Abstract
In this paper, we study a generalized convex vector equilibrium problem with cone and set constraints in real Banach spaces. We provide some basic characterizations on generalized convexity for the first- and second-order directional derivatives. We obtain Kuhn–Tucker second-order necessary and sufficient optimality conditions for efficiency to such problem under suitable assumptions on the generalized convexity of objective and constraint functions. As an application, we present Kuhn–Tucker second-order necessary and sufficient optimality conditions to a generalized convex vector variational inequality problem and a generalized convex vector optimization problem with constraints. Some examples are also given to demonstrate the main results of the paper.
Similar content being viewed by others
References
Ansari, Q.H.: Vector Equilibrium Problems and Vector Variational Inequalities, in Vector Variational Inequalities and Vector Equilibria. Mathematical Theories, Edited by Prof. F. Giannessi, Kluwer Academic Publishers, Dordrecht-Boston-London, pp. 1-16 (2000)
Ansari, Q.H., Oettli, W., Schlager, D.: A generalization of vectorial equilibria. Math. Methods Oper. Res. 46, 147–152 (1997)
Ansari, Q.H., Yang, X.Q., Yao, J.C.: Characterizations of solutions for vector equilibrium problems. J. Optim. Theory Appl. 113(3), 435–447 (2002)
Bianchi, M., Hadjisavvas, N., Schaible, S.: Vector equilibrium problems with generalized monotone bifunctions. J. Optim. Theory Appl. 92, 527–542 (1997)
Bonnans, J.-F., Cominetti, R., Shapiro, A.: Second order optimality conditions based on parabolic second order tangent sets. SIAM J. Optim. 9(2), 466–492 (1999)
Borwein, J.M., Lewis, A.: Partially-finite convex programming. Part 1: Quasirelative interiors and duality theory. Math. Prog. 57, 15–48 (1992)
Cammaroto, F., Di Bella, B.: Separation theorem based on the quasirelative interior and application to duality theory. J. Optim. Theory Appl. 125, 223–229 (2005)
Craven, B. D.: Control and optimization. Volume 16 of Chapman Hall/CRC Mathematics Series (1998)
Constantin, E.: Second-order optimality conditions for problems with locally Lipschitz data via tangential directions. Comm. Appl. Nonlinear Anal. 18(2), 75–84 (2011)
Feng, Y., Qiu, Q.: Optimality conditions for vector equilibrium problems with constraint in Banach spaces. Optim. Lett. 8, 1931–1944 (2014)
Feng, M., Li, S.: Second-Order Strong Karush/Kuhn–Tucker Conditions for Proper Efficiencies in Multiobjective Optimization. J. Optim. Theory Appl. (2019). https://doi.org/10.1007/s10957-019-01484-0
Ginchev, I., Ivanov, V.I.: Second-order optimality conditions for problems with \(C^1\) data. J. Math. Anal. Appl. 340, 646–657 (2008)
Gong, X.H.: Scalarization and optimality conditions for vector equilibrium problems. Nonlinear Anal. 73, 3598–3612 (2010)
Gong, X.H.: Optimality conditions for vector equilibrium problems. J. Math. Anal. Appl. 342, 1455–1466 (2008)
Gong, X.H.: Optimality conditions for Henig and globally proper efficient solutions with ordering cone has empty interior. J. Math. Anal. Appl. 307, 12–31 (2005)
Gong, X.H.: Efficiency and Henig efficiency for vector equilibrium problems. J. Optim. Theory Appl. 108(1), 139–154 (2001)
Guerraggio, A., Luc, D.T.: Properly maximal points in product spaces. Math. Oper. Res. 31, 305–315 (2006)
Gutiérrez, C., Jiménez, B., Novo, V.: On second-order Fritz John type optimality conditions in nonsmooth multiobjective programming. Math. Prog. 123(B), 199–223 (2010)
Hiriart-Urruty, J.B., Seeger, A.: Calculus rules on a new set-valued second order derivative for convex functions. Nonlinear Anal. 13, 721–738 (1989)
Ivanov, V.I.: Second-order optimality conditions for vector problems with continuously Fréchet differentiable data and second-order constraint qualifications. J. Optim. Theory Appl. 166, 777–790 (2015)
Ivanov, V.I.: Optimality conditions for an isolated minimum of order two in \(C^1\) constrained optimization. J. Math. Anal. Appl. 356, 30–41 (2009)
Jahn, J.: Theory, applications and extensions second edition vector optimization. Springer, Berlin Heilelberg (2011)
Jeyakumar, V., Luc, D.T.: Nonsmooth vector functions and continuous optimization. Springer, New York (2008)
Jiménez, B., Novo, V.: First- and second-order sufficient conditions for strict minimality in nonsmooth vector optimization. J. Math. Anal. Appl. 284, 496–510 (2003)
Jiménez, B., Novo, V.: Optimality conditions in differentiable vector optimization via second-order tangent sets. Appl. Math. Optim. 49, 123–144 (2004)
Jiménez, B., Novo, V.: First order optimality conditions in vector optimization involving stable functions. Optim. 57(3), 449–471 (2008)
Kabgani, A., Soleimani-damaneh, M.: Characterization of (weakly/properly/robust) efficient solutions in nonsmooth semi-infinite multiobjective optimization using convexificators. Optim. 67, 217–235 (2018)
