Generalized Clarke epiderivatives of parametric vector optimization problems (Q711695): Difference between revisions
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English | Generalized Clarke epiderivatives of parametric vector optimization problems |
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Generalized Clarke epiderivatives of parametric vector optimization problems (English)
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27 October 2010
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Let \(P, X, Y\) be Euclidean spaces equipped with the usual norms and \(K\) be a pointed closed convex cone in \(Y\) with apex at the origin. Given the vector function \(f:P\times X\to Y\) and the multifunction \(C:P\to 2^X\), let \(F:P\to 2^Y\) stand for the multifunction \(F(p)=f(p,C(p))\), \(p\in P\). For \((p^*,y^*)\in F\), define the generalized Clarke epiderivative of \(F\) at this point as \(D^C F(p^*,y^*)(u)=\text{extr}_K\prod_u T^C(\text{epi}F;(p^*,y^*))\), \(u\in P\), where \(\prod_u\) denotes the projection at \(u\). Some computing/estimation formulae for these objects are given, in terms of the Clarke tangent cone, the constraint maps and the Fréchet derivative of the objective function.
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parametric vector optimization
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extremum multifunction
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generalized Clarke epiderivatives
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sensitivity
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Clarke tangent cone
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