Contingent epiderivatives and set-valued optimization

被引:0
|
作者
Johannes Jahn
Rüdiger Rauh
机构
[1] Angewandte Mathematik II,
[2] Universität Erlangen-Nürnberg,undefined
来源
Mathematical Methods of Operations Research | 1997年 / 46卷
关键词
Vector optimization; convex and set-valued analysis; optimality conditions;
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学科分类号
摘要
In this paper we introduce the concept of the contingent epiderivative for a set-valued map which modifies a notion introduced by Aubin [2] as upper contingent derivative. It is shown that this kind of a derivative has important properties and is one possible generalization of directional derivatives in the single-valued convex case. For optimization problems with a set-valued objective function optimality conditions based on the concept of the contingent epiderivative are proved which are necessary and sufficient under suitable assumptions.
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页码:193 / 211
页数:18
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