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

Abstract

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.

Cited by in corpus (1)

• Lagrange Multipliers, Duality, and Sensitivity in Set-Valued Convex Programming via Pointed Closed Convex Processes