A Steepest Descent Method for Set Optimization Problems with Set-Valued Mappings of Finite Cardinality

@article{Allende2021ASD,
  title={A Steepest Descent Method for Set Optimization Problems with Set-Valued Mappings of Finite Cardinality},
  author={Gemayqzel Bouza Allende and Ernest Quintana and Christiane Tammer},
  journal={J. Optim. Theory Appl.},
  year={2021},
  volume={190},
  pages={711-743}
}
In this paper, we study a first-order solution method for a particular class of set optimization problems where the solution concept is given by the set approach. We consider the case in which the set-valued objective mapping is identified by a finite number of continuously differentiable selections. The corresponding set optimization problem is then equivalent to find optimistic solutions to vector optimization problems under uncertainty with a finite uncertainty set. We develop optimality… Expand

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