Optimality conditions for maximizations of set-valued functions

H. W. Corley1
1Department of Industrial Engineering, University of Texas at Arlington, Arlington

Tóm tắt

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.

Tài liệu tham khảo