Approximation to a set-valued mapping,I: A proposal

Given a multivalued mappingF, we address the problem of finding another multivalued mappingS that agrees locally withF. We limit ourselves to the case whenF(x) is convex compact for eachx. We propose anS obtained by linearizing the support function ofF(x) and give conditions under which thisS approximatesF in the sense of Hausdorff distance. We show equality betweenS and other proposals obtained from tangent cones to the graph ofF. Finally, we apply these results to the approximate subdifferential of a convex function.