a generalization of hahn–banach extension theorem

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J. Math. Anal. Appl. 302 (2005) 441–449 www.elsevier.com/locate/jmaa A generalization of Hahn–Banach extension theorem Jianwen Peng a,b,, Heung Wing Joseph Lee c , Weidong Rong b , Xinmin Yang a a Department of Mathematics, Chongqing Normal University, Chongqing 400047, PR China b Department of Mathematics, Inner Mongolia University, Hohhot 010021, Inner Mongolia, PR China c Department of Applied Mathematics, The Hong Kong Polytechnic University, Hung Hom, Kowloon, Hong Kong Received 3 April 2003 Submitted by C.E. Chidume Abstract In this paper, the notion of affinelike set-valued maps is introduced and some properties of these maps are presented. Then a new Hahn–Banach extension theorem with a K-convex set-valued map dominated by an affinelike set-valued map is obtained. 2004 Published by Elsevier Inc. Keywords: Hahn–Banach extension theorem; Affinelike; Set-valued map 1. Introduction The Hahn–Banach extension theorem plays a central role in optimization theory. Gener- alizations and variants of the Hahn–Banach theorem were developed in different directions in the past. Early in the sixties, Day [1] generalized the Hahn–Banach extension theorem to the partially ordered linear space. Later, the equivalence of the Hahn–Banach extension This research was partially supported by the National Natural Science Foundation of China (Grant No. 10261005) and Education Committee project Research Foundation of Chongqing (Grant No. 030801), and the research Committee of the Hong Kong Polytechnic University. * Corresponding author. E-mail address: [email protected] (J. Peng). 0022-247X/$ – see front matter 2004 Published by Elsevier Inc. doi:10.1016/j.jmaa.2004.03.038

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J. Math. Anal. Appl. 302 (2005) 441–449

www.elsevier.com/locate/jma

A generalization of Hahn–Banach extensiontheorem✩

Jianwen Penga,b,∗, Heung Wing Joseph Leec, Weidong Rongb,Xinmin Yanga

a Department of Mathematics, Chongqing Normal University, Chongqing 400047, PR Chinab Department of Mathematics, Inner Mongolia University, Hohhot 010021, Inner Mongolia, PR Chinac Department of Applied Mathematics, The Hong Kong Polytechnic University, Hung Hom, Kowloon,

Hong Kong

Received 3 April 2003

Submitted by C.E. Chidume

Abstract

In this paper, the notion of affinelike set-valued maps is introduced and some properties omaps are presented. Then a new Hahn–Banach extension theorem with aK-convex set-valued madominated by an affinelike set-valued map is obtained. 2004 Published by Elsevier Inc.

Keywords:Hahn–Banach extension theorem; Affinelike; Set-valued map

1. Introduction

The Hahn–Banach extension theorem plays a central role in optimization theory. Galizations and variants of the Hahn–Banach theorem were developed in different direin the past. Early in the sixties, Day [1] generalized the Hahn–Banach extension thto the partially ordered linear space. Later, the equivalence of the Hahn–Banach extens

✩ This research was partially supported by the National Natural Science Foundation of China (GranNo. 10261005) and Education Committee project Research Foundation of Chongqing (Grant No. 0308the research Committee of the Hong Kong Polytechnic University.

* Corresponding author.E-mail address:[email protected] (J. Peng).

0022-247X/$ – see front matter 2004 Published by Elsevier Inc.doi:10.1016/j.jmaa.2004.03.038

