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A multiplier rule in set-valued optimisation

Published online by Cambridge University Press:  17 April 2009

Akhtar A. Khan
Affiliation:
Institute of Applied Mathematics, University of Erlangen-Nürnberg, Martensstr. 3, 91058 Erlangen, Germany e-mail: Khan@am.uni-erlangen.de
Fabio Raciti
Affiliation:
Department Mathematics and Computer Science of University of Catania and Consorzio Ennese Universitario, V. le A. Doria, 6-95125 Catania, Italy e-mail: fraciti@dmi.unict.it
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Abstract

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A multiplier rule is given as a necessary optimality condition for proper minimality in set-valued optimisation. We use derivatives in the sense of the lower Dini derivative for the objective set-valued map and the set-valued maps defining the constraints.

Type
Research Article
Copyright
Copyright © Australian Mathematical Society 2003

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