Optimality for set functions with values in ordered vector spaces (Q1115816)
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English | Optimality for set functions with values in ordered vector spaces |
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Optimality for set functions with values in ordered vector spaces (English)
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1989
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Let (X,\(\Gamma\),\(\mu)\) be a finite atomless measure space, \({\mathcal S}^ a \)convex subfamily of \(\Gamma\), Y and Z locally convex Hausdorff topological vector spaces which are ordered by the cones C and D, respectively. Let F: \({\mathcal S}\to Y\) be C-convex and G: \({\mathcal S}\to Z\) be D-convex set functions. Consider the following optimization problem (P): minimize F(\(\Omega)\), subject to \(\Omega\in {\mathcal S}\) and \(G(\Omega)\leq_ D\theta\). The paper generalizes the Moreau-Rockafellar theorem with set functions. Applying this theorem, a Kuhn-Tucker type optimality condition and a Fritz John type optimality condition for problem (P) are established. The duality theorem for problem (P) is also studied.
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finite atomless measure space
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convex subfamily
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locally convex Hausdorff topological vector spaces
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Moreau-Rockafellar theorem
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Kuhn-Tucker type optimality condition
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Fritz John type optimality condition
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duality
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strictly convex set functions
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normal cones
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weak saddle points
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weak subdifferentials
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order-complete vector lattices
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