442 J. Peng et al. / J. Math. Anal. Appl. 302 (2005) 441–449

an [3].hich aby us-ed twoBanach-valueda set-radient] in-convex2] andrms ofss for

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theorem and the least upper bound property was proved by Bonnice and SilvermIn recent years, Hirano et al. [4] proved the Hahn–Banach extension theorem in wconcave functional is dominated by a sublinear functional in a nonempty convex seting a theorem of Fan on a system of convex inequalities. Chen and Craven [5] provHahn–Banach extension theorems for vector-valued functions and used a Hahn–extension theorem to prove the existence results of the strong subgradient of vectorfunctions. Yang [6] obtained a Hahn–Banach theorem for a convex relation (i.e.,valued map with a convex graph) and used it to prove the existence of a weak subgof set-valued maps which was different from the weak subgradient in [7]. Borwein [8troduced a strong subgradient of set-valued maps and proved its existence underrelation. Chen and Wang [9] proved a Hahn–Banach theorem by using Lemma 1 in [existence of a linear subgradient of set-valued maps. There are also many other foHahn–Banach theorems (see [11–15] etc.). In this paper, the notion of affinelikeneset-valued map is introduced and some properties of the affinelike set-valued map are psented. Then a new Hahn–Banach extension theorems which used a set-valued mapof a single-valued map as a dominating map for theK-convex set-valued maps is obtaineThis Hahn–Banach extension theorem and its Corollaries contain the Hahn–Banachsion theorems in [5,9,11] as special casesand are different from the results in [8].

Throughout this paper, letX, Y andZ be three real linear topological spaces, letK ⊂ Y

be a pointed closed convex cone and(Y,K) be a partially ordered linear space. The parorder� on a partially ordered linear space(Y,K) is defined byy1, y2 ∈ Y , y1 � y2 ⇔y2 − y1 ∈ K. Let C be a nonempty subset ofX. The algebraic interior ofC is defined by

CorC = {x ∈ C | ∀x1 ∈ X, ∃δ > 0, s.t.∀λ ∈ (0, δ), x + λx1 ∈ C

}.

By X∗ andY ∗ we denote the topological dual space ofX andY , respectively. LetL(X,Y )

be the space of continuous linear operators fromX into Y . Let F :X → 2Y be a set-valuedmap.

Definition 1.1 [10]. A topological vector spaceY , partially ordered by a convex coneK,is order-complete if every subsetM which has an upper boundb in terms of the ordering(that is(∀y ∈ M), b − y ∈ K) then has a supremumb (that is, there existsb ∈ Y such thatb is an upper bound toM, and each upper boundb to M satisfiesb − b ∈ K).

It is easy to prove the following result.

Proposition 1.1. Let (Y,K) be an order-complete topological vector space. Then, esubsetM which has a lower boundd in terms of the ordering(that is(∀y ∈ M), y −d ∈ K)has a infimumd (that is, there existsd ∈ Y such thatd is a lower bound toM, and eachlower boundd to M satisfiesd − d ∈ K).

Definition 1.2 [7]. Let C ⊂ X be a convex set. A set-valued mapF :C → 2Y is calledK-convex onC, if for everyx, y ∈ C andλ ∈ (0,1),

λF(x) + (1− λ)F (y) ⊂ F(λx + (1− λ)y

) + K.

J. Peng et al. / J. Math. Anal. Appl. 302 (2005) 441–449 443

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Remark 1.1. By Proposition 2.2.3 in [16], a set-valued mapF :C → 2Y is K-convex onCif and only if EpiF = {(x, y) | x ∈ C, y ∈ Y, y ∈ F(x) + K} is a convex set. From [6and [8], we know thatF :C → 2Y is called a convex relation if GrF = {(x, y) | x ∈ C,

y ∈ Y, y ∈ F(x)} is a convex set.

As a generalization of the vector-valued affine maps, we introduce the definition of thaffinelike set-valued map.

Definition 1.3. The set-valued mapH :X → 2Y is called an affinelike map if there exisa continuous linear mapf :X → Y and a nonempty convex setM ⊂ Y such thatH(x) =f (x) + M, ∀x ∈ X.

Proposition 1.2. If a vector-valued mapf :X → Y is continuous atx0 ∈ X and ∅ =M ⊂ Y , then the set-valued mapF :X → 2Y is lower semicontinuous atx0, whereF(x) = f (x) + M, ∀x ∈ X.

Proof. Let y0 ∈ F(x0) = f (x0) + M. Then there existsm = m(y0) ∈ M such thaty0 =f (x0) + m, for arbitrary neighborhoodN(y0) of y0, N(y0) − m is a neighborhood oy0 − m = f (x0). From the continuity off at x0, there exists a neighborhood ofU(x0) ofx0 such that for allx ∈ U(x0), f (x) ∈ N(y0) − m. Hencef (x) + m ∈ N(y0), soF(x0) ∩N(y0) = ∅. Therefore,F is lower semicontinuous atx0. �Remark 1.2. From Proposition 1.2, we know that an affinelike map must be lower scontinuous.

