Khan / Tammer / Zalinescu Set-valued Optimization

An Introduction with Applications
1. Auflage 2014
ISBN: 978-3-642-54265-7
Verlag: Springer
Format: PDF
Kopierschutz: 1 - PDF Watermark

E-Book, Englisch, 765 Seiten

Reihe: Mathematics and Statistics (R0)

Set-valued optimization is a vibrant and expanding branch of mathematics that deals with optimization problems where the objective map and/or the constraints maps are set-valued maps acting between certain spaces. Since set-valued maps subsumes single valued maps, set-valued optimization provides an important extension and unification of the scalar as well as the vector optimization problems. Therefore this relatively new discipline has justifiably attracted a great deal of attention in recent years. This book presents, in a unified framework, basic properties on ordering relations, solution concepts for set-valued optimization problems, a detailed description of convex set-valued maps, most recent developments in separation theorems, scalarization techniques, variational principles, tangent cones of first and higher order, sub-differential of set-valued maps, generalized derivatives of set-valued maps, sensitivity analysis, optimality conditions, duality and applications in economicsamong other things.

Zielgruppe

Research

Autoren/Hrsg.

Khan, Akhtar A.

Tammer, Christiane

Zalinescu, Constantin

Inhaltsverzeichnis

Introduction.- Order Relations and Ordering Cones.- Continuity and Differentiability.- Tangent Cones and Tangent Sets.- Nonconvex Separation Theorems.- Hahn-Banach Type Theorems.- Hahn-Banach Type Theorems.- Conjugates and Subdifferentials.- Duality.- Existence Results for Minimal Points.- Ekeland Variational Principle.- Derivatives and Epiderivatives of Set-valued Maps.- Optimality Conditions in Set-valued Optimization.- Sensitivity Analysis in Set-valued Optimization and Vector Variational Inequalities.- Numerical Methods for Solving Set-valued Optimization Problems.- Applications.