Optimum Problems with Measurable Set-Valued Constraints

Zsolt Páles, Vera M. Zeidan · SIAM Journal on Optimization · 2000

In this paper, we provide a complete analysis of second-order admissible variations to inequality-type constraints, which are given in terms of measurable set-valued functions whose images are closed convex sets with nonempty interior. As an application, we consider optimization problems where such constraints are present, and we deduce second-order necessary conditions for optimality.

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