Khanh, P.Q., Tung, N.M.: Second-order optimality conditions with the envelope-like effect for set-valued optimization. J. Optim. Theory Appl. 167, 68–90 (2015)
Khanh, P.Q., Tuan, N.D.: Optimality conditions for nonsmooth multiobjective optimization using Hadamard directional derivatives. J. Optim. Theory Appl. 133, 341–357 (2007)
Lee, H., Pavel, N.: Higher order optimality conditions and its applications. Pan. Am. Math. J. 14, 11–24 (2004)
Li, S.J., Zhu, S.K., Teo, K.L.: New generalized second-order contingent epiderivatives and set-valued optimization problems. J. Optim. Theory Appl. 152, 587–604 (2012)
Liu, L.P.: The second-order conditions of nondominated solutions for \(C^{1,1}\) generalized multiobjective mathematical programming. J. Syst. Sci. Math. Sci. 4, 128–131 (1991)
Long, X.J., Huang, Y.Q., Peng, Z.Y.: Optimality conditions for the Henig efficient solution of vector equilibrium problems with constraints. Optim. Lett. 5, 717–728 (2011)
Luc, D.T.: Theory of vector optimization. Lect. notes in Eco. and Math. systems. Springer, Berlin Germany (1989)
Luu, D.V.: Higher-order necessary and sufficient conditions for strict local Pareto minima in terms of Studniarski’s derivatives. Optim. 57, 593–605 (2008)
Luu, D.V.: Higher-order optimality conditions in nonsmooth cone-constrained multiobjective programming. Nonlinear Funct. Anal. Appl. 15, 381–393 (2010)
Luu, D.V.: Higher-order efficiency conditions via higher-order tangent cones. Numer. Funct. Anal. Optim. 35, 68–84 (2014)
Luu, D.V.: Second-order necessary efficiency conditions for nonsmooth vector equilibrium problems. J. Glob. Optim. 70, 437–453 (2018)
Luu, D.V., Hang, D.D.: Efficient solutions and optimality conditions for vector equilibrium problems. Math. Meth. Oper. Res. 79, 163–177 (2014)
Luu, D.V., Su, T.V.: Contingent derivatives and necessary efficiency conditions for vector equilibrium problems with constraints. RAIRO-Oper. Res. 52, 543–559 (2018)
Penot, J.P.: Second-order conditions for optimization problems with constraints. SIAM J. Control Optim. 37, 303–318 (1999)
Qiu, Q.S.: Optimality conditions for vector equilibrium problems with constraints. J. Ind. Manag. Optim. 5, 783–790 (2009)
Rockafellar, R.T.: Convex Analysis. Princeton University Press, Princeton (1970)
Studniarski, M.: Necessary and sufficient conditions for isolated local minima of nonsmooth functions. SIAM J. Control Optim. 24, 1044–1049 (1986)
Su, T.V.: New second-order optimality conditions for vector equilibrium problems with constraints in terms of contingent derivatives. Bull. Braz. Math. Soc. New Series. 51(2), 371–395 (2020)
Su, T.V., Hien, N.D.: Necessary and sufficient optimality conditions for constrained vector equilibrium problems using contingent hypoderivatives. Optim. Eng. 21, 585–609 (2020)
Su, T.V., Hien, N.D.: Studniarski’s derivatives and efficiency conditions for constrained vector equilibrium problems with applications. Optim. (2019). https://doi.org/10.1080/02331934.2019.1702985
Su, T.V., Hang, D.D.: Optimality conditions for the efficient solutions of vector equilibrium problems with constraints in terms of directional derivatives and applications. Bull. Iran. Math. Soc. 45(6), 1619–1650 (2019)
Taa, A.: Second order conditions for nonsmooth multiobjective optimization problems with inclusion constrains. J. Global Optim. 50, 271–291 (2011)
Acknowledgements
The authors would like to express their sincere gratitude to the anonymous reviewers for their thorough and helpful reviews which significantly improved the quality of the paper. Further, the authors acknowledge the editors for sending our manuscript to the reviewers.
Funding
The first author was funded by Vietnam National Foundation for Science and Technology Development (NAFOSTED) under Grant No. 101.01-2017.301.
Author information
Authors and Affiliations
Corresponding author
Ethics declarations
Conflict of Interest
The authors declare that they have no conflict of interest.
Ethical Approval
This manuscript does not contain any studies with human participants or animals performed by any of the authors.
Additional information
Communicated by Majid Soleimani-damaneh.
Publisher's Note
Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.
Rights and permissions
About this article
Cite this article
Su, T.V., Hang, D.D. Second-Order Necessary and Sufficient Optimality Conditions for Constrained Vector Equilibrium Problem with Applications. Bull. Iran. Math. Soc. 47, 1337–1362 (2021). https://doi.org/10.1007/s41980-020-00445-y
Received:
Revised:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s41980-020-00445-y
Keywords
- Generalized convex vector equilibrium problem with constraints
- Second-order optimality conditions
- Efficient solution types
- Quasirelative interior
- Second-order directional derivative