19]

R. T. Rockafellar, Proximal subgradients, marginal values, and augmented Lagrangians in nonconvex optimization,, Math. Oper. Res., 6 (1981), 424. doi: 10.1287/moor.6.3.424.

[20]

W. Song, Weak subdifferential of set-valued mappings,, Optimization, 52 (2003), 263. doi: 10.1080/0233193031000120051.

[21]

T. Tanino, Conjugate duality in vector optimization,, J. Math. Anal. Appl., 167 (1992), 84. doi: 10.1016/0022-247X(92)90237-8.

[22]

C. Zălinescu, Hahn-Banach extension theorems for multifunctions revisited,, Math. Meth. Oper. Res., 68 (2008), 493. doi: 10.1007/s00186-007-0193-6.

[23]

J. C. Zhou, C. Y. Wang, N. H. Xiu and S. Y. Wu, First-order optimality conditions for convex semi-infinite min-max programming with noncompact sets,, J. Ind. Manag. Optm., 5 (2009), 851. doi: 10.3934/jimo.2009.5.851.

[24]

J. Zowe, Subdifferentiability of convex functions with values in an ordered vector space,, Math. Scand., 34 (1974), 69.

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