Contingent epiderivatives and set-valued optimization

Contingent epiderivatives and set-valued optimization

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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: ,
Abstract:

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.

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