Nonconvex scalarization in set optimization with set-valued maps

Abstract The aim of this work is to obtain scalar representations of set-valued optimization problems without any convexity assumption. Using a criterion of solution introduced by Kuroiwa [D. Kuroiwa, Some duality theorems of set-valued optimization with natural criteria, in: Proceedings of the International Conference on Nonlinear Analysis and Convex Analysis, World Scientific, River Edge, NJ, 1999, pp. 221–228], which is based on ordered relations between sets, we characterize this type of solutions by means of nonlinear scalarization. The scalarizing function is a generalization of the Gerstewitz's nonconvex separation function. As applications of our results we give two existence theorems for set-valued optimization problems.

[1]  J. Aubin,et al.  Existence of Solutions to Differential Inclusions , 1984 .

[2]  T.C.E. Cheng,et al.  Convergence Results for Weak Efficiency in Vector Optimization Problems with Equilibrium Constraints , 2005 .

[3]  C. Gerth,et al.  Nonconvex separation theorems and some applications in vector optimization , 1990 .

[4]  C. Tammer,et al.  Theory of Vector Optimization , 2003 .

[5]  H. W. Corley,et al.  Existence and Lagrangian duality for maximizations of set-valued functions , 1987 .

[6]  Daishi Kuroiwa,et al.  On set-valued optimization , 2001 .

[7]  J. Aubin,et al.  Differential inclusions set-valued maps and viability theory , 1984 .

[8]  X. Q. Yang,et al.  Vector network equilibrium problems and nonlinear scalarization methods , 1999, Math. Methods Oper. Res..

[9]  Johannes Jahn,et al.  Vector optimization - theory, applications, and extensions , 2004 .

[10]  M. Alonso,et al.  Set-relations and optimality conditions in set-valued maps , 2005 .

[11]  Xiaoqi Yang,et al.  Nonconvex vector optimization of set-valued mappings☆ , 2003 .

[12]  Daishi Kuroiwa Existence theorems of set optimization with set-valued maps , 2003 .

[13]  Johannes Jahn,et al.  Axiomatic approach to duality in optimization , 1992 .

[14]  A. C. Thompson,et al.  Theory of correspondences : including applications to mathematical economics , 1984 .

[15]  田中 環,et al.  Proceedings of the Fourth International Conference on Nonlinear Analysis and Convex Analysis , 2007 .

[16]  Johannes Jahn,et al.  Optimality conditions for set-valued optimization problems , 1998, Math. Methods Oper. Res..