J Glob Optim
DOI 10.1007/s10898-012-9861-z
Higher-order optimality conditions in set-valued
optimization using radial sets and radial derivatives
Nguyen Le Hoang Anh · Phan Quoc Khanh
Received: 11 July 2011 / Accepted: 24 January 2012
© Springer Science+Business Media, LLC. 2012
Abstract We propose higher-order radial sets and corresponding derivatives of a set-valued
map and prove calculus rules for sums and compositions, which are followed by direct appli-
cations in discussing optimality conditions for several particular optimization problems. Our
main results are both necessary and sufficient higher-order conditions for weak efficiency in
a general set-valued vector optimization problem without any convexity assumptions. Many
examples are provided to explain advantages of our results over a number of existing ones
in the literature.
Keywords Higher-order radial sets · Higher-order radial derivatives · Calculus rules ·
Set-valued vector optimization · Weak efficiency · Higher-order optimality conditions
Mathematics Subject Classification (2010) 90C46 · 49J52 · 46G05 · 90C26 · 90C29
1 Introduction
Optimality conditions in nonsmooth problems have been attracting increasing efforts of
mathematicians around the world for half a century. For systematic expositions about this
topic, including practical applications, see books [3, 5, 24, 25, 27] and a recent survey [6]. A
significant number of generalized derivatives have been introduced for studying optimality
conditions in nonsmooth optimization. One can roughly separate the wide range of methods
for nonsmooth problems into two groups: the primal space and the dual space approaches.
N. L. H. Anh (B )
Department of Mathematics, University of Science of Hochiminh City, 227 Nguyen Van Cu,
District 5, Hochiminh City, Vietnam
e-mail: nlhanh@hcmus.edu.vn
P. Q. Khanh
Department of Mathematics, International University of Hochiminh City, Linh Trung, Thu Duc,
Hochiminh City, Vietnam
e-mail: pqkhanh@hcmiu.edu.vn
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