A new extension theorem for concave operators (Q1030602)

Let \(X\) and \(Y\) be two real linear spaces and \(K\subset Y\) a pointed convex cone. One denotes by \((Y, K)\) the partially ordered linear space with respect to the partial order \(\leq\) defined by the cone \(K\). The space \(Y\) is called order complete if each subset of \(Y\) which is\ bounded from above has a least upper bound in \((Y,K)\). Also, for a subset \(C\) of the linear space \(X\), denote by \(C^{ri}\) the relative algebraic interior of \(C\). Let \(f:X\rightarrow2^{Y}\) be a set-valued map and let \(D(f)=\{x\in X:f(x)\neq\emptyset\}\). The map \(f:D(f)\subset X\rightarrow Y\) is called a convex (concave) operator if \(D(f)\) is convex in \(X\) and for all \(\lambda\in[0,1],\) \(f(\lambda x+(1-\lambda)y)\leq(\geq)\lambda f(x)+(1-\lambda)f(y)\), for all \(x,y\in D(f)\). The main result is the following: Theorem 3.2. Let \(X\) be a real linear space and \((Y,K)\) be order complete. Let the set \(A\subset X\times Y\) be convex. Let \(X_{0}\) be a real linear proper subspace of \(X\) with the null element \(\theta\) contained in \((A_{X}-X_{0})^{ri},\) where \(A_{X}=\{x\in X:(x,y)\in A\) for\ some \(y\in Y\}\). Let \(g_{0}:X_{0}\rightarrow Y\) be a concave operator such that \(g_{0}(x)\leq z,\) whenever \((x,z)\in A\) and \(x\in X_{0}\). Then there exists a concave operator \(g:X\rightarrow Y\) such that \(\left. g\right| _{X_{0}}=g_{0}\) and \(g(x)\leq z\) whenever \((x,z)\in A\). Some interesting corollaries are obtained.