1 Introduction |
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1 | (10) |
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1 | (3) |
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4 | (5) |
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9 | (2) |
2 Order Relations and Ordering Cones |
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11 | (66) |
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11 | (6) |
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2.2 Cone Properties Related to the Topology and the Order |
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17 | (5) |
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2.3 Convexity Notions for Sets and Set-Valued Maps |
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22 | (6) |
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2.4 Solution Concepts in Vector Optimization |
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28 | (15) |
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2.5 Vector Optimization Problems with Variable Ordering Structure |
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43 | (2) |
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2.6 Solution Concepts in Set-Valued Optimization |
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45 | (29) |
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2.6.1 Solution Concepts Based on Vector Approach |
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45 | (3) |
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2.6.2 Solution Concepts Based on Set Approach |
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48 | (7) |
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2.6.3 Solution Concepts Based on Lattice Structure |
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55 | (10) |
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2.6.4 The Embedding Approach by Kuroiwa |
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65 | (2) |
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2.6.5 Solution Concepts with Respect to Abstract Preference Relations |
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67 | (3) |
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2.6.6 Set-Valued Optimization Problems with Variable Ordering Structure |
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70 | (3) |
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2.6.7 Approximate Solutions of Set-Valued Optimization Problems |
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73 | (1) |
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2.7 Relationships Between Solution Concepts |
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74 | (3) |
3 Continuity and Differentiability |
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77 | (32) |
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3.1 Continuity Notions for Set-Valued Maps |
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77 | (13) |
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3.2 Continuity Properties of Set-Valued Maps Under Convexity Assumptions |
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90 | (6) |
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3.3 Lipschitz Properties for Single-Valued and Set-Valued Maps |
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96 | (6) |
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3.4 Clarke's Normal Cone and Subdifferential |
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102 | (1) |
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3.5 Limiting Cones and Generalized Differentiability |
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103 | (4) |
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3.6 Approximate Cones and Generalized Differentiability |
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107 | (2) |
4 Tangent Cones and Tangent Sets |
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109 | (104) |
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4.1 First-Order Tangent Cones |
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110 | (13) |
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4.1.1 The Radial Tangent Cone and the Feasible Tangent Cone |
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110 | (2) |
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4.1.2 The Contingent Cone and the Interiorly Contingent Cone |
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112 | (8) |
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4.1.3 The Adjacent Cone and the Interiorly Adjacent Cone |
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120 | (3) |
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4.2 Modified First-Order Tangent Cones |
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123 | (6) |
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4.2.1 The Modified Radial and the Modified Feasible Tangent Cones |
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124 | (1) |
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4.2.2 The Modified Contingent and the Modified Interiorly Contingent Cones |
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124 | (2) |
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4.2.3 The Modified Adjacent and the Modified Interiorly Adjacent Cones |
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126 | (3) |
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4.3 Miscellaneous Properties of First-Order Tangent Cones |
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129 | (3) |
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4.4 First-Order Tangent Cones on Convex Sets |
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132 | (11) |
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4.4.1 Connections Among First-Order Tangent Cones on Convex Sets |
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132 | (5) |
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4.4.2 Properties of First-Order Tangent Cones on Convex Sets |
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137 | (6) |
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4.5 First-Order Local Cone Approximation |
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143 | (4) |
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4.6 Convex Subcones of the Contingent Cone |
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147 | (9) |
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4.7 First-Order Inversion Theorems and Intersection Formulas |
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156 | (5) |
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4.8 Expressions of the Contingent Cone on Some Constraint Sets |
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161 | (8) |
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4.9 Second-Order Tangent Sets |
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169 | (6) |
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4.9.1 Second-Order Radial Tangent Set and Second-Order Feasible Tangent Set |
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170 | (1) |
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4.9.2 Second-Order Contingent Set and Second-Order Interiorly Contingent Set |
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170 | (3) |
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4.9.3 Second-Order Adjacent Set and Second-Order Interiorly Adjacent Set |
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173 | (2) |
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4.10 Generalized Second-Order Tangent Sets |
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175 | (6) |
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4.11 Second-Order Asymptotic Tangent Cones |
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181 | (6) |
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4.11.1 Second-Order Asymptotic Feasible Tangent Cone and Second-Order Asymptotic Radial Tangent Cone |
