  The general maximum principle is proved for an infinite dimensional
controlled stochastic evolution system. The control is allowed to take values
in a nonconvex set and enter into both drift and diffusion terms. The
operator-valued backward stochastic differential equation, which characterizes
the second-order adjoint process, is understood via the concept of "generalized
solution" proposed by Guatteri and Tessitore [SICON 44 (2006)].
