Karush–Kuhn–Tucker Conditions in Set Optimization

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• 作者：Johannes Jahn
• 关键词：Set optimization ; Vector optimization ; KKT conditions ; Set less order relation
• 刊名：Journal of Optimization Theory and Applications
• 出版年：2017
• 出版时间：March 2017
• 年：2017
• 卷：172
• 期：3
• 页码：707-725
• 全文大小：
• 刊物主题：Calculus of Variations and Optimal Control; Optimization; Optimization; Theory of Computation; Applications of Mathematics; Engineering, general; Operation Research/Decision Theory;
• 出版者：Springer US
• ISSN：1573-2878
• 卷排序：172

文摘

This paper investigates set optimization problems in finite dimensional spaces with the property that the images of the set-valued objective map are described by inequalities and equalities and that sets are compared with the set less order relation. For these problems new Karush–Kuhn–Tucker conditions are shown as necessary and sufficient optimality conditions. Optimality conditions without multiplier of the objective map are also presented. The usefulness of these results is demonstrated with a standard example.