The Lagrange multiplier rule in set-valued optimization

Authors
Gotz, A Jahn, J
Citation
A. Gotz et J. Jahn, The Lagrange multiplier rule in set-valued optimization, SIAM J OPTI, 10(2), 2000, pp. 331-344
Citations number
21
Categorie Soggetti
Mathematics
Journal title
SIAM JOURNAL ON OPTIMIZATION
ISSN journal
10526234 → ACNP
Volume
10
Issue
2
Year of publication
2000
Pages
331 - 344
Database
ISI
SICI code
1052-6234(20000223)10:2<331:TLMRIS>2.0.ZU;2-J
Abstract
The known Lagrange multiplier rule is extended to set-valued constrained op timization problems using the contingent epiderivative as differentiability notion. A necessary optimality condition for weak minimizers is derived wh ich is also a sufficient condition under generalized convexity assumptions.