Strictly feasible solutions and strict complementarity in multiple objective linear optimization

Recently, Luc defined a dual program for a multiple objective linear program. The dual problem is also a multiple objective linear problem and the weak duality and strong duality theorems for these primal and dual problems have been established. Here, we use these results to prove some relationships between multiple objective linear primal and dual problems. We extend the available results on single objective linear primal and dual problems to multiple objective linear primal and dual problems. Complementary slackness conditions for efficient solutions, and conditions for the existence of weakly efficient solution sets and existence of strictly primal and dual feasible points are established. We show that primal-dual (weakly) efficient solutions satisfying strictly complementary conditions exist. Furthermore, we consider Isermann’s and Kolumban’s dual problems and establish conditions for the existence of strictly primal and dual feasible points. We show the existence of primal-dual feasible points satisfying strictly complementary conditions for Isermann’s dual problem. Also, we give an alternative proof to establish necessary conditions for weakly efficient solutions of multiple objective programs, assuming the Kuhn–Tucker (KT) constraint qualification. We also provide a new condition to ensure the KT constraint qualification.     

向量优化中有效点的存在性

分别在有pre-order的无线性结构的集合和拓扑空间中，给出了有效点的存在性。作为应用，讨论了向量优化问题中解的存在性。最后给出了紧、弱紧、锥紧、锥半紧、上序紧、下序紧、上序半紧、准上序半紧和准下序半紧等之间的关系。     

锥凸对称向量拟均衡问题解集的通有稳定性

在拓扑向量空间中,利用Ky Fan截口定理得到一个锥凸向量拟均衡问题弱Pareto解的存在性结果.作为该结果的应用,得到了一个对称向量拟均衡问题在支付映射为锥凸条件下弱Pareto解的存在性定理.该定理在较弱的条件下回答了Fu在文献[1]中提出的第二个问题,即在支付映射为锥凸且连续的条件下对称向量拟均衡问题的弱Pareto解是否存在.最后在赋范线性空间中研究了锥凸对称向量拟均衡问题弱Pareto解集的通有稳定性.     

On the embedding of some linear spaces in finite projective planes

The problem of embedding of linear spaces in finite projective planes has been examined by several authors ([1], [2], [3], [4], [5], [6]). In particular, it has been proved in [1] that a linear space which is the complement of a projective or affine subplane of order m is embeddable in a unique way in a projective plane of order n. In this article, we give a generalization of this result by embedding linear spaces in a finite projective plane of order n, which are complements of certain regularA-affine linear spaces with respect to a finite projective plane.     

On the efficiency test in multi-objective linear fractional programming problems by Lotfi et al. 2010

The solution concept in multi-objective programming is represented by a program which reaches “the best compromise”. Many solving methods find a good compromise feasible solution and then check whether the solution is efficient or not. In this paper, using the efficiency test introduced by Lotfi et al. (2010) [12], we propose two procedures for deriving weakly and strongly efficient solutions in multi-objective linear fractional programming problems (MOLFPP) starting from any feasible solution, and present their possible applications in multiple criteria decision-making process. Then, we discuss a shortcoming of some fuzzy approaches to solving MOLFPP and modify them in order to guarantee the efficiency of the optimal solution.     

Approximation theorems for total quasi-?-asymptotically nonexpansive mappings with applications

