(Convex) level sets integration

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Type
Article
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Authors
Crouzeix, JP 
Eberhard, A 
Abstract

The paper addresses the problem of recovering a pseudoconvex function from the normal cones to its level sets that we call the convex level sets integration problem. An important application is the revealed preference problem. Our main result can be described as integrating a maximally cyclically pseudoconvex multivalued map that sends vectors or “bundles” of a Euclidean space to convex sets in that space. That is, we are seeking a pseudoconvex (real) function such that the normal cone at each boundary point of each of its lower level sets contains the set value of the multivalued map at the same point. This raises the question of uniqueness of that function up to rescaling. Even after normalizing the function long an orienting direction, we give a counterexample to its uniqueness. We are, however, able to show uniqueness under a condition motivated by the classical theory of ordinary differential equations.

Description
Keywords
Convexity and Pseudoconvexity, Monotonicity and Pseudomono-tonicity, Maximality, Revealed Preferences
Journal Title
Journal of Optimization Theory and Applications
Conference Name
Journal ISSN
1573-2878
1573-2878
Volume Title
Publisher
Springer Science and Business Media LLC