Question: Suppose that the constraint correspondence G(y) in the constrained optimization problem (example 2.30) is defined by a set of inequalities (example 2.40) g1(x, θ) ¤

Suppose that the constraint correspondence G(y) in the constrained optimization problem (example 2.30)
Suppose that the constraint correspondence G(y) in the constrained optimization

is defined by a set of inequalities (example 2.40)
g1(x, θ) ‰¤ 0, g2(x, θ) ‰¤ 0, ... , gm (x, θ) ‰¤ 0
If each functional gj (x; θ) ˆŠ F(X × Θ) is convex jointly in x and y, then the correspondence
G(θ) = {x ˆŠ X: gj(x, θ) ‰¤ 0, j = 1,2, ... , m}
is convex.

max fx, 0)

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