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Applying set optimization to weak efficiency

  • S.I.: MOPGP 2017
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Abstract

Set-valued extensions of vector-valued functions are used to investigate the relations between weak efficiency and variational inequalities (both Stampacchia and Minty type) which allows to apply the complete lattice framework from set optimization. Since the seminal work of Giannessi, it has been a challenge to generalize scalar results to the vector case. In this effort, some notions of generalized derivatives for vector-valued functions have been introduced, either in the form of set-valued functions or introducing appropriate notions of infinite elements in vector spaces. Switching the focus to set optimization in conlinear spaces, we propose a Dini-type derivative, that keeps the same set-valued form of the optimization problem.

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Acknowledgements

We are thankful to the anonymous referees and their valuable suggestions that helped us to improve the paper and deepen the study, also opening new lines of research.

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Correspondence to Giovanni P. Crespi.

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Crespi, G.P., Schrage, C. Applying set optimization to weak efficiency. Ann Oper Res 296, 779–801 (2021). https://doi.org/10.1007/s10479-020-03806-2

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