×

Nonlinear separation in the image space with applications to constrained optimization. (English) Zbl 1386.90113

Summary: In this paper, by means of the image space analysis, we obtain optimality conditions for vector optimization of objective multifunction with multivalued constraints based on disjunction of two suitable subsets of the image space. By the oriented distance function a nonlinear regular separation is introduced and some optimality conditions for the constrained extremum problem are obtained. It is shown that the existence of a nonlinear separation is equivalent to a saddle point condition for the generalized Lagrangian function.

MSC:

90C26 Nonconvex programming, global optimization
90C29 Multi-objective and goal programming
26B25 Convexity of real functions of several variables, generalizations
Full Text: DOI

References:

[1] Aubin, J.P., Ekeland, I.: Applied Nonlinear Analysis. Wiely, New York (1984) · Zbl 0641.47066
[2] Castellani, G., Giannessi, F.: Decomposition of mathematical programs by means of theorems of alternative for linear and nonlinear systems, Survey of mathematical programming. In: Proc. Ninth Internat. Math. Programming Sympos., Budapest, vol. 2, pp. 423-439. North-Holland (1979) · Zbl 0667.90084
[3] Chen, J., Li, S., Wan, Z., Yao, J.C.: Vector variational-like inequalities with constraints: separation and alternative. J. Optim. Theory Appl. 166, 460-479 (2015) · Zbl 1322.49010 · doi:10.1007/s10957-015-0736-6
[4] Chinaie, M., Zafarani, J.: Image space analysis and scalarization of multivalued optimization. J. Optim. Theory Appl. 142, 451-467 (2009) · Zbl 1188.90231 · doi:10.1007/s10957-009-9531-6
[5] Chinaie, M., Zafarani, J.: Image space analysis and scalarization for \[\varepsilon\] ε-optimization of multifunctions. J. Optim. Theory Appl. 157, 685-695 (2013) · Zbl 1292.90265 · doi:10.1007/s10957-010-9657-6
[6] Chinaie, M., Zafarani, J.: A new approach to constrained optimization via image space analysis. Positivity 20, 99-114 (2016) · Zbl 1333.90100 · doi:10.1007/s11117-015-0343-7
[7] Dien, P.H., Mastroeni, G., Pappalardo, M., Quang, P.H.: Regularity condition for constrained extreme problems via image space. J. Optim. Theory Appl. 80, 19-37 (1994) · Zbl 0797.90089 · doi:10.1007/BF02196591
[8] Giannessi, F.: Theorems of the alternative and optimality conditions. J. Optim. Theory Appl. 42, 331-365 (1984) · Zbl 0504.49012 · doi:10.1007/BF00935321
[9] Giannessi, F.: Constrained Optimization and Image Space Analysis, vol. 1, Separation of Sets and Optimality Conditions. Springer, New York (2005) · Zbl 1082.49001
[10] Giannessi, F., Mastroeni, G.: Separation of sets and Wolfe duality. J. Global Optim. 42, 401-412 (2008) · Zbl 1172.90382 · doi:10.1007/s10898-008-9301-2
[11] Giannessi, F., Mastroeni, G., Pellegrini, L.: On the theory of vector optimization and variational inequalities.Image space analysis and separation. In: Giannessi, F. (ed.). Vector Variational Inequalities and Vector Equilibria, Mathematical Theories. Kluwer Academic Publishers, Dordrecht (1999) · Zbl 0985.49005
[12] Giannessi, F., Mastroeni, G., Yao, J.-C.: On maximum and variational principles via image space analysis. Positivity 16, 405-427 (2012) · Zbl 1334.49028 · doi:10.1007/s11117-012-0160-1
[13] Giannessi, F., Maugeri, A.: Variational Analysis and Applications, Non Convex Optimization and Its Applications, vol. 79. Springer, New York (2005) · Zbl 1077.49001
[14] Giannessi, F., Pellegrini, L.: Image Space Analysis for Vector Optimization and Variational Inequalities. Scalarization. Combinatorial and Global Optimization. Ser. Appl. Math., vol. 14, pp. 97-110. World Scientific Publishing, River Edge (2002) · Zbl 1039.49006
[15] Hiriart-Urruty, J.-B.: Tangent cones, generalized gradients and mathematical programming in Banach spaces. Math. Oper. Res. 4, 79-97 (1979) · Zbl 0409.90086 · doi:10.1287/moor.4.1.79
[16] Li, J., Feng, S.Q., Zhang, Z.: A unified approach for constrained extremum problems: image space analysis. J. Optim. Theory Appl. 159, 69-92 (2013) · Zbl 1288.90092 · doi:10.1007/s10957-013-0276-x
[17] Li, S.J., Xu, Y.D.: Nonlinear separation approaches to constrained extremum problems. J. Optim. Theory Appl. 54, 842-856 (2012) · Zbl 1267.90140 · doi:10.1007/s10957-012-0027-4
[18] Li, S.J., Xu, Y.D.: A new nonlinear scalarization function and applications. Optimization 65, 207-231 (2016) · Zbl 1334.49062 · doi:10.1080/02331934.2015.1014479
[19] Liu, C.G., Ng, K.F., Yang, W.H.: Merit functions in vector optimization. Math. Progr. 119, 215-237 (2009) · Zbl 1279.90153 · doi:10.1007/s10107-008-0208-y
[20] Luc, D.T.: Theory of Vector Optimization. Springer, Berlin (1989) · doi:10.1007/978-3-642-50280-4
[21] Luo, H.Z., Mastroeni, G., Wu, H.X.: Separation approach for augmented Lagrangians in constrained nonconvex optimization. J. Optim. Theory Appl. 144, 275-290 (2010) · Zbl 1190.90143 · doi:10.1007/s10957-009-9598-0
[22] Mastroeni, G.: Nonlinear separation in the image space with applications to penalty methods. Appl. Anal. 91, 1901-1914 (2012) · Zbl 1267.65068 · doi:10.1080/00036811.2011.614603
[23] Mordukhovich, B.S.: Variational Analysis and Generalized Differential I, II. Springer, New York (2006)
[24] Mordukhovich, B.S.: Multiobjective optimization with equilibrium constraints. Math. Progr. 117, 331-354 (2009) · Zbl 1165.90020 · doi:10.1007/s10107-007-0172-y
[25] Pappalardo, M.: Image space approach to penalty methods. J. Optim. Theory Appl. 64, 141-152 (1990) · Zbl 0667.90084 · doi:10.1007/BF00940028
[26] Tardella, F.: On the image of a constrained extremum problem and some applications to existence of a minimum. J. Optim. Theory Appl. 69, 93-104 (1989) · Zbl 0631.90066 · doi:10.1007/BF00938802
[27] Zaffaroni, A.: Degrees of efficiency and degrees of minimality. SIAM J. Control Optim. 42, 1071-1806 (2003) · Zbl 1046.90084 · doi:10.1137/S0363012902411532
[28] Zhu, S.K., Li, S.J.: Unified duality theory for constrained extremum problems I: image space analysis. J. Optim. Theory Appl. 161, 738-762 (2014) · Zbl 1307.90198 · doi:10.1007/s10957-013-0468-4
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.