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Super efficiency in convex vector optimization |
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| Authors: | J. M. Borwein D. M. Zhuang |
| Affiliation: | (1) Department of Mathematics, Statistics and Computing Science, Dalhousie University, B3H3J5 Halifax, Nova Scotia, Canada;(2) Department of Mathematics and Computer Studies, Mount St. Vincent University, B3M2J6 Halifax, Nova Scotia, Canada |
| Abstract: | We establish a Lagrange Multiplier Theorem for super efficiency in convex vector optimization and express super efficient solutions as saddle points of appropriate Lagrangian functions. An example is given to show that the boundedness of the base of the ordering cone is essential for the existence of super efficient points.Research is supported partially by NSERC.Research is supported partially by NSERC and Mount St. Vincent University grant. |
| Keywords: | Super efficiency convex vector optimization Lagrange Multiplier Theorem scalarization |
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