Abstract
In the paper, we study calculus rules of second-order composed contingent derivatives. More precisely, chain rule and sum rule are established and their applications to some particular mathematical models are obtained. Then sensitivity analysis in set-valued optimization using second-order composed contingent derivatives are proposed. Our results are new and many examples are given to illustrate them.
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Acknowledgements
This research was funded by Vietnam National University Ho Chi Minh City (VNU-HCMC) under grant number B2018-28-02. We are thankful to the anonymous referees for their useful comments to improve the manuscript.
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Communicated by Hector Ramirez.
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Anh, N.L.H. Second-order composed contingent derivatives of perturbation maps in set-valued optimization. Comp. Appl. Math. 38, 145 (2019). https://doi.org/10.1007/s40314-019-0923-4
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DOI: https://doi.org/10.1007/s40314-019-0923-4