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182 | (1) |
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4.11.2 Second-Order Asymptotic Contingent Cone and Second-Order Asymptotic Interiorly Contingent Cone |
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183 | (2) |
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4.11.3 Second-Order Asymptotic Adjacent Cone and Second-Order Asymptotic Interiorly Adjacent Cone |
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185 | (2) |
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4.12 Miscellaneous Properties of Second-Order Tangent Sets and Second-Order Asymptotic Tangent Cones |
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187 | (5) |
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4.13 Second-Order Inversion Theorems |
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192 | (5) |
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4.14 Expressions of the Second-Order Contingent Set on Specific Constraints |
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197 | (5) |
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4.15 Miscellaneous Second-Order Tangent Cones |
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202 | (5) |
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4.15.1 Second-Order Tangent Cones of Ledzewicz and Schaettler |
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202 | (2) |
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4.15.2 Projective Tangent Cones of Second-Order |
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204 | (2) |
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4.15.3 Second-Order Tangent Cone of N. Pavel |
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206 | (1) |
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4.15.4 Connections Among the Second-Order Tangent Cones |
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207 | (1) |
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4.16 Second-Order Local Approximation |
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207 | (3) |
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4.17 Higher-Order Tangent Cones and Tangent Sets |
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210 | (3) |
5 Nonconvex Separation Theorems |
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213 | (36) |
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5.1 Separating Functions and Examples |
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213 | (4) |
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217 | (15) |
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5.2.1 Construction of Scalarizing Functionals |
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217 | (2) |
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5.2.2 Properties of Scalarization Functions |
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219 | (5) |
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5.2.3 Continuity Properties |
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224 | (1) |
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5.2.4 Lipschitz Properties |
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225 | (6) |
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5.2.5 The Formula for the Conjugate and Subdifferential of φA for A Convex |
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231 | (1) |
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5.3 Scalarizing Functionals by Hiriart-Urruty and Zaffaroni |
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232 | (4) |
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5.4 Characterization of Solutions of Set-Valued Optimization Problems by Means of Nonlinear Scalarizing Functionals |
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236 | (8) |
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5.4.1 An Extension of the Functional cpA |
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236 | (4) |
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5.4.2 Characterization of Solutions of Set-Valued Optimization Problems with Lower Set Less Order Relation > or = to C by Scalarization |
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240 | (4) |
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5.5 The Extremal Principle |
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244 | (5) |
6 Hahn-Banach Type Theorems |
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249 | (26) |
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6.1 The Hahn-Banach-Kantorovich Theorem |
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250 | (8) |
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6.2 Classical Separation Theorems for Convex Sets |
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258 | (3) |
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6.3 The Core Convex Topology |
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261 | (3) |
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6.4 Yang's Generalization of the Hahn-Banach Theorem |
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264 | (7) |
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6.5 A Sufficient Condition for the Convexity of R+A |
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271 | (4) |
7 Conjugates and Subdifferentials |
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275 | (32) |
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7.1 The Strong Conjugate and Subdifferential |
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275 | (13) |
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7.2 The Weak Subdifferential |
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288 | (8) |
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7.3 Subdifferentials Corresponding to Henig Proper Efficiency |
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296 | (2) |
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7.4 Exact Formulas for the Subdifferential of the Sum and the Composition |
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298 | (9) |
8 Duality |
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307 | (42) |
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8.1 Duality Assertions for Set-Valued Problems Based on Vector Approach |
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308 | (9) |
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8.1.1 Conjugate Duality for Set-Valued Problems Based on Vector Approach |
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308 | (5) |
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8.1.2 Lagrange Duality for Set-Valued Optimization Problems Based on Vector Approach |
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313 | (4) |
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8.2 Duality Assertions for Set-Valued Problems Based on Set Approach |
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317 | (5) |
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8.3 Duality Assertions for Set-Valued Problems Based on Lattice Structure |
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322 | (16) |
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8.3.1 Conjugate Duality for F-Valued Problems |
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323 | (3) |
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8.3.2 Lagrange Duality for F-Valued Problems |
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326 | (12) |
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8.4 Comparison of Different Approaches to Duality in Set-Valued Optimization |
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338 | (11) |
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339 | (2) |
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8.4.2 Subdifferentials and Stability |
