Optimality conditions for maximizations of set-valued functions |
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| Authors: | H W Corley |
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| Institution: | (1) Department of Industrial Engineering, University of Texas at Arlington, Arlington, Texas |
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| Abstract: | The maximization with respect to a cone of a set-valued function into possibly infinite dimensions is defined, and necessary and sufficient optimality conditions are established. In particular, an analogue of the Fritz John necessary optimality conditions is proved using a notion of derivative defined in terms of tangent cones. |
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| Keywords: | Optimality conditions set-valued functions cones tangent cones |
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