Continuity concepts for set-valued functions and a fundamental duality formula for set-valued optimization

DOI10.1016/j.jmaa.2012.08.019zbMath1261.46070arXiv1112.1315OpenAlexW1986037087MaRDI QIDQ1759940

Frank Heyde, Carola Schrage

Publication date: 22 November 2012

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1112.1315

zbMATH Keywords

latticeset-valued mapset-valued optimizationLegendre-Fenchel conjugateconvex vector functionsemi-continuityordered vector spaceduality in optimization

Mathematics Subject Classification ID

Convex programming (90C25) Optimality conditions and duality in mathematical programming (90C46) Set-valued functions (26E25) Set-valued operators (47H04) Applications of functional analysis in optimization, convex analysis, mathematical programming, economics (46N10) Monotone and positive operators on ordered Banach spaces or other ordered topological vector spaces (47H07) Applications of operator theory in optimization, convex analysis, mathematical programming, economics (47N10) Ordered topological linear spaces, vector lattices (46A40)

Related Items (14)

Applying set optimization to weak efficiency ⋮ A supermartingale relation for multivariate risk measures ⋮ A Minty variational principle for set optimization ⋮ Multi-portfolio time consistency for set-valued convex and coherent risk measures ⋮ Variational inequalities characterizing weak minimality in set optimization ⋮ Lagrange duality in set optimization ⋮ Set Optimization—A Rather Short Introduction ⋮ Set Optimization Meets Variational Inequalities ⋮ Scalar representation and conjugation of set-valued functions ⋮ Scalar characterizations of cone-continuous set-valued maps ⋮ Time consistency for scalar multivariate risk measures ⋮ Quasi-intersection problems and fixed point theorems concerning separately scalar weakly l.s.c and U.S.c mappings ⋮ Continuity and sensitivity analysis of parameterized Nash games ⋮ Approximate solutions for nonconvex set-valued optimization and vector variational inequality

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