Proposition 1.3. Let the set-valued mapH :X → 2Y be an affinelike map. Then for aα > 0, β > 0 with α + β = 1 and for allx, y ∈ X,

αH(x) + βH(y) = H(αx + βy). (1)

Proof. SupposeM is a convex set, it is obvious thatαM +βM = M. Then the formula (1is satisfied from Definition 1.3. �

2. Hahn–Banach extension theorems of set-valued maps

In this section, a new generalized Hahn–Banach extension theorems in whichK-convex set-valued map is dominated by an affinelike set-valued map in a nonemptyset is first proven. By this general result, we get some useful conclusions.

Theorem 2.1. Let X be a real linear topological space, and let(Y,K) be a real order-complete linear topological space, andC ⊂ X be a convex set, let set-valued mapF :C →2Y be K-convex, and for allx ∈ C, F(x) = ∅. Let X0 be a proper subspace ofX, withX0 ∩ CorC = ∅. Let H :X0 → 2Y be an affinelike map such thatF(x) − H(x) ⊂ K foreachx ∈ X0 ∩ C. Then there exists an affinelike mapL :X → 2Y such thatL(x) = H(x)

for all x ∈ X0 ∩ C, andF(x) − L(x) ⊂ K for all x ∈ C.

444 J. Peng et al. / J. Math. Anal. Appl. 302 (2005) 441–449

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Proof. The theorem holds trivially ifC = X0. Assume thatC = X0. SinceX0 is a propersubspace ofX, there existsx0 ∈ X \ X0. Let X1 = {x + rx0: x ∈ X0, r ∈ R}. It is easyto verify thatX1 be a subspace ofX, X0 ⊂ X1 andX1 ∩ CorC = ∅. Note that for a fixedpoint x ∈ X0 ∩ CorC, if |k| is sufficiently small, thenx ± kx0 ∈ X1 ∩ C. For arbitraryx1, x2 ∈ X0 ∩ CorC ⊂ X1 ∩ CorC, if x1 + λx0, x2 − µx0 ∈ X1 ∩ C (λ,µ > 0), setα =λ/(λ + µ), β = 1 − α = µ/(λ + µ), thenα(x2 − µx0) + β(x1 + λx0) ∈ X1 ∩ C sinceX1 ∩ C is a convex set. That is,αx2 + βx1 + (λβ − µα)x0 ∈ X1 ∩ C. By the definition ofX0 andλβ −µα = 0, we getαx2 +βx1 ∈ X0. Soαx2 +βx1 ∈ X0 ∩C. By Proposition 1.3we have

αH(x2) + βH(x1) = H(αx2 + βx1). (2)

By Definition 1.2, there exists a continuous linear mapf :X → Y and a nonempty convesetM ⊂ Y such thatH(x) = f (x) + M. From (2), we obtain

αf (x2) + βf (x1) + M = f (αx2 + βx1) + M = H(αx2 + βx1). (3)

And by the assumption, we get

F(αx2 + βx1) − H(αx2 + βx1) ⊂ K.

That is,

F(α(x2 − µx0) + β(x1 + λx0)

) − f (αx2 + βx1) − M ⊂ K. (4)

By theK-convexity ofF , for all λ,µ > 0, if x1 + λx0, x2 − µx0 ∈ X1 ∩ C, then

αF(x2 − µx0) + βF(x1 + λx0) ⊂ F(α(x2 − µx0) + β(x1 + λx0)

) + K. (5)

From (5) and (4),

αF(x2 − µx0) + βF(x1 + λx0) − M ⊂ F(α(x2 − µx0) + β(x1 + λx0)

) − M + K

⊂ f (αx2 + βx1) + K + K ⊂ f (αx2 + βx1) + K.

Therefore,

αF(x2 − µx0) + βF(x1 + λx0) − f (αx2 + βx1) − M ⊂ K. (6)

By (2), (3) and (6), we have

αF(x2 − µx0) + βF(x1 + λx0) − αH(x2) − βH(x1) ⊂ K.

Hence, for allλ,µ > 0, if x1 + λx0, x2 − µx0 ∈ X1 ∩ C, then

F(x1 + λx0) − H(x1)

λ− H(x2) − F(x2 − µx0)

µ⊂ K.

