Second-Order Conditions for Open-Cone Minimizers and Firm Minimizers in Set-Valued Optimization Subject to Mixed Constraints

• Published in: Journal of optimization theory and applications Vol. 171; no. 1; pp. 45 - 69
• Main Authors: Khanh, Phan Quoc, Tung, Nguyen Minh
• Format: Journal Article
• Language: English
• Published: New York Springer US 01.10.2016; Springer Nature B.V
• Subjects: Applications of Mathematics; Calculus of Variations and Optimal Control; Optimization; Convexity; Derivatives; Engineering; Mathematical programming; Mathematics; Mathematics and Statistics; Multipliers; Operations Research/Decision Theory; Optimization; Studies; Theory of Computation; 90C46; Set-valued optimization; Abadie constraint qualification; Firm minimizer; 49J52; 90C29; 90C48; Open-cone minimizer; Kurcyusz–Robinson–Zowe constraint qualification
• ISSN: 0022-3239; 1573-2878
• DOI: 10.1007/s10957-016-0995-x

We consider second-order optimality conditions for set-valued optimization problems subject to mixed constraints. Such optimization models are useful in a wide range of practical applications. By using several kinds of derivatives, we obtain second-order necessary conditions for local Q -minimizers and local firm minimizers with attention to the envelope-like effect. Under the second-order Abadie constraint qualification, we get stronger necessary conditions. When the second-order Kurcyusz–Robinson–Zowe constraint qualification is imposed, our multiplier rules are of the Karush–Kuhn–Tucker type. Sufficient conditions for firm minimizers are established without any convexity assumptions. As an application, we extend and improve some recent existing results for nonsmooth mathematical programming.