The Lagrange multiplier rule in set-valued optimization

被引：0

作者：

Götz, A

Jahn, J

机构：

来源：

SIAM JOURNAL ON OPTIMIZATION | 2000年 / 10卷 / 02期

关键词：

optimality conditions; convex and set-valued analysis; vector optimization;

D O I：

暂无

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

The known Lagrange multiplier rule is extended to set-valued constrained optimization problems using the contingent epiderivative as differentiability notion. A necessary optimality condition for weak minimizers is derived which is also a sufficient condition under generalized convexity assumptions.

引用

页码：331 / 344

页数：14

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[4]

AUBIN JP, 1981, MATH ANAL APPL A, P160