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;

D O I：

暂无

中图分类号：

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.

引用

页码：193 / 211

页数：18