The Lipschitzianity of convex vector and set-valued functions (Q286214): Difference between revisions

Let \(X,Y\) be normed spaces and \(C\) a proper convex cone in \(Y\) inducing an order relation \(\leq_C\) on \(Y\). One puts \(Y^\bullet=Y\cup\{+\infty\}\), where \(+\infty\) is an ideal element attached to \(Y\) such that \(y\leq_C+\infty\) for all \(y\in Y\). The \(C\)-convexity of a function \(f:X\to Y^\bullet\) is defined in the usual way by using the order relation \(\leq_C\). A mapping \(f:X\to Y^\bullet\) is called \(C\)-bounded from above (from below) on a set \(A\subset X\) if there exists \(\mu>0\) such that \(f(A)\subset \mu U_Y-C\) (resp. \(f(A)\subset \mu U_Y+C\)), where \(U_Y\) denotes the closed unit ball of \(Y\). One of the main results of the paper (Theorem 2) asserts that if the cone \(C\) is normal and \(f:X\to Y^\bullet\) is \(C\)-convex and \(C\)-bounded from above on a neighborhood \(U\) of a point \(x_0\in \)\; int(dom\(\,Y)\), then \(f\) is locally Lipschitz on int(dom\(\,Y)\). A similar result was obtained by \textit{J. M. Borwein} [Proc. Lond. Math. Soc., III. Ser. 44, 420--444 (1982; Zbl 0487.46026)] under the stronger hypothesis of the existence of an element \(y_0\in Y\) such that \(f(x)\leq_C y_0\) for all \(x\in U\). Similar results are proved for set-valued maps \(F:X\rightrightarrows Y, \) under appropriate definitions of \(C\)-convexity, \(C\)-boundedness and Lipschitzianeity. Applications are given to necessary conditions for Pareto minimal points of vector-valued optimization problems where the objective function is \(C\)-convex and \(C\)-bounded, and to set-valued optimization problems.