Set Optimization—A Rather Short Introduction

DOI10.1007/978-3-662-48670-2_3zbMATH Open1337.49001arXiv1404.5928OpenAlexW1574443838MaRDI QIDQ2805754FDOQ2805754

Authors: Andreas H. Hamel, Frank Heyde, Andreas Löhne, Birgit Rudloff, Carola Schrage 

Publication date: 13 May 2016

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Abstract: Recent developments in set optimization are surveyed and extended including various set relations as well as fundamental constructions of a convex analysis for set- and vector-valued functions, and duality for set optimization problems. Extensive sections with bibliographical comments summarize the state of the art. Applications to vector optimization and financial risk measures are discussed along with algorithmic approaches to set optimization problems.

Full work available at URL: https://arxiv.org/abs/1404.5928

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zbMATH Keywords

dualitysubdifferentialscalarizationset optimizationvector optimizationrisk measureset-valued functionsset relationBenson's algorithmconlinear spaceinfimizer

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Optimality conditions and duality in mathematical programming (90C46) Nonsmooth analysis (49J52) Set-valued and variational analysis (49J53) Programming in abstract spaces (90C48) Research exposition (monographs, survey articles) pertaining to calculus of variations and optimal control (49-02) Duality theory (optimization) (49N15)

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