Skip to main content
Log in

Six set scalarizations based on the oriented distance: continuity, convexity and application to convex set optimization

  • Original Article
  • Published:
Mathematical Methods of Operations Research Aims and scope Submit manuscript

Abstract

In the setting of normed spaces ordered by a convex cone not necessarily solid, we use six set scalarization functions, which are extensions of the oriented distance of Hiriart-Urruty, and we discuss convexity and continuity properties of their composition with two set-valued maps. Furthermore, as an application, we derive a multiplier rule for weak minimal solutions of a convex set optimization problem, with respect to the lower set less preorder of Kuroiwa. Some illustrative examples are also given.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Fig. 1
Fig. 2

Similar content being viewed by others

References

  • Ansari QH, Köbis E, Sharma PK (2018) Characterizations of set relations with respect to variable domination structures via oriented distance function. Optimization 67(9):1389–1407

    Article  MathSciNet  Google Scholar 

  • Ansari QH, Sharma PK, Yao JC (2018) Minimal element theorems and Ekeland’s variational principle with new set order relations. J Nonlinear Convex Anal 19(7):1127–1139

    MathSciNet  MATH  Google Scholar 

  • Araya Y (2012) Four types of nonlinear scalarizations and some applications in set optimization. Nonlinear Anal 75(9):3821–3835

    Article  MathSciNet  Google Scholar 

  • Aubin JP, Ekeland I (1984) Applied nonlinear analysis. Wiley, New York

    MATH  Google Scholar 

  • Bouza G, Quintana E, Tammer C (2019) A unified characterization of nonlinear scalarizing functionals in optimization. Vietnam J Math 47(3):683–713

    Article  MathSciNet  Google Scholar 

  • Chen J, Ansari QH, Yao JC (2017) Characterizations of set order relations and constrained set optimization problems via oriented distance function. Optimization 66(11):1741–1754

    Article  MathSciNet  Google Scholar 

  • Crespi GP, Ginchev I, Rocca M (2006) First order optimality conditions in set-valued optimization. Math Methods Oper Res 63(1):87–106

    Article  MathSciNet  Google Scholar 

  • Durea M, Dutta J, Tammer C (2010) Lagrange multipliers for \(\varepsilon \)-Pareto solutions in vector optimization with non solid cones in Banach spaces. J Optim Theory Appl 145(1):196–211

    Article  MathSciNet  Google Scholar 

  • Gerth C, Weidner P (1990) Nonconvex separation theorems and some applications in vector optimization. J Optim Theory Appl 67(2):297–320

    Article  MathSciNet  Google Scholar 

  • Göpfert A, Riahi H, Tammer C, Zălinescu C (2003) Variational methods in partially ordered spaces. CMS books in mathematics. Springer, New York

    MATH  Google Scholar 

  • Gutiérrez C, Jiménez B, Miglierina E, Molho E (2015) Scalarization in set optimization with solid and nonsolid ordering cones. J Global Optim 61(3):525–552

    Article  MathSciNet  Google Scholar 

  • Ha TXD (2005) Lagrange multipliers for set-valued optimization problems associated with coderivatives. J Math Anal Appl 311(2):647–663

    Article  MathSciNet  Google Scholar 

  • Ha TXD (2018) A Hausdorff-type distance, a directional derivative of a set-valued map and applications in set optimization. Optimization 67(7):1031–1050

    Article  MathSciNet  Google Scholar 

  • Hamel A, Heyde F (2010) Duality for set-valued measures of risk. SIAM J Financ Math 1(1):66–95

    Article  MathSciNet  Google Scholar 

  • Han Y (2019) Nonlinear scalarizing functions in set optimization problems. Optimization 68(9):1685–1718

    Article  MathSciNet  Google Scholar 

  • Han Y, Huang NJ (2018) Continuity and convexity of a nonlinear scalarizing function in set optimization problems with applications. J Optim Theory Appl 177(3):679–695

    Article  MathSciNet  Google Scholar 

  • Hernández E, López R (2017) Some useful set-valued maps in set optimization. Optimization 66(8):1273–1289

    Article  MathSciNet  Google Scholar 

  • Hernández E, Rodríguez-Marín L (2007) Nonconvex scalarization in set optimization with set-valued maps. J Math Anal Appl 325(1):1–18

