The Lagrangian Process and Sensitivity in Constrained Convex Set-Valued Optimization Problems

M. A. Melguizo Padial, F. García Castaño

In this talk I present a new set-valued Lagrange multiplier rule for constrained convex set-valued optimization problems. I introduce the concept of Lagrange process, a set-valued extension of the classical concept of Lagrange multiplier where the conventional notion of linear continuous operator is replaced by its set-valued analogue, the concept of closed convex process. I also report some connections of this new set-valued multiplier with the sensitivity of the program.

Palabras clave: Lagrange multiplier; convex vector optimization; process; optimality condition

GT11-4 MA-4 Optimización Continua. Homenaje a Marco Antonio López
6 de septiembre de 2019  11:20
I2L7. Edificio Georgina Blanes

J. E. Martínez Legaz, V. Roshchina, M. Todorov

B. Jiménez, V. Novo, A. Vílchez Medina

J. Parra López, M. J. Cánovas Cánovas, M. A. López Cerdá, B. Mordukhovich