Semi-differentiability of the marginal mapping in vector optimization

D.T.H.E. Luc, M. Soleimani-Damaneh, M. Zamani

Research output: Contribution to journalArticleScientificpeer-review

Abstract

We consider a parametric multiobjective optimization problem whose objective function and constraint set are not necessarily convex. We introduce the concept of uniform efficiency, characterize it and compare it with the well-known concepts of proper efficiency and normal efficiency. Then we establish the semi-differentiability of the marginal (efficient value) mapping and a formula to compute its semi-derivative at a uniformly efficient value. As an application we derive semi-differentiability of the marginal function for a problem in which the constraint set is given by a system of inequalities, and for a problem whose constraint set is a union of polyhedral convex sets. The results of this paper are not only new in the case of nonconvex multiobjective problems, but they also deepen some existing ones for the convex case.
Original languageEnglish
Pages (from-to)1255-1281
JournalSIAM Journal on Optimization
Volume28
Issue number2
DOIs
Publication statusPublished - 2018
Externally publishedYes

Fingerprint

Dive into the research topics of 'Semi-differentiability of the marginal mapping in vector optimization'. Together they form a unique fingerprint.

Cite this