Article ID: | iaor19983034 |
Country: | Germany |
Volume: | 46 |
Issue: | 2 |
Start Page Number: | 193 |
End Page Number: | 211 |
Publication Date: | Jan 1997 |
Journal: | Mathematical Methods of Operations Research (Heidelberg) |
Authors: | Jahn Johannes, Rauh R. |
In this paper we introduce the concept of the contingent epiderivative for a set-valued map which modifies a notion introduced by Aubin 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.