By Andreas Hamel and Carola Schrage

A new directional derivative and a new subdifferential for set-valued convex functions are constructed, and a set-valued version of the so-called 'max-formula' is proven. The new concepts are used to characterize solutions of convex optimization problems with a set-valued objective. As a major tool, a residuation operation is used which... Show more

July 23, 2012

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Directional derivatives and subdifferentials of set-valued convex functions

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