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Convexity of the images of small balls through perturbed convex multifunctions

Published 10 Apr 2015 in math.OC | (1504.02677v1)

Abstract: In the present paper, the following convexity principle is proved: any closed convex multifunction, which is metrically regular in a certain uniform sense near a given point, carries small balls centered at that point to convex sets, even if it is perturbed by adding C{1,1} smooth mappings with controlled Lipschizian behaviour. This result, which is valid for mappings defined on a subclass of uniformly convex Banach spaces, can be regarded as a set-valued generalization of the Polyak convexity principle. The latter, indeed, can be derived as a special case of the former. Such an extension of that principle enables one to build large classes of nonconvex multifunctions preserving the convexity of small balls. Some applications of this phenomenon to the theory of set-valued optimization are proposed and discussed.

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