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Some remarks on the Minty vector variational principle
Authors:Giovanni P Crespi
Institution:a University of Valle d'Aosta, Faculty of Economics, Loc. Grand Chemin 73/75, 11100 Saint-Christophe (AO), Italy
b University of Insubria, Department of Economics, via Monte Generoso 71, 21100 Varese, Italy
Abstract:In scalar optimization it is well known that a solution of a Minty variational inequality of differential type is a solution of the related optimization problem. This relation is known as “Minty variational principle.” In the vector case, the links between Minty variational inequalities and vector optimization problems were investigated in F. Giannessi, On Minty variational principle, in: New Trends in Mathematical Programming, Kluwer Academic, Dordrecht, 1997, pp. 93-99] and subsequently in X.M. Yang, X.Q. Yang, K.L. Teo, Some remarks on the Minty vector variational inequality, J. Optim. Theory Appl. 121 (2004) 193-201]. In these papers, in the particular case of a differentiable objective function f taking values in Rm and a Pareto ordering cone, it has been shown that the vector Minty variational principle holds for pseudoconvex functions. In this paper we extend such results to the case of an arbitrary ordering cone and a nondifferentiable objective function, distinguishing two different kinds of solutions of a vector optimization problem, namely ideal (or absolute) efficient points and weakly efficient points. Further, we point out that in the vector case, the Minty variational principle cannot be extended to quasiconvex functions.
Keywords:Vector variational inequalities  Minty variational principle  Generalized convexity  Optimization
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