    Article  MathSciNet  Google Scholar 

  • Hiriart-Urruty JB (1979) Tangent cones, generalized gradients and mathematical programming in Banach spaces. Math Oper Res 4(1):79–97

    Article  MathSciNet  Google Scholar 

  • Jahn J, Ha TXD (2011) New order relations in set optimization. J Optim Theory Appl 148(2):209–236

    Article  MathSciNet  Google Scholar 

  • Jiménez B, Novo V, Vílchez A (2018) A set scalarization function based on the oriented distance and relations with other set scalarizations. Optimization 67(12):2091–2116

    Article  MathSciNet  Google Scholar 

  • Jiménez B, Novo V, Vílchez A (2020a) Characterization of set relations through extensions of the oriented distance. Math Methods Oper Res 91(1):89–115

    Article  MathSciNet  Google Scholar 

  • Jiménez B, Novo V, Vílchez A (2020b) Six set scalarizations based on the oriented distance: properties and application to set optimization. Optimization 69(3):437–470

    Article  MathSciNet  Google Scholar 

  • Jiménez B, Novo V, Vílchez A (2020c) Six scalarizations based on the oriented distance in set optimization: strict monotonicity and weak minimality. J Nonlinear Convex Anal 21(11):2433–2457

    MathSciNet  MATH  Google Scholar 

  • Khan AA, Tammer C, Zălinescu C (2015) Set-valued optimization. An introduction with applications. Series vector optimization. Springer, Berlin

    Book  Google Scholar 

  • Klein E, Thompson AC (1984) Theory of correspondences. Including applications to mathematical economics. Canadian mathematical society series monographs advanced texts. Wiley, New York

    MATH  Google Scholar 

  • Kuroiwa D (1997) Some criteria in set-valued optimization. Surikaisekikenky-usho Kokyuroku 985:171–176

    MathSciNet  MATH  Google Scholar 

  • Kuwano I, Tanaka T (2012) Continuity of cone-convex functions. Optim Lett 6:1847–1853

    Article  MathSciNet  Google Scholar 

  • Kuwano I, Tanaka T, Yamada S (2010) Unified scalarization for sets and set-valued Ky Fan minimax inequality. J Nonlinear Convex Anal 11(3):513–525

    MathSciNet  MATH  Google Scholar 

  • Li GH, Li SJ, You MX (2018) Relationships between the oriented distance functional and a nonlinear separation functional. J Math Anal Appl 466(1):1109–1117

    Article  MathSciNet  Google Scholar 

  • Rockafellar RT (1970) Convex analysis. Princeton University Press, Princeton

    Book  Google Scholar 

  • Tikhomirov VM (1990) Analysis II. Convex analysis and approximation theory. In: Gamkrelidze RV (ed) Encyclopaedia of mathematical sciences, vol 14. Springer, Berlin

    Google Scholar 

  • Xu YD, Li SJ (2016) A new nonlinear scalarization function and applications. Optimization 65(1):207–231

    Article  MathSciNet  Google Scholar 

  • Zaffaroni A (2003) Degrees of efficiency and degrees of minimality. SIAM J Control Optim 42:1071–1086

    Article  MathSciNet  Google Scholar 

Download references

Acknowledgements

The authors are grateful to the anonymous referees for their useful suggestions and remarks, which have contributed to get a meaningful improvement of the paper. This work, for the first three authors, was partially supported by Ministerio de Ciencia, Innovación y Universidades (MCIU), Agencia Estatal de Investigación (AEI) (Spain) and Fondo Europeo de Desarrollo Regional (FEDER) under project PGC2018-096899-B-I00 (MCIU/AEI/FEDER, UE), and also by ETSI Industriales, Universidad Nacional de Educación a Distancia (Spain) under Grant 2020-Mat09.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to V. Novo.

Additional information

Publisher's Note

Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Huerga, L., Jiménez, B., Novo, V. et al. Six set scalarizations based on the oriented distance: continuity, convexity and application to convex set optimization. Math Meth Oper Res 93, 413–436 (2021). https://doi.org/10.1007/s00186-020-00736-4

Download citation

  • Received:

  • Revised:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s00186-020-00736-4

Keywords

Mathematics Subject Classification

Navigation