Second-order optimality conditions for set-valued optimization problems under the set criterion

Abstract

This paper investigates second-order optimality conditions for general constrained set-valued optimization problems in normed vector spaces under the set criterion. To this aim we introduce several new concepts of second-order directional derivatives for set-valued maps by means of excess from a set to another one, and discuss some of their properties. By virtue of these directional derivatives and by adopting the notion of set criterion intoduced by Kuroiwa, we obtain second-order necessary and sufficient optimality conditions in the primal form. Moreover, under some additional assumptions we obtain dual second-order necessary optimality conditions in terms of Lagrange–Fritz–John and in terms of Lagrange–Karush–Kuhn–Tucker multipliers.