Nonlinear Analysis 71 (2009) 4241–4250
Contents lists available at ScienceDirect
Nonlinear Analysis
journal homepage: www.elsevier.com/locate/na
Computation formulas and multiplier rules for graphical derivatives in
separable Banach spaces
✩
E. Hernández
a
, A.A. Khan
b
, L. Rodríguez-Marín
a
, M. Sama
a,∗
a
Departamento de Matemática Aplicada, E.T.S.I. Industriales, Universidad Nacional de Educación a Distancia, calle Juan del Rosal, 12, 28040 Madrid, Spain
b
School of Mathematical Sciences, Rochester Institute of Technology, 85 Lomb Memorial Drive, Rochester, NY 14623, USA
article info
Article history:
Received 19 November 2008
Accepted 25 February 2009
MSC:
90C29
90C30
49J52
49K27
Keywords:
Ordered spaces
Schauder bases
Set-valued analysis
Contingent epiderivatives
Vector optimization
Lagrange multipliers
Weak minimizers
Proper minimizers
abstract
In this paper, we present new computation formulas for the contingent epiderivative and
hypoderivative of a set-valued map taking values in a Banach space with a shrinking
Schauder basis. These formulas are established in terms of the Fourier coefficients, and, in
particular, in terms of the derivatives of the component maps associated with the Schauder
basis. As an application, we obtain multiplier rules for vector optimization problems in
terms of the derivatives of the component maps, extending classical results from smooth
multiobjective optimization problems.
© 2009 Elsevier Ltd. All rights reserved.
1. Introduction and preliminaries
The theory of graphical derivatives of set-valued maps is a useful tool to derive optimality conditions for set-valued
optimization problems, and in particular for vector optimization problems [1–7]. For a real normed space X , and two real
Banach spaces Y and Z being partially ordered by closed convex and pointed cones C and K , respectively; the general problem
of vector optimization
(P)
minimize f (x)
subject to g (x) ∈−K , x ∈ S ,
where f , g are maps from a nonempty subset S to Y and Z , respectively, is a natural extension of the classical problem of
multiobjective optimization with constraints.
The primary objective of this paper is to develop a scalarization technique for the computation of the contingent
epi/hypoderivative of set-valued maps that allows us to extend various results ranging from smooth multiobjective
optimization to the general vector optimization Problem (P).
✩
For E. Hernández and M. Sama, this work is partially supported by MEC (Spain), proj. MTM2006-02629 and (i-MATH) CSD2006-00032 (Consolider -
Ingenio 2010).
∗
Corresponding author. Tel.: +34 913987927.
E-mail addresses: ehernandez@ind.uned.es (E. Hernández), aaksma@rit.edu (A.A. Khan), lromarin@ind.uned.es (L. Rodríguez-Marín),
msama@ind.uned.es (M. Sama).
0362-546X/$ – see front matter © 2009 Elsevier Ltd. All rights reserved.
doi:10.1016/j.na.2009.02.114