On the set of weakly efficient minimizers for convex multiobjective programming (original) (raw)

Inner and outer estimates for the solution sets and their asymptotic cones in vector optimization

Optimization Letters

We use asymptotic analysis to develop finer estimates for the efficient, weak efficient and proper efficient solution sets (and for their asymptotic cones) to convex/quasiconvex vector optimization problems. We also provide a new representation for the efficient solution set without any convexity assumption, and the estimates involve the minima of the linear scalarization of the original vector problem. Some new necessary conditions for a point to be efficient or weak efficient solution for general convex vector optimization problems, as well as for the nonconvex quadratic multiobjective optimization problem, are established.

On implicit function theorems for set-valued maps and their application to mathematical programming under inclusion constraints

Applied Mathematics and Optimization, 1991

In this paper we establish some implicit function theorems for a class of locally Lipschitz set-valued maps and then apply them to investigate some questions concerning the stability of optimization problems with inclusion constraints. In consequence we have an extension of some of the corresponding results of Robinson, Aubin, and others. Implicit Function Theorems for Set-Valued Maps 37 radius c > 0 by Bz(z, c), and its interior by Bz(z, c). The symbols B z and S z stand for the unit ball and the unit sphere in Z, respectively, i.e., Bz = Bz(0, 1), S z = {z ~ Z/N z II = 1}. By B* and S* we mean the unit ball and the unit sphere in Z*. The subscript will be deleted if no confusion is possible. The distance from a point z e Z to a subset A c Z is denoted by d(z, A) and the excess of A over a subset B c Z is denoted by e(A, B), that is d(z, A) = inf{[] z-al[/a ~ A} and e(A, B) = sup{a(a, B)/a ~ A}. We admit that d(z, A) = + ~ if A = ~ (the empty set). The abbreviation "int" is used to denote the interior of a set. The Clarke tangent cone to a dosed subset E c Z at a point z o ~ E, denoted by Tr.(Zo), is defined in [5] and is characterized in [14] as the set of all z ~ Z satisfying the condition: for every q > 0 there exist r > 0, s > 0 such that [z' + tBz(z, q)] ~ E ~ for all t e (0, r) and z' E Bz(zo, s) n E. Note that Tr.(Zo) is a closed convex cone. Its dual Nr(zo) = {z* e Z*/(z*, z) < 0 for all z e Tr(zo)} is the Clarke normal cone to E at z o. It is well known that Tr(zo) coincides with the tangent cone of E at Zo in the sense of convex analysis if E is convex. Throughout the forthcoming, unless otherwise specified, X and Y are Hilbert spaces, P is a normed space, H is a set-valued map from X to Y, and F is a setvalued map from X x P to Y. Denote by gr H and dom H the graph and the domain of H, respectively, that is, gr n = {(x, y) ~ X x Y/y ~ n(x)}, dora n = {x ~ x/n(x) ~ ~5}. We say that H is convex (resp. closed) if gr H is convex (resp. closed) in the product space X x Y. We say that H is locally Lipschitz at x 0 e X if there is U ~ N(xo) such that, for some k > 0 and for all Xl, x2 e U, the following inclusion holds: n(xx) ~ n(x2) + k II xx-x2 IIB.

Some minimax problems of vector-valued functions

Journal of Optimization Theory and Applications, 1988

The concepts of cone extreme points, cone saddle points, and cone saddle values are introduced. The relation of inclusion among the sets minix~x maxy~yf(x, y), maxiy~y minx~x f(x, y), and the set of all weak cone saddle values is investigated in the case where the image space R n o f f is ordered by an acute convex cone.

A generic approach to approximate efficiency and applications to vector optimization with set-valued maps

Journal of Global Optimization, 2011

In this paper we focus on approximate minimal points of a set in Hausdorff locally convex spaces. Our aim is to develop a general framework from which it is possible to deduce important properties of these points by applying simple results. For this purpose we introduce a new concept of ε-efficient point based on set-valued mappings and we obtain existence results and properties on the behavior of these approximate efficient points when ε is fixed and by considering that ε tends to zero. Finally, the obtained results are applied to vector optimization problems with set-valued mappings.

Optimality conditions for multiobjecttve and nonsmooth minimisation in abstract spaces

Bulletin of the Australian Mathematical Society, 1994

In this paper we study optimality conditions for an efficient solution in various senses of a general multiobjective optimisation problem in abstract spaces. We utilise properties of the Clarke's generalised differential and properties of a conesubconvexlike function to derive a few necessary and/or sufficient conditions for a feasible solution to be a weak minimum (a minimum, a strong minimum or a proper minimum) of the vector optimisation problem. The results in this paper are extensions and refinements of some known results in vector optimisation.

Characterization of Weakly Efficient Solutions for Nonlinear Multiobjective Programming Problems. Duality

Journal of Convex Analysis

Convexity and generalized convexity play a central role in mathematical programming for duality results and in order to characterize the solutions set. In this paper, taking in mind Craven's notion of K-invexity function (when K is a cone in R-n) and Martin's notion of Karush-Kuhn-Tucker invexity (hereafter KKT-invexity), we define new notions of generalized convexity for a multiobjective problem with conic constraints. These new notions are both necessary and sufficient to ensure every Karush-Kuhn-Tucker point is a solution. The study of the solutions is also done through the solutions of an associated scalar problem. A Mond-Weir type dual problem is formulated and weak and strong duality results are provided. The notions and results that exist in the literature up to now are particular instances of the ones presented here.

Characterizing weak solutions for vector optimization problems

arXiv (Cornell University), 2016

This paper provides characterizations of the weak solutions of optimization problems where a given vector function F, from a decision space X to an objective space Y , is "minimized" on the set of elements x ∈ C (where C ⊂ X is a given nonempty constraint set), satisfying G (x) ≦ S 0 Z , where G is another given vector function from X to a constraint space Z with positive cone S. The three spaces X, Y, and Z are locally convex Hausdorff topological vector spaces, with Y and Z partially ordered by two convex cones K and S, respectively, and enlarged with a greatest and a smallest element. In order to get suitable versions of the Farkas lemma allowing to obtain optimality conditions expressed in terms of the data, the triplet (F, G, C) , we use non-asymptotic representations of the K−epigraph of the conjugate function of F + I A , where I A denotes the indicator function of the feasible set A, that is, the function associating the zero vector of Y to any element of A and the greatest element of Y to any element of X A.

Some Sufficient Optimality Conditions in Nondiferentiable Multiobjective Programming

2015

The study of the multiobjective programming problems is one of the great significance in optimization theory (see [1]). A certain situation is when the objective function is a nondiferentiable vector function. To treat this case we consider a constrained multiobjective programming problem. The class of invex functions was introduced by Hanson (see [2]). This class of functions is designed to relax the assumptions of the convexity which are imposed on functions when we want to state the sufficient optimality conditions. In the specialized literature exists some concepts concerning the class of invex functions (see [3], [4]). One of these approaches is that proposed by H. Slimani and M.S. Radjef (see [4]). In their study the invexity for a differentiable vector function is solved by searching the invexity for each component. On the other hand, for studying the invexity of a nondifferentiable vector function with respect to the same function η exist an other approach (see [5], [6],) wh...