The purpose of this article is to prove some approximation theorems of common fixed points for countable families of total quasi-?-asymptotically nonexpansive mappings which contain several kinds of mappings as its special cases in Banach spaces. In order to get the approximation theorems, the hybrid algorithms are presented and are used to approximate the common fixed points. Using this result, we also discuss the problem of strong convergence concerning the maximal monotone operators in a Banach space. The results of this article extend and improve the results of Matsushita and Takahashi [S. Matsushita, W. Takahashi, A strong convergence theorem for relatively nonexpansive mappings in Banach spaces, J. Approx. Theor. 134 (2005) 257-266], Plubtieng and Ungchittrakool [S. Plubtieng, K. Ungchittrakool, Hybrid iterative methods for convex feasibility problems and fixed point problems of relatively nonexpansive mappings in Banach spaces, J. Approx. Theor. 149 (2007) 103-115], Li, Su [H. Y. Li, Y. F. Su, Strong convergence theorems by a new hybrid for equilibrium problems and variational inequality problems, Nonlinear Anal. 72(2) (2010) 847-855], Su, Xu and Zhang [Y.F. Su, H.K. Xu, X. Zhang, Strong convergence theorems for two countable families of weak relatively nonexpansive mappings and applications, Nonlinear Anal. 73 (2010) 3890-3960], Wang et al. [Z.M. Wang, Y.F. Su, D.X. Wang, Y.C. Dong, A modified Halpern-type iteration algorithm for a family of hemi-relative nonexpansive mappings and systems of equilibrium problems in Banach spaces, J. Comput. Appl. Math. 235 (2011) 2364-2371], Chang et al. [S.S. Chang, H.W. Joseph Lee, Chi Kin Chan, A new hybrid method for solving a generalized equilibrium problem solving a variational inequality problem and obtaining common fixed points in Banach spaces with applications, Nonlinear Anal. 73 (2010) 2260-2270], Chang et al. [S.S. Chang, C.K. Chan, H.W. Joseph Lee, Modified block iterative algorithm for quasi-?-asymptotically nonexpansive mappings and equilibrium problem in Banach spaces, Appl. Math. Comput. 217 (2011) 7520-7530], Ofoedu and Malonza [E.U. Ofoedu, D.M. Malonza, Hybrid approximation of solutions of nonlinear operator equations and application to equation of Hammerstein-type, Appl. Math. Comput. 217 (2011) 6019-6030] and Yao et al. [Y.H. Yao, Y.C. Liou, S.M. Kang, Strong convergence of an iterative algorithm on an infinite countable family of nonexpansive mappings, Appl. Math. Comput. 208 (2009) 211-218].     

Vector duality for convex vector optimization problems by means of the quasi-interior of the ordering cone

We define weakly minimal elements of a set with respect to a convex cone by means of the quasi-interior of the cone and characterize them via linear scalarization, generalizing the classical weakly minimal elements from the literature. Then we attach to a general vector optimization problem, a dual vector optimization problem with respect to (generalized) weakly efficient solutions and establish new duality results. By considering particular cases of the primal vector optimization problem, we derive vector dual problems with respect to weakly efficient solutions for both constrained and unconstrained vector optimization problems and the corresponding weak, strong and converse duality statements.     

Optimality conditions for various efficient solutions involving coderivatives: From set-valued optimization problems to set-valued equilibrium problems

We present a new approach to the study of a set-valued equilibrium problem (for short, SEP) through the study of a set-valued optimization problem with a geometric constraint (for short, SOP) based on an equivalence between solutions of these problems. As illustrations, we adapt to SEP enhanced notions of relative Pareto efficient solutions introduced in set optimization by Bao and Mordukhovich and derive from known or new optimality conditions for various efficient solutions of SOP similar results for solutions of SEP as well as for solutions of a vector equilibrium problem and a vector variational inequality.We also introduce the concept of quasi weakly efficient solutions for the above problems and divide all efficient solutions under consideration into the Pareto-type group containing Pareto efficient, primary relative efficient, intrinsic relative efficient, quasi relative efficient solutions and the weak Pareto-type group containing quasi weakly efficient, weakly efficient, strongly efficient, positive properly efficient, Henig global properly efficient, Henig properly efficient, super efficient and Benson properly efficient solutions. The necessary conditions for Pareto-type efficient solutions and necessary/sufficient conditions for weak Pareto-type efficient solutions formulated here are expressed in terms of the Ioffe approximate coderivative and normal cone in the Banach space setting and in terms of the Mordukhovich coderivative and normal cone in the Asplund space setting.     

Further Analysis of an Outcome Set-Based Algorithm for Multiple-Objective Linear Programming

Various difficulties have been encountered in using decision set-based vector maximization methods to solve a multiple-objective linear programming problem (MOLP). Motivated by these difficulties, Benson recently developed a finite, outer-approximation algorithm for generating the set of all efficient extreme points in the outcome set, rather than in the decision set, of problem (MOLP). In this article, we show that the Benson algorithm also generates the set of all weakly efficient points in the outcome set of problem (MOLP). As a result, the usefulness of the algorithm as a decision aid in multiple objective linear programming is further enhanced.     

