The Lagrange Multiplier Rule in Set-Valued Optimization

Jahn J, Götz A (1999)

Publication Type: Journal article, Original article

Publication year: 1999

Journal

SIAM Journal on Optimization Society for Industrial and Applied Mathematics

Publisher: Society for Industrial and Applied Mathematics

Book Volume: 10

Pages Range: 331-344

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.

Authors with CRIS profile

Johannes Jahn Professur für Angewandte Mathematik

How to cite

APA:

Jahn, J., & Götz, A. (1999). The Lagrange Multiplier Rule in Set-Valued Optimization. SIAM Journal on Optimization, 10, 331-344.

MLA:

Jahn, Johannes, and A. Götz. "The Lagrange Multiplier Rule in Set-Valued Optimization." SIAM Journal on Optimization 10 (1999): 331-344.

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