For somex1 ∈ X0 andλ > 0, takingy1 ∈ F(x1 +λx0), z1 ∈ H(x1), then,(y1 − z1)/λ is anupper bound of the set{(H(x) − F(x − µx0))/µ | x − µx0 ∈ X1 ∩ C, µ > 0}. SinceY isan order-complete linear space, there exists

yS ≡ sup

{H(x) − F(x − µx0) ∣∣ x − µx0 ∈ X1 ∩ C, µ > 0

}.

µ

J. Peng et al. / J. Math. Anal. Appl. 302 (2005) 441–449 445

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Similarly, by Proposition 1.1, there exists

yI ≡ inf

{F(x + λx0) − H(x)

λ

∣∣ x + λx0 ∈ X1 ∩ C, λ > 0

}.

SinceyS � yI , then(yS + K) ∩ (yI − K) is a nonempty convex set. Taking a nonemconvex setY such thatY ⊂ (yS + K) ∩ (yI − K), then we have

F(x + λx0) − H(x)

λ− Y ⊂ K, if λ > 0, x + λx0 ∈ X1 ∩ C, (7)

Y − H(x) − F(x − µx0)

µ⊂ K, if µ > 0, x − µx0 ∈ X1 ∩ C. (8)

By (7),

F(x + λx0) − [H(x) + λY

] ⊂ K, if λ > 0, x + λx0 ∈ X1 ∩ C. (9)

By (8),

F(x − µx0) − [H(x) − µY

] ⊂ K, if µ > 0, x − µx0 ∈ X1 ∩ C.

Let λ = −µ; we have

F(x + λx0) − [H(x) + λY

] ⊂ K, if λ < 0, x + λx0 ∈ X1 ∩ C. (10)

An extension ofh to X1 is defined by

H (x + λx0) = H(x) + λY , ∀x ∈ X0, λ ∈ R.

It is apparent thatH (x) = H(x), ∀x ∈ X0. From (9) and (10), we know thatH satisfies

F(x + λx0) − H (x + λx0) ⊂ K, ∀x + λx0 ∈ X1 ∩ C, λ ∈ R.

That is,

F(y) − H (y) ⊂ K, ∀y ∈ X1 ∩ C.

If X = X1, then the conclusion holds, otherwise,H may similarly be extended tosubspace of one higher dimension. The extension toL :X → Y with L(x) = H(x), ∀x ∈X0 ∩ C; F(x) − L(x) ⊂ K, ∀x ∈ C follows, by an application of Zorn’s lemmas, as to tusual proof of the Hahn–Banach extension theorem.�Example 2.1. By Lemma 2.1.2 in [17], a set-valued mapF :C → 2Y is a convex relationif and only if for everyx, y ∈ C andλ ∈ (0,1),

λF(x) + (1− λ)F (y) ⊂ F(λx + (1− λ)y

).

Hence, By Theorem 2.1, we have a new result of Hahn–Banach theorem for a crelation as follows.

Let X be a real linear topological space, and let(Y,K) be a real order-complete linetopological space, andC ⊂ X be a convex set, let set-valued mapF :C → 2Y be a convexrelation, and for allx ∈ C, F(x) = ∅. Let X0 be a proper subspace ofX, with X0 ∩ CorC= ∅. Let H :X0 → 2Y be an affinelike map such thatF(x) − H(x) ⊂ K for eachx ∈X0 ∩ C. Then there exists an affinelike mapL :X → 2Y such thatL(x) = H(x) for allx ∈ X0 ∩ C, andF(x) − L(x) ⊂ K for all x ∈ C.

446 J. Peng et al. / J. Math. Anal. Appl. 302 (2005) 441–449

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Example 2.2. Let the set-valued mapF :C → 2Y andH :X0 → 2Y be replaced by singlevalued mapf :C → Y andh :X0 → Y , respectively. Then, by Theorem 2.1, we havHahn–Banach theorem for vector-valued map as follows.

Let X be a real linear topological space, and let(Y,K) be a real order-complete linetopological space, andC ⊂ X be a convex set, let set-valued mapf :C → Y beK-convex.Let X0 be a proper subspace ofX, with X0 ∩ CorC = ∅. Let h :X0 → Y be a continuousaffine map such thatf (x) − h(x) ∈ K for eachx ∈ X0 ∩C. Then there exists a continuoaffine mapl :X → Y such thatl(x) = h(x) for all x ∈ X0 ∩C, andf (x) − l(x) ∈ K for allx ∈ C.

