Regularity, calmness and support principle

The paper deals with necessary optimality conditions for a mathematical programming problem whose constraints are given by set-valued maps in Banach spaces. The normality of the problem is assured by a regularity condition which is a generalization of that introduced by Zowe-Kurcyusz-Penot in the case of single-valued maps. It is shown that the regularity condition implies also the calmness in the sense of Clarke for the problem under consideration. A new concept of prederivative of set-valued maps is used as the main tool for provide the results of the paper.

[1]  G. Stefani,et al.  Properties of convex sets with application to differential theory of multivalued functions , 1978 .

[2]  J. B. Hiriart-Urruty,et al.  Tangent Cones, Generalized Gradients and Mathematical Programming in Banach Spaces , 1979, Math. Oper. Res..

[3]  T. H. III Sweetser,et al.  A minimal set-valued strong derivative for vector-valued Lipschitz functions , 1977 .

[4]  F. Clarke Admissible relaxation in variational and control problems , 1975 .

[5]  F. Clarke The Generalized Problem of Bolza , 1976 .

[6]  Hubert Halkin,et al.  Necessary conditions for optimal control problems with differentiable or nondifferentiable data , 1978 .

[7]  C. Berge Topological Spaces: including a treatment of multi-valued functions , 2010 .

[8]  Jonathan M. Borwein,et al.  Multivalued convexity and optimization: A unified approach to inequality and equality constraints , 1977, Math. Program..

[9]  F. Clarke,et al.  Topological Geometry: THE INVERSE FUNCTION THEOREM , 1981 .

[10]  I. Ekeland On the variational principle , 1974 .

[11]  Jean-Baptiste Hiriart-Urruty,et al.  On optimality conditions in nondifferentiable programming , 1978, Math. Program..

[12]  A. D. Ioffe,et al.  Necessary Conditions in Nonsmooth Optimization , 1984, Math. Oper. Res..

[13]  F. S. De Blasi,et al.  On the differentiability of multifunctions , 1976 .

[14]  A. Ioffe Regular points of Lipschitz functions , 1979 .

[15]  A. Ioffe Calculus of Dini subdifferentials of functions and contingent coderivatives of set-valued maps , 1984 .

[16]  J. Hiriart-Urruty Refinements of necessary optimality conditions in nondifferentiable programming II , 1979 .

[17]  A. Balakrishnan Introduction to Optimization Theory in a Hilbert Space , 1971 .

[18]  J. Aubin Contingent Derivatives of Set-Valued Maps and Existence of Solutions to Nonlinear Inclusions and Differential Inclusions. , 1980 .

[19]  F. Clarke Extremal arcs and extended Hamiltonian systems , 1977 .

[20]  P. H. Sach Differentiability of Set-Valued Maps in Banach Spaces , 1988 .

[21]  Richard B. Vinter,et al.  Local Optimality Conditions and Lipschitzian Solutions to the Hamilton–Jacobi Equation , 1983 .

[22]  A. Ioffe Nonsmooth analysis: differential calculus of nondifferentiable mappings , 1981 .

[23]  J. Penot On regularity conditions in mathematical programming , 1982 .

[24]  M. Hukuhara INTEGRATION DES APPLICAITONS MESURABLES DONT LA VALEUR EST UN COMPACT CONVEXE , 1967 .

[25]  A. Ioffe Approximate subdifferentials and applications. I. The finite-dimensional theory , 1984 .

[26]  F. Clarke,et al.  Optimal solutions to differential inclusions , 1976 .

[27]  T. F. Bridgland Trajectory integrals of set valued functions. , 1970 .

[28]  F. Clarke Generalized gradients and applications , 1975 .

[29]  B. Pourciau Analysis and optimization of Lipschitz continuous mappings , 1977 .

[30]  Jean-Paul Penot On the existence of Lagrange multipliers in nonlinear programming in Banach spaces , 1981 .

[31]  F. Clarke Generalized gradients of Lipschitz functionals , 1981 .

[32]  Stephen M. Robinson,et al.  Regularity and Stability for Convex Multivalued Functions , 1976, Math. Oper. Res..

[33]  J. Zowe,et al.  Regularity and stability for the mathematical programming problem in Banach spaces , 1979 .

[34]  H. Banks,et al.  A Differential Calculus for Multifunctions , 1970 .

[35]  Frank H. Clarke,et al.  A New Approach to Lagrange Multipliers , 1976, Math. Oper. Res..

[36]  Pham Huy Dien,et al.  On the regularity condition for the extremal problem under locally Lipschitz inclusion constraints , 1985 .