Calculus rules of the generalized contingent derivative and applications to set-valued optimization
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In the paper, we develop sum and chain rules of the generalized contingent derivative for set-valued mappings. Then, their applications to sensitivity analysis and optimality conditions for some particular optimization problems are given. Our results extend some recent existing ones in the literature.
KeywordsGeneralized contingent derivative Sum rule Chain rule Set-valued optimization Optimality conditions Sensitivity analysis
Mathematics Subject Classification49J53 90C29 90C46
This research was funded by Vietnam National University Hochiminh City (VNU-HCM) under Grant Number B2018-28-02. We are thankful to the anonymous referee for his useful comments to improve the manuscript.
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