Convex programming with set functions

DOI10.1216/RMJ-1987-17-3-535MaRDI QIDQ1102862zbMATH OpenOpenAlexFDO

Authors B. George

Publication date 1987

Published in Rocky Mountain Journal of Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1216/rmj-1987-17-3-535

zbMATH Keywords

conjugate functionconvex set functionsOptimality conditionssubdifferential

Mathematics Subject Classification ID

Convexity of real functions of several variables, generalizations (26B25) Convex programming (90C25) Methods of successive quadratic programming type (90C55)

Review text

The concepts of subdifferential and conjugate function are extended to convex set functions. Optimality conditions for convex programs with set functions are then characterized by subdifferentials of set functions involved. Duality theorems of Wolfe type for convex programs with set functions are also developed.

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Cited in

(24)

• Convex programming on spaces of measurable functions
• Epigraphs of convex set functions
• Moreau-Rockafellar type theorem for convex set functions
• Optimality for set functions with values in ordered vector spaces
• Generalized convex set functions
• Lagrange multiplier theorem of multiobjective programming problems with set functions
• On the optimality of differentiable nonconvex n-set functions
• Alternative theorems and saddlepoint results for convex programming problems of set functions with values in ordered vector spaces
• Convolution of set functions
• Fenchel duality theorem in multiobjective programming problems with set functions
• Generalized convex relations with applications to optimization and models of economic dynamics
• Duality theorems for convex and quasiconvex set functions
• Biconvex sets and optimization with biconvex functions: a survey and extensions
• Programming problems involving generalized convex set functions
• Convex sets and minimal sublinear functions
• Approximate optimization of convex set functions
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• Conjugate duals for power functions
• Fenchel duality for convex set functions
• Subdifferential and optimality conditions for convex set functions
• Optimization problems for set functions
• Core of a convex mixture set and convex functions
• The saddle theorem for multiobjective generalized fractional programming problems with set functions

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