Critical and Critical Tangent Cones in Optimization Problems

In this paper the notion of critical tangent cone CT(x|Q) to Q at x is introduced for the case when Q is a convex subset of a normed space X. If Q is closed with nonempty interior, and x∈Q, the nonemptiness of the Dubovitskii–Milyutin set of second-order admissible variations, V(x,d|Q), is then characterized by the condition d∈CT(x|Q). Furthermore, the support function of V(x,d|Q) is shown to be evaluated in terms of that support function of Q. For the cases when Q is the set of continuous or L∞ selections of a certain set-valued map, the corresponding characterization of the cone CT(x|Q) and the formula for the support function of V(x,d|Q) are obtained in terms of more verifiable conditions.