Nguyen Mau Nam, Gary Sandine, Nguyen Nang Thieu, Nguyen Dong Yen
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A Notion of Fenchel Conjugate for Set-Valued Mappings
In this paper, we present a novel concept of the Fenchel conjugate for set-valued mappings and investigate its properties in finite and infinite dimensions. After establishing some fundamental properties of the Fenchel conjugate for set-valued mappings, we derive its main calculus rules in various settings. Our approach is geometric and draws inspiration from the successful application of this method by B.S. Mordukhovich and coauthors in variational and convex analysis. Subsequently, we demonstrate that our new findings for the Fenchel conjugate of set-valued mappings can be utilized to obtain many old and new calculus rules of convex generalized differentiation in both finite and infinite dimensions.
期刊介绍:
The Journal of Optimization Theory and Applications is devoted to the publication of carefully selected regular papers, invited papers, survey papers, technical notes, book notices, and forums that cover mathematical optimization techniques and their applications to science and engineering. Typical theoretical areas include linear, nonlinear, mathematical, and dynamic programming. Among the areas of application covered are mathematical economics, mathematical physics and biology, and aerospace, chemical, civil, electrical, and mechanical engineering.