On Optimization Problems with Set‐Valued Objective Maps: Existence and Optimality

On Optimization Problems with Set‐Valued Objective Maps: Existence and Optimality

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Article ID: iaor20123744
Volume: 153
Issue: 2
Start Page Number: 263
End Page Number: 279
Publication Date: May 2012
Journal: Journal of Optimization Theory and Applications
Authors:
Keywords: mapping
Abstract:

In this paper, we consider constrained optimization problems with set‐valued objective maps. First, we define three types of quasi orderings on the set of all non‐empty subsets of n‐dimensional Euclidean space. Second, by using these quasi orderings, we define the concepts of lower semi‐continuity for set‐valued maps and investigate their properties. Finally, based on these results, we define the concepts of optimal solutions to constrained optimization problems with set‐valued objective maps and we give some conditions under which these optimal solutions exist to the problems and give necessary and sufficient conditions for optimality.

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