This is Theorem 2 in [5].

Corollary 2.2. Let X be a real linear topological space, and(Y,K) be a real order-complete linear topological space. LetC ⊂ X be a convex set and0 ∈ CorC, let theset-valued mapF :C → 2Y be K-convex and for allx ∈ C, F(x) = ∅. If there exists anonempty convex setY0 ⊂ Y such thatF(0) − Y0 ⊂ K, then there exists an affinelike mL :X → 2Y such thatL(0) = Y0, and for allx ∈ C, F(x) − L(x) ⊂ K.

Proof. Let X0 = {0}. Then the result follows from Theorem 2.1.�Corollary 2.3. Let X be a real linear topological space, and let(Y,K) be a real order-complete linear topological space. LetC ⊂ X be a convex set, andx0 ∈ CorC, let theset-valued mapF :C → 2Y be K-convex, and for allx ∈ C, F(x) = ∅. If there exists anonempty convex setY0 ⊂ Y such thatF(x0) −Y0 ⊂ K, then there exists an affinelike mL :X → Y such thatL(x0) = Y0, and for allx ∈ C, F(x) − L(x) ⊂ K.

Proof. Let D = C − x0, thenD is a convex set and 0∈ CorD. Let

F (x) = F(x + x0);thenF is aK-convex set-valued map onD. And by the condition, there exists a nonemconvex setY0 ⊂ Y such thatF (0) − Y0 ⊂ K. From Corollary 2.2, there exists an affinelimapL1 :X → 2Y such thatL1(0) = Y0, and for allx ∈ D, F (x) − L1(x) ⊂ K. Hence,L(x0) = Y0, and for allx ∈ C, F(x)−L(x) ⊂ K, whereL(x) = L1(x −x0) is an affinelikemap. �Definition 2.1 [6,8]. Let F :C ⊂ X → 2Y be K-convex,x0 ∈ C and F(x0) − y0 ⊂ K.T ∈ L(X,Y ) is called a strong subgradient ofF at (x0, y0) if for all x ∈ C and for ally ∈ F(x), we have

y − y0 − T (x − x0) ∈ K.

Example 2.3. As an application of the Hahn–Banach theorem, we have a result as foLet X be a real linear topological space, and let(Y,K) be a real order-complete line

topological space. LetC be a convex set andx0 ∈ CorC. Let the set-valued mapF :C →2Y beK-convex, and for allx ∈ C, F(x) = ∅. If there exists a nonempty convex setY0 ⊂ Y

such thatF(x0) − Y0 ⊂ K, then for ally0 ∈ Y0, there exists a same strong subgradienF at (x0, y0).

J. Peng et al. / J. Math. Anal. Appl. 302 (2005) 441–449 447

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In fact, by Corollary 2.3, there exists an affinelike mapL :X → Y such thatL(x0) = Y0,and for allx ∈ C, F(x) − L(x) ⊂ K. Then for someT ∈ L(X,Y ),

L(x) = T (x) + M, ∀x ∈ X,

whereM is a nonempty convex set. Then,L(x0) = Y0 = T (x0)+M, andM = Y0 −T (x0).Hence,

L(x) = T (x − x0) + Y0, ∀x ∈ X,

and

F(x) − Y0 − T (x − x0) ⊂ K, ∀x ∈ C,

that is,∀y0 ∈ Y0, ∀x ∈ C and∀y ∈ F(x),

y − y0 − T (x − x0) ∈ K.

Hence, for ally0 ∈ Y0, T is a same strong subgradient for set-valued mapF at (x0, y0).

Corollary 2.4. Let X be a real linear topological space, and let(Y,K) be a real order-complete linear topological space, andC ⊂ X be a convex set, let set-valued mapF :C →2Y be K-convex, and for allx ∈ C, F(x) = ∅. Let X0 be a proper subspace ofX, withX0 ∩ CorC = ∅.

