Article ID: | iaor2012618 |
Volume: | 152 |
Issue: | 3 |
Start Page Number: | 587 |
End Page Number: | 604 |
Publication Date: | Mar 2012 |
Journal: | Journal of Optimization Theory and Applications |
Authors: | Teo K, Li S, Zhu S |
Keywords: | sets |
In this paper, we introduce the concept of a generalized second‐order composed contingent epiderivative for set‐valued maps and discuss its relationship to the generalized second‐order contingent epiderivative. We also investigate some of its properties. Then, by virtue of the generalized second‐order composed contingent epiderivative, we establish a unified second‐order sufficient and necessary optimality condition for set‐valued optimization problems, which is a generalization of the corresponding results in the literature.