Approximate proximal methods in vector optimization

This paper studies the vector optimization problem of finding weakly efficient points for mappings in a Banach space Y, with respect to the partial order induced by a closed, convex, and pointed cone C ⊂ Y with a nonempty interior. The proximal method in vector optimization is extended to develop an approximate proximal method for this problem by virtue of the approximate proximal point method for finding a root of a maximal monotone operator. In this approximate proximal method, the subproblems consist of finding weakly efficient points for suitable regularizations of the original mapping. We present both an absolute and a relative version, in which the subproblems are solved only approximately. Weak convergence of the generated sequence to a weak efficient point is established. In addition, we also discuss an extension to Bregman-function-based proximal algorithms for finding weakly efficient points for mappings.     

Determining maximal efficient faces in multiobjective linear programming problem

Finding an efficient or weakly efficient solution in a multiobjective linear programming (MOLP) problem is not a difficult task. The difficulty lies in finding all these solutions and representing their structures. Since there are many convenient approaches that obtain all of the (weakly) efficient extreme points and (weakly) efficient extreme rays in an MOLP, this paper develops an algorithm which effectively finds all of the (weakly) efficient maximal faces in an MOLP using all of the (weakly) efficient extreme points and extreme rays. The proposed algorithm avoids the degeneration problem, which is the major problem of the most of previous algorithms and gives an explicit structure for maximal efficient (weak efficient) faces. Consequently, it gives a convenient representation of efficient (weak efficient) set using maximal efficient (weak efficient) faces. The proposed algorithm is based on two facts. Firstly, the efficiency and weak efficiency property of a face is determined using a relative interior point of it. Secondly, the relative interior point is achieved using some affine independent points. Indeed, the affine independent property enable us to obtain an efficient relative interior point rapidly.     

Weak efficiency in multiobjective variational problems under generalized convexity

In this paper, we provide new pseudoinvexity conditions on the involved functionals of a multiobjective variational problem, such that all vector Kuhn-Tucker or Fritz John points are weakly efficient solutions if and only if these conditions are fulfilled. We relate weakly efficient solutions to optimal solutions of weighting problems. We improve recent papers, and we generalize pseudoinvexity conditions used in multiobjective mathematical programming, so as some of their characterization results. The new conditions and results are illustrated with an example.     

Strong convergence theorems for countable families of asymptotically relatively nonexpansive mappings with applications

The purpose of this paper is by using the hybrid iterative method to prove some strong convergence theorems for approximating a common element of the set of solutions to a system of generalized mixed equilibrium problems and the set of common fixed points for two countable families of closed and asymptotically relatively nonexpansive mappings in Banach space. The results presented in the paper improve and extend the corresponding results of Su et al. [Y.F. Su, H.K. Xu, X. Zhang, Strong convergence theorems for two countable families of weak relatively nonexpansive mappings and applications, Nonlinear Anal. 73 (2010) 3890-3906], Li and Su [H.Y. Li, Y.F. Su, Strong convergence theorems by a new hybrid for equilibrium problems and variational inequality problems, Nonlinear Anal. 72 (2) (2010) 847-855], Chang et al. [S.S. Chang, H.W. Joseph Lee, Chi Kin Chan, A new hybrid method for solving a generalized equilibrium problem solving a variational inequality problem and obtaining common fixed points in Banach spaces with applications, Nonlinear Anal. TMA 73 (2010) 2260-2270], Kang et al. [J. Kang, Y. Su, X. Zhang, Hybrid algorithm for fixed points of weak relatively nonexpansive mappings and applications, Nonlinear Anal. HS 4 (4) (2010) 755-765], Matsushita and Takahashi [S. Matsushita, W. Takahashi, A strong convergence theorem for relatively nonexpansive mappings in Banach spaces, J. Approx. Theory 134 (2005) 257-266], Tan et al. [J.F. Tan, S.S. Chang, M. Liu, J.I. Liu, Strong convergence theorems of a hybrid projection algorithm for a family of quasi-?-asymptotically nonexpansive mappings, Opuscula Math. 30 (3) (2010) 341-348], Takahashia and Zembayashi [W. Takahashi, K. Zembayashi, Strong and weak convergence theorems for equilibrium problems and relatively nonexpansive mappings in Banach spaces, Nonlinear Anal. 70 (2009) 45-57] and Wattanawitoon and Kumam [K. Wattanawitoon, P. Kumam, Strong convergence theorems by a new hybrid projection algorithm for fixed point problem and equilibrium problems of two relatively quasi-nonexpansive mappings, Nonlinear Anal. Hybrid Systems 3 (2009) 11-20] and others.     

