Optimality for set functions with values in ordered vector spaces
type: Item
instance of: scholarly article
title: Optimality for set functions with values in ordered vector spaces
zbMATH Open document ID: 0664.90094
DOI: 10.1007/BF00939803
published in: Journal of Optimization Theory and Applications
publication date: 1989-01-01T00:00:00Z
review text: Let (X,\(\Gamma\),\(\mu)\) be a finite atomless measure space, \({\mathcal S}^ a \)convex subfamily of \(\Gamma\), Y and Z locally convex Hausdorff topological vector spaces which are ordered by the cones C and D, respectively. Let F: \({\mathcal S}\to Y\) be C-convex and G: \({\mathcal S}\to Z\) be D-convex set functions. Consider the following optimization problem (P): minimize F(\(\Omega)\), subject to \(\Omega\in {\mathcal S}\) and \(G(\Omega)\leq_ D\theta\). The paper generalizes the Moreau-Rockafellar theorem with set functions. Applying this theorem, a Kuhn-Tucker type optimality condition and a Fritz John type optimality condition for problem (P) are established. The duality theorem for problem (P) is also studied.
Mathematics Subject Classification ID: 90C48
Mathematics Subject Classification ID: 49K27
Mathematics Subject Classification ID: 46A40
Mathematics Subject Classification ID: 46A20
Mathematics Subject Classification ID: 49N15
zbMATH DE Number: 4087459
zbMATH Keywords: finite atomless measure space
zbMATH Keywords: convex subfamily
zbMATH Keywords: locally convex Hausdorff topological vector spaces
zbMATH Keywords: Moreau-Rockafellar theorem
zbMATH Keywords: Kuhn-Tucker type optimality condition
zbMATH Keywords: Fritz John type optimality condition
zbMATH Keywords: duality
zbMATH Keywords: strictly convex set functions
zbMATH Keywords: normal cones
zbMATH Keywords: weak saddle points
zbMATH Keywords: weak subdifferentials
zbMATH Keywords: order-complete vector lattices
author: Hang-Chin Lai
author: Lai-Jiu Lin
reviewed by: Hang-Chin Lai
MaRDI profile type: MaRDI publication profile
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full work available at URL: https://doi.org/10.1007/bf00939803
OpenAlex ID: W1975298688
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description: scientific article; zbMATH DE number 4087459