The eclipsing concept to approximate a multi-valued mapping
Claude Lemaréchal, Jochem Zowe · Optimization · 1991
One of the uses of the derivative of a nonlinear function F is to define first-order approximations of F by special functions, namely affine functions. Our aim is to extend this concept of first order approximations to the case when F is multi-valued; how should the concept of affinity be generalized for such functions? We first show why a mere copy of the single-valued case is hardly appropriate; a more sophisticated definition is needed for affinity. Restricting our study to convex compact valued F we consider various possibilities. We conclude by exhibiting a class of multi-valued mappings, which we call eclipsing, and which seem to impose themselves as natural generalizations of affine mappings. They correspond to linearizing the support function of Fwhich thus offers to be the most reasonable thing to do.