Henig proper efficient points and generalized Henig proper efficient points

Applying the theory of locally convex spaces to vector optimization, we investigate the relationship between Henig proper efficient points and generalized Henig proper efficient points. In particular, we obtain a sufficient and necessary condition for generalized Henig proper efficient points to be Henig proper efficient points. From this, we derive several convenient criteria for judging Henig proper efficient points.     

关于Henig真有效性

在局部凸空间中,获得了Henig真有效点的一些等价条件,讨论了Henig真有效点与Benson真有效点之间的关系.     

严有效点与Henig真有效点

文章证明了严有效点等价于Henig真有效点．利用这个等价关系，得到了局部凸空间中Henig真有效点的存在性条件。纯量化特征和稠密性定理．并且改进了已知的有关结果．     

关于有效点与真有效点的几个定理

本文推广了Ｂｅｎｓｏｎ真有效点的定义，给出了凸锥相对内部的一个刻划，并在无尖性假设情况下，利用凸锥相对内部的刻划，证明了Ｈａｒｔｌｅｙ真有效点与改进的Ｂｅｎｓｏｎ真有效点是等价的；同时给出了一些有效点与真有效点标量化的一些结果．     

Globally proper saddle point in ic-cone-convexlike set-valued optimization problems

The existence conditions of globally proper efficient points and a useful property of ic- cone-convexlike set-valued maps are obtained. Under the assumption of the ic-cone-convexlikeness, the optimality conditions for globally proper efficient solutions are established in terms of Lagrange multipliers. The new concept of globally proper saddle-point for an appropriate set-valued Lagrange map is introduced and used to characterize the globally proper efficient solutions. The results which are obtained in this paper are proven under the conditions that the ordering cone need not to have a nonempty interior.     

The Ekeland variational principle for Henig proper minimizers and super minimizers

In this paper we consider, for the first time, approximate Henig proper minimizers and approximate super minimizers of a set-valued map F with values in a partially ordered vector space and formulate two versions of the Ekeland variational principle for these points involving coderivatives in the sense of Ioffe, Clarke and Mordukhovich. As applications we obtain sufficient conditions for F to have a Henig proper minimizer or a super minimizer under the Palais-Smale type conditions. The techniques are essentially based on the characterizations of Henig proper efficient points and super efficient points by mean of the Henig dilating cones and the Hiriart-Urruty signed distance function.     

有效点、弱有效点和真有效点的锥刻画

利用集合在某点的相依切锥、法向锥和可行方向锥等研究向量优化问题的有效点、 弱有效点和真有效点的特征,对局部有效点、局部弱有效点和局部真有效点与集合的各 锥之间的关系作了刻画.     

多目标优化问题Proximal真有效解的最优性条件

在广义凸性假设下,给出了集合proximal真有效点的线性标量化,并在此基础上证明了它与Benson真有效点和Borwein真有效点的等价性.将这些结果应用到多目标优化问题上,得到proximal真有效解的最优性条件.最后,利用proximal次微分,得到了proximal真有效解的模糊型最优性条件.     

ON THE THEOREM OF ARROW-BARANKIN-BLACKWELL FOR WEAKIY COMPACT CONVEX SET

ＯＮＴＨＥＴＨＥＯＲＥＭＯＦＡＲＲＯＷ－ＢＡＲＡＮＫＩＮ－ＢＬＡＣＫＷＥＬＬＦＯＲＷＥＡＫＩＹＣＯＭＰＡＣＴＣＯＮＶＥＸＳＥＴ￥ＦＵＷＡＮＴＡＯＡｂｓｔｒａｃｔ：ＴｈｉｓｐａｐｅｒｓｔｕｄｉｅｓｔｈｅｋｎｏｗｎｄｅｎｓｉｔｙｔｈｅｏｒｅｍｏｆＡｒｒｏ...     

ON THE THEOREM OF ARROW-BARANKIN-BLACKWELL FOR WEAKLY COMPACT CONVEX SET

This papeer studies the known density theorem of Arrow-Barankin-Blackwell. The following main result is obtained: If X is a Hausdorff locally convex Topological space and C belong to X is a closed convex cone with bounded base, then for every nonempty weakly compact convex subset A, the set of positive proper efficient points of A is dense in the set of efficient points of A.     

Bases of convex cones and Borwein's proper efficiency

In this note, we establish some interesting relationships between the existence of Borwein's proper efficient points and the existence of bases for convex ordering cones in normed linear spaces. We show that, if the closed unit ball in a smooth normed space ordered by a convex cone possesses a proper efficient point in the sense of Borwein, then the ordering cone is based. In particular, a convex ordering cone in a reflexive space is based if the closed unit ball possesses a proper efficient point. Conversely, we show that, in any ordered normed space, if the ordering cone has a base, then every weakly compact set possesses a proper efficient point.The research was conducted while the author was working on his PhD Degree under the supervision of Professor J. M. Borwein, whose guidance and valuable suggestions are gratefully appreciated. The author would like to thank two anonymous referees for their constructive comments and suggestions. This research was supported by an NSERC grant and a Mount Saint Vincent University Research Grant.     

