The Lagrange Multiplier Rule in Set-Valued Optimization

Authors:
Arnulf Götz;Johannes Jahn
Affiliations:
-;-
Venue:
SIAM Journal on Optimization
Year:
1999

Citing 0
Cited 5

Optimality conditions for a nonconvex set-valued optimization problem

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Scalar multiplier rules in set-valued optimization

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On approximate solutions in set-valued optimization problems

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Characterizations of the nonemptiness and compactness for solution sets of convex set-valued optimization problems

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Second-order Karush---Kuhn---Tucker optimality conditions for set-valued optimization

Journal of Global Optimization

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Abstract

The known Lagrange multiplier rule is extended to set-valued constrained optimization problems using the contingent epiderivative as differentiability notion. A necessary optimality condition for weak minimizers is derived which is also a sufficient condition under generalized convexity assumptions.