A calculus for set-valued maps and set-valued evolution equations

DOI10.1007/BF01025922MaRDI QIDQ1900705zbMATH OpenFDO

Publication date 4 February 1997

Published in Set-Valued Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01025922

calculus of directives differential calculus multiaffine mapping necessary conditions of optimality set-valued differential equations set-valued maps

Mathematics Subject Classification ID

Set-valued functions (26E25) Nonlinear differential equations in abstract spaces (34G20) Nonsmooth analysis (49J52) Set-valued maps in general topology (54C60) Set-valued and function-space-valued mappings on manifolds (58C06) Equations in function spaces; evolution equations (58D25)

Review text

The author considers a range of problems related to differential calculus of set-valued maps. The proposed constructions are developed on the base of the concept of a multiaffine mapping or, simply, a multiaffine. By the definition a multiaffine is the mapping whose graph may be represented as the union of the graphs of a family of single-valued functions \(L(x) = Ax + b\), where \(x \in R^m\), \(A\) is an \(n \times m\) matrix and \(b \in R^n\). The family is characterized by a set \(C\) of pairs \((A,b)\) compact in the appropriate product of spaces. The set \(C\) is called a generator. The latter is not always defined by the multiaffine uniquely. A set-valued analog of the differential, which is called directive, is introduced via approximation of a multifunction by a multiaffine. Directional, partial and one-sided directional are defined. Basic rules of the calculus of directives are derived. Using these rules, necessary conditions of optimality in min-max and max-min problems are obtained. The author provides an extensive survey and comparison with other works in this direction. It is erroneously stated that an eclipset [see \textit{C. Lemaréchal} and \textit{J. Zowe}, Optimization 22, No. 1, 3-37 (1991; Zbl 0743.47039)] can be represented as a multiaffine. An alternative approach to extend the concept of differential to set-valued maps is described in a reviewer's article [Dokl. Akad. Nauk, Ross. Akad. Nauk 340, 164-167 (1995)] which is not included in the survey. In the last sections of the paper the space of multiaffines is supplied with metrics, that allows to investigate set-valued differential equations. Existence and uniqueness theorems are proved.

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