Search Results - subject:"set-valued optimization"

Stochastic linear optimization under partial uncertainty and incomplete information using the notion of probability multimeasure

La Torre, Davide; Mendivil, Franklin - In: Journal of the Operational Research Society 69 (2018) 10, pp. 1549-1556

Persistent link: https://www.econbiz.de/10012228245

On optimality conditions for quasi-relative efficient solutions in set-valued optimization

Nguyễn Lê Hoàng Anh - In: Top : transactions in operations research 24 (2016) 1, pp. 259-272

Persistent link: https://www.econbiz.de/10011670525

Second-order Karush–Kuhn–Tucker optimality conditions for set-valued optimization

Zhu, S.; Li, S.; Teo, K. - In: Journal of Global Optimization 58 (2014) 4, pp. 673-692

assumption to a constrained set-valued optimization problem in the second-order case. Simultaneously, we also establish some … second-order Karush–Kuhn–Tucker necessary and sufficient optimality conditions for a set-valued optimization problem, whose …

Persistent link: https://www.econbiz.de/10010896412

Concepts of efficiency for uncertain multi-objective optimization problems based on set order relations

Ide, Jonas; Köbis, Elisabeth - In: Mathematical Methods of Operations Research 80 (2014) 1, pp. 99-127

In this paper we present new concepts of efficiency for uncertain multi-objective optimization problems. We analyze the connection between the concept of minmax robust efficiency presented by Ehrgott et al. (Eur J Oper Res, <CitationRef CitationID="CR14">2014</CitationRef>, doi:<ExternalRef> <RefSource>10.1016/j.ejor.2014.03.013</RefSource> <RefTarget Address="10.1016/j.ejor.2014.03.013" TargetType="DOI"/> </ExternalRef>) and the upper set less order...</refsource></externalref></citationref>

Persistent link: https://www.econbiz.de/10010999732

Concepts of efficiency for uncertain multi-objective optimization problems based on set order relations

Ide, Jonas; Köbis, Elisabeth - In: Mathematical methods of operations research 80 (2014) 1, pp. 99-127

Persistent link: https://www.econbiz.de/10010406740

Necessary optimality conditions for a set-valued fractional extremal programming problem under inclusion constraints

Gadhi, N.; Jawhar, A. - In: Journal of Global Optimization 56 (2013) 2, pp. 489-501

In this paper, we are concerned with a set-valued fractional extremal programming problem under inclusion constraints. Our approach consists of using the extremal principle (an approach initiated by Mordukhovich, which does not involve any convex approximations and convex separation arguments)...

Persistent link: https://www.econbiz.de/10010896408

Convergence of a class of penalty methods for constrained scalar set-valued optimization

Huang, X. - In: Journal of Global Optimization 56 (2013) 4, pp. 1501-1513

In this paper, we study a class of penalty methods for a class of constrained scalar set-valued optimization problems …

Persistent link: https://www.econbiz.de/10010845786

OPTIMALITY OF GLOBAL PROPER EFFICIENCY FOR CONE-ARCWISE CONNECTED SET-VALUED OPTIMIZATION USING CONTINGENT EPIDERIVATIVE

YU, GUOLIN - In: Asia-Pacific Journal of Operational Research (APJOR) 30 (2013) 03, pp. 1340004-1

This note deals with the optimality conditions of set-valued unconstraint optimization problem in real normed linear spaces. Based upon the concept of contingent epiderivative, the unified necessary and sufficient optimality conditions for global proper efficiency in vector optimization problem...

Persistent link: https://www.econbiz.de/10010671616

Characterizations of the nonemptiness and compactness for solution sets of convex set-valued optimization problems

Huang, X.; Yao, J. - In: Journal of Global Optimization 55 (2013) 3, pp. 611-626

convex scalar set-valued optimization problem (with or without cone constraints) in which the decision space is finite … the set-valued optimization problem, respectively. Then we investigate characterizations of the nonemptiness and … compactness for the weakly efficient solution set of a convex vector set-valued optimization problem (with or without cone …

Persistent link: https://www.econbiz.de/10010634263

First-order optimality conditions in set-valued optimization

Crespi, Giovanni; Ginchev, Ivan; Rocca, Matteo - In: Mathematical Methods of Operations Research 63 (2006) 1, pp. 87-106

A a set-valued optimization problem min<Subscript> C </Subscript> F(x), x ∈X <Subscript>0</Subscript>, is considered …</Superscript>) to be a w-minimizer, and similarly to be a i-minimizer. The i-minimizers seem to be a new concept in set-valued … optimization. For the case of w-minimizers some comparison with existing results is done. Copyright Springer-Verlag 2006 …

Persistent link: https://www.econbiz.de/10010999774