On generalized gradients in optimization problems with set-valued constraints

On generalized gradients in optimization problems with set-valued constraints

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Article ID: iaor1991593
Country: United States
Volume: 15
Issue: 4
Start Page Number: 626
End Page Number: 639
Publication Date: Nov 1990
Journal: Mathematics of Operations Research
Authors:
Keywords: programming: nonlinear
Abstract:

The paper investigates the value function f(x)=infℝrsquo;(x,y) where the infimum is over all y∈a(x) for some given set-valued map a. Under specified conditions an inner approximation for its generalized gradient is provided. In some cases a full description of this generalized gradient is given. The results are of use in numerical solution of various optimization problems. Illustrative examples are given.

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