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Optimality conditions for set-valued optimization problems (1998)

Chen, Guang Ya ; Jahn, Johannes

Springer

Mathematical methods of operations research 48 (1998), S. 187-200

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ISSN: 1432-5217

Keywords: Key words: Set-valued optimization ; generalized contingent epiderivative ; optimality conditions ; subgradient

Source: Springer Online Journal Archives 1860-2000

Topics: Mathematics , Economics

Notes: Abstract. The generalized contingent epiderivative of set-valued maps is introduced in this paper and its relationship to the contingent epiderivative is investigated. A unified necessary and sufficient optimality condition is derived in terms of the generalized contingent epiderivative. The existence of weak subgradients of set-valued maps is proved, and a sufficient optimality condition of set-valued optimization problems is obtained in terms of weak subgradients.

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1007/s001860050021

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