Contingent epiderivatives and set-valued optimization |
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Authors: | Johannes Jahn Rüdiger Rauh |
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Affiliation: | (1) Angewandte Mathematik II, Universität Erlangen-Nürnberg, Martensstr. 3, D-91058 Erlangen, Germany |
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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. |
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Keywords: | Vector optimization convex and set-valued analysis optimality conditions |
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