The existence of contingent epiderivatives for set-valued maps

AbstractThis short note deals with the issue of existence of contingent epiderivatives for set-valued maps defined from a real normed space to the real line. A theorem of Jahn-Rauh [1], given for the existence of contingent epiderivatives, is used to obtain more general existence results. The strength and the limitations of the main result are discussed by means of some examples

Optimality conditions for approximate solutions of set-valued optimization problems in real linear spaces

In this paper, we deal with optimization problems without assuming any topology. We study approximate efficiency and Q- Henig proper efficiency for the setvalued vector optimization problems, where Q is not necessarily convex. We use scalarization approaches based on nonconvex separation function to present some necessary and sufficient conditions for approximate (proper and weak) efficient solutions.Publisher's Versio

A set-valued Lagrange theorem based on a process for convex vector programming

In this paper, we present a new set-valued Lagrange multiplier theorem for constrained convex set-valued optimization problems. We introduce the novel concept of Lagrange process. This concept is a natural extension of the classical concept of Lagrange multiplier where the conventional notion of linear continuous operator is replaced by the concept of closed convex process, its set-valued analogue. The behaviour of this new Lagrange multiplier based on a process is shown to be particularly appropriate for some types of proper minimal points and, in general, when it has a bounded base.The authors have been supported by project MTM2017-86182-P (AEI, Spain and ERDF/FEDER, EU). The author Fernando García-Castaño has also been supported by MINECO and FEDER (MTM2014-54182)

A Set-Valued Lagrange Theorem based on a Process for Convex Vector Programming

In this paper, we present a new set-valued Lagrange multiplier theorem for constrained convex set-valued optimization problems. We introduce the novel concept of Lagrange process. This concept is a natural extension of the classical concept of Lagrange multiplier where the conventional notion of linear continuous operator is replaced by the concept of closed convex process, its set-valued analogue. The behaviour of this new Lagrange multiplier based on a process is shown to be particularly appropriate for some types of proper minimal points and, in general, when it has a bounded base

Set optimization - a rather short introduction

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