Notes on extended real- and set-valued functions

MaRDI QIDQ2903481zbMATH OpenFDO

Authors Andreas H. Hamel, Carola Schrage

Publication date 10 August 2012

Published in Journal of Convex Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1011.3179, http://www.heldermann.de/JCA/JCA19/JCA192/jca19020.htm

zbMATH Keywords

conlinear spacedirectional derivativeextended real-valued functionsFenchel conjugateinfimal convolutionset-valued functionsubdifferential

Mathematics Subject Classification ID

Duality theory (optimization) (49N15) Set-valued maps in general topology (54C60) Optimality conditions and duality in mathematical programming (90C46)

Abstract: An order theoretic and algebraic framework for the extended real numbers is established which includes extensions of the usual difference to expressions involving $-infty$ and/or $+infty$, so-called residuations. Based on this, definitions and results for directional derivatives, subdifferentials and Legendre--Fenchel conjugates for extended real-valued functions are given which admit to include the proper as well as the improper case. For set-valued functions, scalar representation theorems and a new conjugation theory are established. The common denominator is that the appropriate image spaces for set-valued functions share fundamental structures with the extended real numbers: They are order complete, residuated monoids with a multiplication by non-negative real numbers.

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