2023arXiv (Cornell University)Open access

Formulas for calculating of generalized differentials with respect to a set and their applications

Vo Duc Thinh, Xiaolong Qin, Jen-Chih Yao

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Abstract

This paper provides formulas for calculating of Fréchet and limiting normal cones with respect to a set of sets and the limiting coderivative with respect to a set of set-valued mappings. These calculations are obtained under some qualification constraints and are expressed in the similar forms of these ones of Fréchet and limiting normal cones and the limiting coderivative. By using these obtained formulas, we state explicit necessary optimality conditions with respect to a set for optimization problems with equilibrium constraints under certain qualification conditions. Some illustrated examples to obtained results are also established.

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What this paper is about

This paper provides formulas for calculating of Fréchet and limiting normal cones with respect to a set of sets and the limiting coderivative with respect to a set of set-valued mappings. These calculations are obtained under some qualification constraints and are expressed in the similar forms of these ones of Fréchet and limiting normal cones and the limiting coderivative. By using these obtained formulas, we state explicit necessary optimality conditions with respect to a set for optimization problems with equilibrium constraints under certain qualification conditions. Some illustrated examples to obtained results are also established.

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Available abstract

This paper provides formulas for calculating of Fréchet and limiting normal cones with respect to a set of sets and the limiting coderivative with respect to a set of set-valued mappings. These calculations are obtained under some qualification constraints and are expressed in the similar forms of these ones of Fréchet and limiting normal cones and the limiting coderivative. By using these obtained formulas, we state explicit necessary optimality conditions with respect to a set for optimization problems with equilibrium constraints under certain qualification conditions. Some illustrated examples to obtained results are also established.

Key concepts: Set (abstract data type), Mathematics, Mathematical economics, Applied mathematics, Econometrics, Calculus (dental), Statistics, Computer science

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