Conjugate Relations and Weak Subdifferentials of Relations

Published Online:https://doi.org/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.

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