Duality Theorems for Convex and Quasiconvex Set Functions

Abstract

In mathematical programming, duality theorems play a central role. Especially, in convex and quasiconvex programming, Lagrange duality and surrogate duality have been studied extensively. Additionally, constraint qualifications are essential ingredients of the powerful duality theory. The best-known constraint qualifications are the interior point conditions, also known as the Slater-type constraint qualifications. A typical example of mathematical programming is a minimization problem of a realvalued function on a vector space. This types of problems have been studied widely and have been generalized in several directions. Recently, the authors investigate set functions and Fenchel duality. However, duality theorems and its constraint qualifications for mathematical programming with set functions have not been studied yet. It is expected to study set functions and duality theorems. In this paper, we study duality theorems for convex and quasiconvex set functions. We show Lagrange duality theorem for convex set functions and surrogate duality theorem for quasiconvex set functions under the Slater condition. As an application, we investigate an uncertain problem with motion uncertainty.

Efficiencies and Optimality Conditions in Vector Optimization with Variable Ordering Structures Marius Durea

“…The third section uses some of the cancellation rules presented before in order to derive results concerning the invariance of the excess (and, implicitly, of the Hausdorff distance) to the addition of a set in both terms and to present calculus rules for the generalized subgradients involving setvalued maps. Several comments that show the possibility to use the embedding approach discussed in [13], [21] (see also [3]) for dealing with set optimization in a broader context, using a class of unbounded sets, are presented. Finally, we introduce a concept of sharp minimality for constrained set optimization problems and we present a necessary optimality condition for whose proof we employ the Rådström cancellation law.…”