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341 | (4) |
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8.4.3 Duality Statements with Operators as Dual Variables |
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345 | (4) |
9 Existence Results for Minimal Points |
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349 | (20) |
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9.1 Preliminary Notions and Results Concerning Transitive Relations |
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349 | (3) |
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9.2 Existence of Minimal Elements with Respect to Transitive Relations |
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352 | (3) |
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9.3 Existence of Minimal Points with Respect to Cones |
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355 | (5) |
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9.4 Types of Convex Cones and Compactness with Respect to Cones |
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360 | (2) |
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9.5 Existence of Optimal Solutions for Vector and Set Optimization Problems |
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362 | (7) |
10 Ekeland Variational Principle |
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369 | (30) |
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10.1 Preliminary Notions and Results |
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369 | (4) |
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10.2 Minimal Points in Product Spaces |
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373 | (8) |
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10.3 Minimal Points in Product Spaces of Isac-Tammer's Type |
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381 | (3) |
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10.4 Ekeland's Variational Principles of Ha's Type |
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384 | (6) |
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10.5 Ekeland's Variational Principle for Bi-Set-Valued Maps |
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390 | (1) |
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391 | (3) |
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394 | (5) |
11 Derivatives and Epiderivatives of Set-Valued Maps |
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399 | (110) |
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11.1 Contingent Derivatives of Set-Valued Maps |
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400 | (28) |
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11.1.1 Miscellaneous Graphical Derivatives of Set-valued Maps |
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407 | (7) |
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11.1.2 Convexity Characterization Using Contingent Derivatives |
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414 | (2) |
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11.1.3 Proto-Differentiability, Semi-Differentiability, and Related Concepts |
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416 | (6) |
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11.1.4 Weak Contingent Derivatives of Set-Valued Maps |
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422 | (4) |
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11.1.5 A Lyusternik-Type Theorem Using Contingent Derivatives |
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426 | (2) |
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11.2 Calculus Rules for Derivatives of Set-Valued Maps |
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428 | (9) |
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11.2.1 Calculus Rules by a Direct Approach |
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429 | (3) |
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11.2.2 Derivative Rules by Using Calculus of Tangent Cones |
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432 | (5) |
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11.3 Contingently C -Absorbing Maps |
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437 | (8) |
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11.4 Epiderivatives of Set-Valued Maps |
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445 | (25) |
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11.4.1 Contingent Epiderivatives of Set-Valued Maps with Images in R |
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446 | (6) |
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11.4.2 Contingent Epiderivatives in General Spaces |
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452 | (5) |
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11.4.3 Existence Theorems for Contingent Epiderivatives |
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457 | (7) |
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11.4.4 Variational Characterization of the Contingent Epiderivatives |
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464 | (6) |
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11.5 Generalized Contingent Epiderivatives of Set-Valued Maps |
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470 | (12) |
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11.5.1 Existence Theorems for Generalized Contingent Epiderivatives |
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474 | (4) |
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11.5.2 Characterizations of Generalized Contingent Epiderivatives |
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478 | (4) |
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11.6 Calculus Rules for Contingent Epiderivatives |
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482 | (6) |
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11.7 Second-Order Derivatives of Set-Valued Maps |
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488 | (12) |
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11.8 Calculus Rules for Second-Order Contingent Derivatives |
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500 | (4) |
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11.9 Second-Order Epiderivatives of Set-Valued Maps |
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504 | (5) |
12 Optimality Conditions in Set-Valued Optimization |
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509 | (96) |
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12.1 First-Order Optimality Conditions by the Direct Approach |
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512 | (10) |
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12.2 First-Order Optimality Conditions by the Dubovitskii-Milyutin Approach |
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522 | (20) |
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12.2.1 Necessary Optimality Conditions by the Dubovitskii-Milyutin Approach |
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523 | (4) |
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12.2.2 Inverse Images and Subgradients of Set-Valued Maps |
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527 | (7) |
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12.2.3 Separation Theorems and the Dubovitskii-Milyutin Lemma |
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534 | (3) |
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12.2.4 Lagrange Multiplier Rules by the Dubovitskii-Milyutin Approach |
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537 | (5) |
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12.3 Sufficient Optimality Conditions in Set-Valued Optimization |
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542 | (7) |
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12.3.1 Sufficient Optimality Conditions Under Convexity and Quasi-Convexity |
