A duality theory for set-valued functions. I: Fenchel conjugation theory

DOI10.1007/s11228-009-0109-0zbMath1168.49031OpenAlexW2080109437MaRDI QIDQ833019

Andreas H. Hamel

Publication date: 11 August 2009

Published in: Set-Valued and Variational Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11228-009-0109-0

Mathematics Subject Classification ID

Set-valued and variational analysis (49J53) Convex functions and convex programs in convex geometry (52A41) Duality theory (optimization) (49N15)

Related Items (45)

Applying set optimization to weak efficiency ⋮ Complete duality for quasiconvex and convex set-valued functions ⋮ A Fenchel-Moreau theorem for $\bar L^0$-valued functions ⋮ SET-VALUED CASH SUB-ADDITIVE RISK MEASURES ⋮ Time consistency for set-valued dynamic risk measures for bounded discrete-time processes ⋮ Set-valued dynamic risk measures for processes and for vectors ⋮ Set-valued evenly convex functions: characterizations and C-conjugacy ⋮ Scalar Multivariate Risk Measures with a Single Eligible Asset ⋮ Vector topical function, abstract convexity and image space analysis ⋮ Set-valued loss-based risk measures ⋮ Set-valued risk statistics with scenario analysis ⋮ Multivariate coherent risk measures induced by multivariate convex risk measures ⋮ On generalized Fenchel-Moreau theorem and second-order characterization for convex vector functions ⋮ Set-valued risk measures for conical market models ⋮ A set optimization approach to utility maximization under transaction costs ⋮ SET-VALUED SHORTFALL AND DIVERGENCE RISK MEASURES ⋮ Capital allocation with multivariate convex risk measures ⋮ The existence of contingent epiderivative for a set-valued mapping and vector variational-like inequalities ⋮ SET-VALUED LAW INVARIANT COHERENT AND CONVEX RISK MEASURES ⋮ 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 ⋮ Time consistency of dynamic risk measures in markets with transaction costs ⋮ SET-VALUED DYNAMIC RISK MEASURES FOR BOUNDED DISCRETE-TIME PROCESSES ⋮ Coherent and convex loss-based risk measures for portfolio vectors ⋮ Lagrange duality in set optimization ⋮ An algorithm to solve polyhedral convex set optimization problems ⋮ Lagrange duality, stability and subdifferentials in vector optimization ⋮ Nonlinear expectations of random sets ⋮ Set-valued Haezendonck-Goovaerts risk measure and its properties ⋮ Set Optimization Meets Variational Inequalities ⋮ Representations of set-valued risk measures defined on the \(l\)-tensor product of Banach lattices ⋮ Acceptability indexes for portfolio vectors ⋮ Benson type algorithms for linear vector optimization and applications ⋮ CAPITAL ALLOCATION FOR SET-VALUED RISK MEASURES ⋮ Scalar representation and conjugation of set-valued functions ⋮ A set-valued Lagrange theorem based on a process for convex vector programming ⋮ Set Relations via Families of Scalar Functions and Approximate Solutions in Set Optimization ⋮ Time consistency for scalar multivariate risk measures ⋮ Solution concepts in vector optimization: a fresh look at an old story ⋮ A Fenchel–Rockafellar duality theorem for set-valued optimization ⋮ Regulator-based risk statistics for portfolios ⋮ A characterization theorem for Aumann integrals ⋮ Systemic risk statistics with scenario analysis ⋮ Lagrange multipliers, duality, and sensitivity in set-valued convex programming via pointed processes

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A note on the extension of an order on a set to the power set
• Duality for set-valued multiobjective optimization problems. I: Mathematical programming
• Multivariate risks and depth-trimmed regions
• On duality theory in multiobjective programming
• Theory of multiobjective optimization
• Conjugate convex operators
• A framework for best simultaneous approximation: normed almost linear spaces
• Conjugate maps and duality in multiobjective optimization
• Conjugate duality in vector optimization
• A duality theorem for a convex programming problem in order complete vector lattices
• On sufficient conditions for the existence of supports to sublinear operators
• Sandwich theorems for convex operators with values in an ordered vector space
• A generalization of Fenchel duality in set-valued vector optimization
• Conjugate duality in set-valued vector optimization
• Vector-valued coherent risk measures
• Power structures
• Vector optimization. Set-valued and variational analysis.
• Sur les programmes convexes definis dans des espaces vectoriels topologiques
• The method of successive approximations for functional equations
• Scalarization in vector optimization
• Subgradients of convex operators
• DUALITY OF MULTIOBJECTIVE PROBLEMS
• General duality in vector optimization
• A Lagrange multiplier theorem and a sandwich theorem for convex relations.
• Continuity and Differentiability Properties of Convex Operators
• Duality for Multiple Objective Convex Programs
• Konjugierte operatoren und subdifferentiale
• SUBLINEAR OPERATORS AND THEIR APPLICATIONS
• Convex Operators and Supports
• An Existence Theorem in Vector Optimization
• On cone convexity of set-valued maps
• Subdifferentiability of Convex Functions with Values in an Ordered Vector Space.
• Optimization with set relations: conjugate duality
• Konvexe Optimierungsaufgaben in topologischen Vektorräumen.
• Sous-Différentiabilité de fonctions convexes à valeurs dans un espace vectoriel ordonné.
• A new approach to duality in vector optimization
• Stochastic finance. An introduction in discrete time

This page was built for publication: A duality theory for set-valued functions. I: Fenchel conjugation theory