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arXiv · 1112.1315

Continuity of Convex Set-valued Maps and a Fundamental Duality Formula for Set-valued Optimization

Frank Heyde·Carola Schrage
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Abstract

Over the past years a theory of conjugate duality for set-valued functions that map into the set of upper closed subsets of a preordered topological vector space was developed. For scalar duality theory, continuity of convex functions plays an important role. For set-valued maps different notions of continuity exist. We will compare the most prevalent ones in the special case that the image space is the set of upper closed subsets of a preordered topological vector space and analyze which of the results can be conveyed from the extended real-valued case. Moreover, we present a fundamental duality formula for set-valued optimization, using the weakest of the continuity concepts under consideration for a regularity condition.

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Frank Heyde, Carola Schrage. 2012-09-03. Continuity of Convex Set-valued Maps and a Fundamental Duality Formula for Set-valued Optimization. https://arxiv.org/abs/1112.1315

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