Peng, Jian Wen; Lee, Heung Wing Joseph; Rong, Wei Dong; … - In: Computational Statistics 61 (2005) 2, pp. 281-297
Some new results which generalize the Hahn-Banach theorem from scalar or vector-valued case to set-valued case are obtained. The existence of the Borwein-strong subgradient and Yang-weak subgradient for set-valued maps are also proven. We present a new Lagrange multiplier theorem and a new...