
doi: 10.1287/moor.6.4.593
The duality theory for convex programs is based on a concept “conjugate” of functions, and the set of solutions is characterized by “subdifferential” of a function. The purpose of this paper is to extend the concepts “conjugate” and “subdifferential” to those of set-valued functions (relations) and to investigate their properties.
Convex programming, subdifferential of a function, conjugate of functions, Sensitivity, stability, parametric optimization, Nonlinear operators and their properties, Duality theory (optimization), solution set characterisation, multivalued functions, Set-valued maps in general topology
Convex programming, subdifferential of a function, conjugate of functions, Sensitivity, stability, parametric optimization, Nonlinear operators and their properties, Duality theory (optimization), solution set characterisation, multivalued functions, Set-valued maps in general topology
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