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Contingent epiderivatives and set-valued optimization
Authors:Johannes Jahn  Rüdiger Rauh
Affiliation:(1) Angewandte Mathematik II, Universität Erlangen-Nürnberg, Martensstr. 3, D-91058 Erlangen, Germany
Abstract:In this paper we introduce the concept of the contingent epiderivative for a set-valued map which modifies a notion introduced by Aubin [2] 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.
Keywords:Vector optimization  convex and set-valued analysis  optimality conditions
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