Uniform exponential convergence of sample average random functions under general sampling with applications in stochastic programming

Sample average approximation (SAA) is one of the most popular methods for solving stochastic optimization and equilibrium problems. Research on SAA has been mostly focused on the case when sampling is independent and identically distributed (iid) with exceptions (Dai et al. (2000) [9], Homem-de-Mello (2008) [16]). In this paper we study SAA with general sampling (including iid sampling and non-iid sampling) for solving nonsmooth stochastic optimization problems, stochastic Nash equilibrium problems and stochastic generalized equations. To this end, we first derive the uniform exponential convergence of the sample average of a class of lower semicontinuous random functions and then apply it to a nonsmooth stochastic minimization problem. Exponential convergence of estimators of both optimal solutions and M-stationary points (characterized by Mordukhovich limiting subgradients (Mordukhovich (2006) [23], Rockafellar and Wets (1998) [32])) are established under mild conditions. We also use the unform convergence result to establish the exponential rate of convergence of statistical estimators of a stochastic Nash equilibrium problem and estimators of the solutions to a stochastic generalized equation problem.     

On the efficiency of Newton and Broyden numerical methods in the investigation of the regular polygon problem of (N + 1) bodies

Numerical methods of finding the roots of a system of non-linear algebraic equations are treated in this paper. This paper attempts to give an answer to the selection of the most efficient method in a complex problem of Celestial Dynamics, the so-called ring problem of (N + 1) bodies. We apply Newton and Broyden’s method to these problems and we investigate, by means of their use, the planar equilibrium points, the five equilibrium zones, which are symbolized by A₁, A₂, B, C₂, and C₁ (by order of appearance from the center O to the periphery of the imaginary circle on which the primaries lie) [T.J. Kalvouridis, A planar case of the N + 1 body problem: the ring problem. Astrophys. Space Sci. 260 (3) (1999) 309-325], and the attracting regions of the system. The efficiency of these methods is studied through a comparative process. The obtained results are demonstrated in figures and are discussed.     

可能性与必要性测度性质及可能多目标线性规划的模糊有效解关系定理

在文 [1 ]基础上 ,深入研究了可能性与必要性测度的重要性质 ;通过反例指出在一般情形下 ( A,B至少有一个为严格模糊集合 )由“NA( B) >0”出发 ,得不出“πA( B) =1”的结论 ;同时 ,论证了上述结论成立的条件 ,以此为基础 ,得到两种测度的相关定理。这样 ,便纠正了文[1 ]中的错误。接下来研究了可能多目标规划问题中的两种解——必要有效解与可能有效解之间的关系 ,得到相应的关系定理。作为它的应用 ,我们给出三个实例     

Kuratowski convergence of the efficient sets in the parametric linear vector semi-infinite optimization

In the space of whole linear vector semi-infinite optimization problems we consider the mappings putting into correspondence to each problem the set of efficient and weakly efficient points, respectively. We endow the image space with Kuratowski convergence and by means of the lower and upper semi-continuity of these mappings we prove generic well-posedness of the vector optimization problems. The connection between the continuity and some properties of the efficient sets is also discussed.     

Weakly efficient solutions and pseudoinvexity in multiobjective control problems

In this paper, we introduce new pseudoinvexity conditions on functionals involved in a multiobjective control problem, called W-KT-pseudoinvexity and W-FJ-pseudoinvexity. We prove that all Kuhn-Tucker or Fritz-John points are weakly efficient solutions if and only if these conditions are fulfilled. We relate weakly efficient solutions to optimal solutions of weighting control problems. We generalize recently obtained optimality results of known mathematical programming problems and control problems. We illustrate these results with an example.     

Generalized KKM-type theorems for weakly generalized KKM mapping with some applications

In this paper, we establish some new generalized KKM-type theorems based on weakly generalized KKM mapping without any convexity structure in topological spaces. As applications, some minimax inequalities and an existence theorem of equilibrium points for an abstract generalized vector equilibrium problem are proved in topological spaces. The results presented in this paper unify and generalize some known results in recent literature.