(1) If there exists a continuous affine maph :X0 → Y with F(x) − h(x) ⊂ K for eachx ∈ X0 ∩ C, then there exists a continuous affine mapl :X → Y such thatl(x) = h(x)

for all x ∈ X0 ∩ C, andF(x) − l(x) ⊂ K for all x ∈ C.(2) If there exists a continuous linear mapT0 :X0 → Y with F(x) − T0(x) ⊂ K for each

x ∈ X0 ∩ C, then there exists a continuous linear mapT :X → Y such thatT (x) =T0(x) for all x ∈ X0 ∩ C, andF(x) − T (x) ⊂ K for all x ∈ C.

Proof. (1) By Theorem 2.1, there exists an affinelike mapL :X → 2Y such thatL(x) =h(x) for all x ∈ X0∩C, andF(x)−L(x) ⊂ K for all x ∈ C. Suppose thath(x) = T0(x)+b

for all x ∈ X0 ∩ C, andL(x) = T (x) + M for all x ∈ C, whereb ∈ Y is a fixed point ofY andM is a nonempty convex set ofY , bothT0 :X0 → Y andT :X → Y are continuouslinear maps. Since 0∈ X0 ⊂ X, then{h(0)} = {b} = L(0) = M. Hence,L :X → Y is alsoa continuous affine map, and the result follows.

(2) In the proof of (1), letb = 0 ∈ Y ; then the result follows. �Corollary 2.5. Let X be a real linear topological space, and let(Y,K) be a real order-complete linear topological space. LetC ⊂ X be a convex set, letx0 ∈ CorC, and theset-valued mapF :C → 2Y beK-convex, and for allx ∈ C, F(x) = ∅. If y0 ∈ Y satisfiesF(x0) − y0 ⊂ K, then there exists a continuous affine mapl :X → Y such thatl(x0) = y0,and for allx ∈ C, F(x) − l(x) ⊂ K.

Proof. By Corollary 2.3, there exists an affinelike mapL :X → 2Y such thatL(x0) = y0,andF(x) − L(x) ⊂ K for all x ∈ C. Suppose thatL(x) = T (x) + M for all x ∈ C, whereM is a nonempty convex set ofY andT :X → Y is a continuous linear map. So there i

448 J. Peng et al. / J. Math. Anal. Appl. 302 (2005) 441–449

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pointm0 ∈ M such thatL(x0) = y0 = T (x0)+m0. Let l(x) = T (x)+m0; thenl :X → Y isa continuous affine map, and satisfyingl(x0) = y0, and for allx ∈ C, F(x)− l(x) ⊂ K. �Remark 2.1. On one hand, Theorem 2.1 and Corollary 2.4(1) generalize Theorem 2from single-valued case to set-valued case.On the other hand, Corollary 2.3 and Corlary 2.5 also generalize Theorem 3 in [5] from single-valued consideration to set-valued

Remark 2.2. Theorem 1 in [9] is a special case of Corollary 2.4. IfF :X → 2Y is replacedby a single-valued map, then Corollary 2.4(2)contains Theorem 2 in [11] as a special ca

Remark 2.3. Let y0 = F(x0). From Corollary 2.5, we have the following result.Let X be a real linear topological space, and let(Y,K) be a real order-complete line

topological space. LetC be a convex set andx0 ∈ CorC, let the set-valued mapF :C →2Y be K-convex such thatF(x0) be a single point, and for allx ∈ C, F(x) = ∅. Thenthere exists a continuous affine mapl :X → Y such thatl(x0) = F(x0), and for allx ∈ C,F(x) − l(x) ⊂ K. In particular, ifC = X, we recover Corollary 2 in [9].

Remark 2.4. By Remark 1.2, we know that Corollary 2.5 are different from Propositionin [8] which is a Hahn–Banach extension theorem with convex relation and lowercontinuous ofF .

Remark 2.5. The following notations were used in [2,6,8,9]:

A � B ⇔ a � b, ∀a ∈ A, b ∈ B,

A � b ⇔ a � b, ∀a ∈ A,

whereA andB are two sets inY .It is easy to see thaty1 � y2 ⇔ y2 � y1, and

A � B ⇔ A − B ⊂ K,

A � b ⇔ A − b ⊂ K,

whereB − A denotes the set{b − a | a ∈ A, b ∈ B}, A − b denotes the set{a − b | a ∈ A}.So we useA − b ⊂ K (A − B ⊂ K) instead ofA � b (A � B) in this paper.

Acknowledgments

The authors thank professor Jeff Webb and the referee for helpful suggestions.

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