集值优化问题ε-严有效性的最优性条件

本文是文[1]工作的继续,对ε-严有效性开展进一步的研究.对于集值优化问题(SVP),在有关映射为锥-类凸的假设条件下,得到了ε-(真)严有效点(解)的ε-Lagrange乘子、ε-真严鞍点和ε-Lagrange型对偶等结果.     

On the density of proper efficient points

In this paper, our aim is to discuss the density of proper efficient points. As an interesting application of the results in this paper, we want to prove a density theorem of Arrow, Barankin, and Blackwell.

     

Density theorems for generalized Henig proper efficiency

We develop a new, simple technique of proof for density theorems (i.e.,for the sufficient conditions to guarantee that the proper efficient points of a set are dense in the efficient frontier) in an ordered topological vector space. The results are the following: (i) the set of proper efficient points of any compact setQ is dense in the set of efficient points with respect to the original topology of the space whenever the ordering coneK is weakly closed and admits strictly positive functionals; moreover, ifK is not weakly closed, then there exists a compact set for which the density statement fails; (ii) ifQ is weakly compact, then we have only weak density, but ifK has a closed bounded base, then we can assert the density with respect to the original topology, (iii) there exists a similar possibility to assert the strong density for weakly compactQ if additional restrictions are placed onQ instead ofK. These three results are obtained in a unified way as corollaries of the same statement. In this paper, we use the concept of proper efficiency due to Henig. We extend his definition to the setting of a Hausdorff topological vector space.Research of the first author was supported by the Foundation of Fundamental Research of the Republic of Belarus. Authors are grateful to Professor Valentin V. Gorokhovik for suggesting the problem studied in this paper and for numerous fruitful conversations.     

Some Geometrical Aspects of Efficient Points in Vector Optimization

We study efficient point sets in terms of extreme points, positive support points and strongly positive exposed points. In the case when the ordering cone has a bounded base, we prove that the efficient point set of a weakly compact convex set is contained in the closed convex hull of its strongly positive exposed points, thereby extending the Phelps theorem. We study also the density of positive proper efficient point sets. This research was supported by a Central Research Grant of Hong Kong Polytechnic University, Grant G-T 507. Research of the first author was also supported by the National Natural Science Foundation of P.R. China, Grant 10361008, and the Natural Science Foundation of Yunnan Province, China, Grant 2003A002M. Research of the second author was also supported by the Natural Science Foundation of Chongqing. Research of the third author was supported by a research grant from Australian Research Counsil.     

Properly efficient and efficient solutions for vector maximization problems in euclidean space

Recently Benson proposed a definition for extending Geoffrion's concept of proper efficiency to the vector maximization problem in which the domination cone K is any nontrivial, closed convex cone. We give an equivalent definition of his notion of proper efficiency. Our definition, by means of perturbation of the cone K, seems to offer another justification of Benson's choice above Borwein's extension of Geoffrion's concept. Our result enables one to prove some other theorems concerning properly efficient and efficient points. Among these is a connectedness result.     

Pareto set reduction based on an axiomatic approach with application of some metrics

A multicriteria choice problem involving a decision-maker’s binary preference relation is considered. Several two-stage methods are proposed for its solution. First, the Pareto set is reduced by applying an axiomatic approach. Then the problem is scalarized on the resulting set by using the Chebyshev or Euclidean metric. The methods proposed are substantiated with the help of well-known and new techniques for characterizing weakly efficient and proper efficient points. Illustrative examples are given.     

单调Minkowski泛函与Henig真有效性的标量化

没有凸锥的闭性和点性假设,该文考虑由一般凸锥生成的单调Minkowski泛函并研究其性质.由此,在偏序局部凸空间的框架下,通过利用单调连续Minkowski泛函和单调连续半范,该文分别获得了一般集合及锥有界集合的弱有效点的标量化.利用此弱有效性的标量化,该文分别推导出一般集合及锥有界集合的Henig真有效点的标量化.进而,当序锥具备有界基时,该文获得局部凸空间中超有效性的一些标量化结果.最后,该文给出Henig真有效性和超有效性的稠密性结果.这些结果推广并改进了有关的已知结果.     

Some geometrical aspects of the efficient line in vector optimization

Several relations are established between the proper ideal points and the extreme points, and also between the proper ideal points and the denting points. A necessary and sufficient geometrical condition is stated for a point to be a proper ideal point.