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542 | (3) |
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12.3.2 Sufficient Optimality Conditions Under Paraconvexity |
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545 | (4) |
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12.3.3 Sufficient Optimality Conditions Under Semidifferentiability |
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549 | (1) |
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12.4 Second-Order Optimality Conditions in Set-Valued Optimization |
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549 | (8) |
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12.4.1 Second-Order Optimality Conditions by the Dubovitskii-Milyutin Approach |
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550 | (4) |
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12.4.2 Second-Order Optimality Conditions by the Direct Approach |
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554 | (3) |
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12.5 Generalized Dubovitskii-Milyutin Approach in Set-Valued Optimization |
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557 | (11) |
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12.5.1 A Separation Theorem for Multiple Closed and Open Cones |
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559 | (3) |
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12.5.2 First-Order Generalized Dubovitskii-Milyutin Approach |
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562 | (5) |
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12.5.3 Second-Order Generalized Dubovitskii-Milyutin Approach |
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567 | (1) |
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12.6 Set-Valued Optimization Problems with a Variable Order Structure |
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568 | (4) |
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12.7 Optimality Conditions for Q-Minimizers in Set-Valued Optimization |
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572 | (6) |
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12.7.1 Optimality Conditions for Q-Minimizers Using Radial Derivatives |
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572 | (2) |
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12.7.2 Optimality Conditions for Q-Minimizers Using Coderivatives |
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574 | (4) |
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12.8 Lagrange Multiplier Rules Based on Limiting Subdifferential |
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578 | (13) |
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12.9 Necessary Conditions for Approximate Solutions of Set-Valued Optimization Problems |
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591 | (3) |
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12.10 Necessary and Sufficient Conditions for Solution Concepts Based on Set Approach |
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594 | (4) |
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12.11 Necessary Conditions for Solution Concepts with Respect to a General Preference Relation |
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598 | (2) |
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12.12 KKT-Points and Corresponding Stability Results |
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600 | (5) |
13 Sensitivity Analysis in Set-Valued Optimization and Vector Variational Inequalities |
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605 | (40) |
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13.1 First Order Sensitivity Analysis in Set-Valued Optimization |
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606 | (7) |
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13.2 Second Order Sensitivity Analysis in Set-Valued Optimization |
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613 | (10) |
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13.3 Sensitivity Analysis in Set-Valued Optimization Using Coderivatives |
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623 | (11) |
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13.4 Sensitivity Analysis for Vector Variational Inequalities |
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634 | (11) |
14 Numerical Methods for Solving Set-Valued Optimization Problems |
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645 | (18) |
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14.1 A Newton Method for Set-Valued Maps |
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645 | (6) |
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14.2 An Algorithm to Solve Polyhedral Convex Set-Valued Optimization Problems |
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651 | (12) |
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14.2.1 Formulation of the Polyhedral Convex Set-Valued Optimization Problem |
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653 | (2) |
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14.2.2 An Algorithm for Solving Polyhedral Convex Set-Valued Optimization Problems |
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655 | (3) |
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14.2.3 Properties of the Algorithm |
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658 | (5) |
15 Applications |
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663 | (64) |
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15.1 Set-Valued Approaches to Duality in Vector Optimization |
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663 | (33) |
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15.1.1 Fenchel Duality for Vector Optimization Problems Using Corresponding Results for F-Valued Problems |
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667 | (3) |
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15.1.2 Lagrange Duality for Vector Optimization Problems Based on Results for J-Valued Problems |
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670 | (7) |
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15.1.3 Duality Assertions for Linear Vector Optimization Based on Lattice Approach |
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677 | (5) |
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15.1.4 Further Set-Valued Approaches to Duality in Linear Vector Optimization |
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682 | (14) |
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15.2 Applications in Mathematical Finance |
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696 | (5) |
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15.3 Set-Valued Optimization in Welfare Economics |
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701 | (5) |
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15.4 Robustness for Vector-Valued Optimization Problems |
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706 | (21) |
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15.4.1 > or = to uC - Robustness |
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710 | (10) |
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15.4.2 > or = to lC - Robustness |
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720 | (2) |
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15.4.3 > or = to sC - Robustness |
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722 | (2) |
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15.4.4 Algorithms for Solving Special Classes of Set-Valued Optimization Problems |
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724 | (3) |
Appendix |
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727 | (6) |
References |
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733 | (26) |
Index |
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759 | |