Lagrange duality in set optimization (Q2247892)

The paper presents a new way to deal with set valued, vector optimization problems. In several aspects, it is an extension of the book: \textit{A. Löhne} [Vector optimization with infimum and supremum. Berlin: Springer (2011; Zbl 1230.90002)] since, for instance, the ordering cone need not have a nonempty interior or be pointed. An interesting feature of the theory is that starting from a preorder relation in the image space, one introduces partial orders on a suitable subset of its power set, which thus becomes a complete lattice. Then, minimization of a set valued function (instead of merely minimal elements) is sought after. A Lagrangian duality theory is developed, with applications to set-valued risk measures.