In this paper, the behavior of the perturbation map is analyzed quantitatively by virtue of contingent derivatives and generalized contingent epiderivatives for the set-valued maps under strictly minimal efficiency. The purpose of this paper is to provide some well-known results concerning sensitivity analysis by applying a separation theorem for convex sets. When the results regress to multiobjective optimization, some related conclusions are obtained in a multiobjective programming problem.
Citation: |
[1] | J. P. Aubin and H. Frankowska, Set-Valued Analysis, Birkhäuser, Boston, 1990. |
[2] | J. M. Borwein and D. Zhuang, Super efficiency in vector optimization, Transactions of the American Mathematical Society, 338 (1993), 105-122. doi: 10.1090/S0002-9947-1993-1098432-5. |
[3] | G. Y. Chen and J. Jahn, Optimality conditions for set-valued optimization problems, Mathematical Methods of Operations Research, 48 (1998), 187-200. doi: 10.1007/s001860050021. |
[4] | Y. H. Cheng and W. T. Fu, Strong efficiency in a locally convex space, Mathematical Methods of Operations Research, 50 (1999), 373-384. doi: 10.1007/s001860050076. |
[5] | A. V. Fiacco, Introduction to Sensitivity and Stability Analysis in Nonlinear Programming, Academic Press, New York, 1983. |
[6] | W. T. Fu and X. Q. Chen, On approximation families of cones and strictly efficient points, Acta Mathematica Sinica, 40 (1997), 933-938. |
[7] | W. T. Fu and Y. H. Cheng, On the strict efficiency in a locally convex space, Journal of Systems Science and Mathematical Sciences, 12 (1999), 40-44. |
[8] | X. H. Gong, H. B. Dong and S. Y. Wang, Optimality conditions for proper efficient solutions of vector set-valued optimization, Journal of Mathematical Analysis and Applications, 284 (2003), 332-350. doi: 10.1016/S0022-247X(03)00360-3. |
[9] | Y. D. Hu and C. Ling, Connectedness of cone superefficient point sets in locally convex topological vector spaces, Journal of Optimization Theory and Applications, 107 (2000), 433-446. doi: 10.1023/A:1026412918497. |
[10] | J. Jahn, Vector Optimization: Theory, Applications, and Extensions, Springer, Berlin Heidelberg, 2004. doi: 10.1007/978-3-540-24828-6. |
[11] | S. J. Li, Sensitivity and stability for contingent derivative in multiobjective optimization, Mathematica Applicata, 11 (1998), 49-53. |
[12] | Z. F. Li and S. Y. Wang, Connectedness of super efficient sets in vector optimization of set-valued maps, Mathematical Methods of Operations Research, 48 (1998), 207-217. doi: 10.1007/s001860050023. |
[13] | R. T. Rockafellar, Lagrange multipliers and subderivatives of optimal value functions in nonlinear programming, Mathematical Programming Study, 17 (1982), 28-66. |
[14] | W. D. Rong and Y. N. Wu, $\varepsilon -$weak minimal solution of vector optimization problems with set-valued maps, Journal of Optimization Theory and Applications, 106 (2000), 569-579. doi: 10.1023/A:1004657412928. |
[15] | B. H. Sheng and S. Y. Liu, Sensitivity analysis in vector optimization under Benson proper efficiency, Journal of Mathematical Research & Exposition, 22 (2002), 407-412. |
[16] | D. S. Shi, Contingent derivative of the perturbation map in multiobjective optimization, Journal of Optimization Theory and Applications, 70 (1991), 385-396. doi: 10.1007/BF00940634. |
[17] | D. S. Shi, Sensitivity analysis in convex vector optimization, Journal of Optimization Theory and Applications, 77 (1993), 145-159. doi: 10.1007/BF00940783. |
[18] | T. Tanino, Sensitivity analysis in multiobjective optimization, Journal of Optimization Theory and Applications, 56 (1988), 479-499. doi: 10.1007/BF00939554. |
[19] | T. Tanino, Stability and sensitivity analysis in convex vector optimization, SIAM Journal on Control and Optimization, 26 (1988), 521-536. doi: 10.1137/0326031. |