Convexity of the Lagrangian for Set Functions

  • Lee, Jae Hak (Department of Mathematics Education Korean National University of Education)
  • Received : 1991.05.30
  • Published : 1991.06.30

Abstract

We consider perturbation problems and Lagrangians for convex set function optimization problems. In particular, we prove that the Lagrangian $L({\Omega},y)$ is a convex set function in ${\Omega}$ for each y if the perturbation function is convex.

Keywords