Title :
Convexity and Optimization of Set-Valued Mapping in Vector Space
Author_Institution :
Dept. of Math. & Stat., Shandong Univ. of Finance, Jinan, China
Abstract :
In order to discuss set-valued optimization under some weaker conditions in real linear topological space, the generalized subconvexlike set-valued mapping is defined in terms of cones and an alternative theorem is established for generalized subconvexlike set-valued mapping, which is used to discuss the optimal condition for set-valued optimization. As results, some optimal conditions are obtained in the form of Lagrange multiplier, a Lagrangian duality theorem is developed at the same time.
Keywords :
optimisation; set theory; Lagrange multiplier; Lagrangian duality theorem; linear topological space; optimization; set valued mapping; vector space; Constraint optimization; Finance; Lagrangian functions; Mathematics; Statistics; Vectors; Lagrangian multiplier; alternative theorem; generalized subconvexlike; optimal conditions; set-valuedmapping;
Conference_Titel :
Computational Science and Optimization (CSO), 2010 Third International Joint Conference on
Conference_Location :
Huangshan, Anhui
Print_ISBN :
978-1-4244-6812-6
Electronic_ISBN :
978-1-4244-6813-3
DOI :
10.1109/CSO.2010.82