The extension of continuity and generalized results for set-valued maps in convex analysis (Q923978)

Let \(K\) be a cone in a real vector space \(Y\) generating an order in the usual way: \(y_1\leq y_2 \iff y_2-y_1\in K\). If \(X\) is another real vector space, then a set-valued map \(T:X\rightrightarrows Y\) is called \(K\)-convex (\(K\)-concave) if \(\lambda T(x)+(1-\lambda)T(y)\subset T(\lambda x+(1-\lambda y)+K \) (respectively, \(\lambda T(x)+(1-\lambda)T(y)\subset T(\lambda x+(1-\lambda y)-K \)) for all \(\lambda\in [0,1]\) and \(x,y\in X,\) and linear if \(T(\alpha x+\beta y)= \alpha T(x)+\beta T(y) \) for all \(\alpha,\beta\in \mathbb R\) and \(x,y\in X\). The paper is concerned with Hahn-Banach type extension results for \(K\)-convex or \(K\)-concave set-valued mappings, with applications to the generalized Lagrange multiplier rule and to generalized sandwich type theorems. For instance: Theorem 2.1. Let \(X\) be a real vector space, \(C\subset X\) convex, \((Y,K) \) order-complete, \(P:C\rightrightarrows Y\) be \(K\)-convex, and \(X_0\) a subspace of \(X\) such that \(X_0\cap\operatorname{core}C\neq \emptyset\). If \(f:X_0\rightrightarrows Y\) is \(K\)-concave and \(P(x)-f(x)\subset K\) for all \(x\in X_0\cap C\), then there exists a \(K\)-concave set-valued mapping \(F:X\rightrightarrows Y\) such that (i) \(F(x)=f(x)\), \(x\in X_0\); and (ii) \(P(x)-F(x)\subset K\) for all \(x\in C\). In Theorem 2.2, supposing further that \(X\) and \(Y\) are topological vector spaces, one proves the existence of a similar extension \(F\) for \(f\) which also preserves the continuity (the lsc, or the usc) of the set-valued mapping \(f\). These results contain as particular cases many extension results of Hahn-Banach type proved by various authors.