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arXiv 1812.03300math.OC
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集合关系与集合Optimization的近似解

Set Relations and Approximate Solutions in Set Optimization

Giovanni Crespi, Andreas H Hamel, Matteo Rocca, Carola Schrage

摘要:

通过一类单调纯量函数,将集合上的一个预序推广到它的幂集上,然后利用它构造一个壳算子和相应的集合的完全格。将映射到预序集的函数推广到完全格值函数,引入相应的集合最优化问题的精确解和近似解的概念,并给出其存在性结果.引入并刻画了完全格值问题的适定性。将新方法与向量和集合优化中的现有方法进行了比较,并通过向量最优化、统计学和数理经济学与金融学中的许多实例说明了新方法的实用性。

英文摘要:

Via a family of monotone scalar functions, a preorder on a set is extended to its power set and then used to construct a hull operator and a corresponing complete lattice of sets. A function mappping into the preordered set is extended to a complete lattice-valued one, and concepts for exact and approximate solutions for corresponding set optimization problems are introduced and existence results are given. Well-posedness for complete lattice-valued problems is introduced and characterized. The new approach is compared to existing ones in vector and set optimization, and its relevance is shown by means of many examples from vector optimization, statistics and mathematical economics & finance.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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