Normal subdifferentials of efficient point multifunctions in parametric vector optimization

The normal subdifferential of a set-valued mapping with values in a partially ordered Banach space has been recently introduced in Bao and Mordukhovich (Control Cyber 36:531–562, 2007), by using the Mordukhovich coderivative of the associated epigraphical multifunction, which has proven to be useful in deriving necessary conditions for super efficient points of vector optimization problems. In this paper, we establish new formulae for computing and/or estimating the normal subdifferential of the efficient point multifunctions of parametric vector optimization problems. These formulae will be presented in a broad class of conventional vgector optimization problems with the presence of geometric, operator, equilibrium, and (finite and infinite) functional constraints.     

Clarke coderivatives of efficient point multifunctions in parametric vector optimization

The paper is devoted to the study of the Clarke/circatangent coderivatives of the efficient point multifunction of parametric vector optimization problems in Banach spaces. We provide inner/outer estimates for evaluating the Clarke/circatangent coderivative of this multifunction in a broad class of conventional vector optimization problems in the presence of geometrical, operator and (finite and infinite) functional constraints. Examples are given for analyzing and illustrating the obtained results.     

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.     

Continuity of the efficient solution mapping for vector optimization problems

This paper aims at investigating the continuity of the efficient solution mapping of perturbed vector optimization problems. First, we introduce the concept of the level mapping. We give sufficient conditions for the upper semicontinuity and the lower semicontinuity of the level mapping. The upper semicontinuity and the lower semicontinuity of the efficient solution mapping are established by using the continuity properties of the level mapping. We establish a corollary about the lower semicontinuity of the minimal point set-valued mapping. Meanwhile, we give some examples to illustrate that the corollary is different from the ones in the literature.     

Continuity of solution maps of parametric quasiequilibrium problems

In this article, we consider a parametric vector quasiequilibrium problem in topological vector spaces. Sufficient conditions for solution maps to be lower and Hausdorff lower semicontinuous, upper semicontinuous and continuous are established. Our results improve recent existing ones in the literature.     

Generalized second-order contingent epiderivatives in parametric vector optimization problems

This paper is concerned with generalized second-order contingent epiderivatives of frontier and solution maps in parametric vector optimization problems. Under some mild conditions, we obtain some formulas for computing generalized second-order contingent epiderivatives of frontier and solution maps, respectively. We also give some examples to illustrate the corresponding results.     

Continuity properties of solution maps of parametric lexicographic equilibrium problems

Inspired by the great importance of equilibrium problems and the lexicographic order, we consider a parametric lexicographic equilibrium problem. Sufficient conditions for the upper semicontinuity, closedness, and continuity of solution maps are established. Many examples are provided to ensure the essentialness of the imposed assumptions. Applications to lexicographic variational inequalities and lexicographic optimization problems are discussed.     

Existence of weakly efficient solutions in vector optimization

In this paper, we present an existence result for weak efficient solution for the vector optimization problem. The result is stated for invex strongly compactly Lipschitz functions.     

向量优化问题中的弱S-有效解

在局部凸拓扑线性空间中, 提出了集值向量优化问题的弱S-有效解和S-次似凸性概念. 在S-次似凸性假设下建立了择一性定理, 并利用择一性定理建立了弱S-有效解的标量化定理. 此外, 通过几个具体例子解释了主要结果.     

Newton-like methods for efficient solutions in vector optimization

In this work we study the Newton-like methods for finding efficient solutions of the vector optimization problem for a map from a finite dimensional Hilbert space X to a Banach space Y, with respect to the partial order induced by a closed, convex and pointed cone C with a nonempty interior. We present both exact and inexact versions, in which the subproblems are solved approximately, within a tolerance. Furthermore, we prove that under reasonable hypotheses, the sequence generated by our method converges to an efficient solution of this problem.     

A parametric simplex algorithm for linear vector optimization problems

In this paper, a parametric simplex algorithm for solving linear vector optimization problems (LVOPs) is presented. This algorithm can be seen as a variant of the multi-objective simplex (the Evans–Steuer) algorithm (Math Program 5(1):54–72, 1973). Different from it, the proposed algorithm works in the parameter space and does not aim to find the set of all efficient solutions. Instead, it finds a solution in the sense of Löhne (Vector optimization with infimum and supremum. Springer, Berlin, 2011), that is, it finds a subset of efficient solutions that allows to generate the whole efficient frontier. In that sense, it can also be seen as a generalization of the parametric self-dual simplex algorithm, which originally is designed for solving single objective linear optimization problems, and is modified to solve two objective bounded LVOPs with the positive orthant as the ordering cone in Ruszczyński and Vanderbei (Econometrica 71(4):1287–1297, 2003). The algorithm proposed here works for any dimension, any solid pointed polyhedral ordering cone C and for bounded as well as unbounded problems. Numerical results are provided to compare the proposed algorithm with an objective space based LVOP algorithm [Benson’s algorithm in Hamel et al. (J Global Optim 59(4):811–836, 2014)], that also provides a solution in the sense of Löhne (2011), and with the Evans–Steuer algorithm (1973). The results show that for non-degenerate problems the proposed algorithm outperforms Benson’s algorithm and is on par with the Evans–Steuer algorithm. For highly degenerate problems Benson’s algorithm (Hamel et al. 2014) outperforms the simplex-type algorithms; however, the parametric simplex algorithm is for these problems computationally much more efficient than the Evans–Steuer algorithm.     

Existence of weakly efficient solutions in nonsmooth vector optimization

In this paper we study the existence of weakly efficient solutions for some nonsmooth and nonconvex vector optimization problems. We consider problems whose objective functions are defined between infinite and finite-dimensional Banach spaces. Our results are stated under hypotheses of generalized convexity and make use of variational-like inequalities.     

Super efficiency in vector optimization with nearly convexlike set-valued maps

In this paper, we establish a scalarization theorem and a Lagrange multiplier theorem for super efficiency in vector optimization problem involving nearly convexlike set-valued maps. A dual is proposed and duality results are obtained in terms of super efficient solutions. A new type of saddle point, called super saddle point, of an appropriate set-valued Lagrangian map is introduced and is used to characterize super efficiency.     

The generalized jacobian of the optimal solution in parametric optimization

If a strong sufficient optimality condition of second order together with the Mangasarian-Fromowitz and the constant rank constraint qualifications are: satisfied for a parametric optimization problem, then a local optimal solution is strongly stable in the sense of Kojima and the corresponding optimal solution function is locally Lipschitz continuous. In the article the possibilities for the computation of the generalized Jacobian of this function are discussed. We will give formulae for the guaranteed computation of the entire generalized Jacobian, provided that an additional assumption is satisfied. An example will show its necessity. Unfortunately, this assumption is difficult to be verified. Without it, at least one element of the generalized Jacobian can be computed with non-polynomial complexity in the worst case. Using a uniforrn distribution in the parameter space, a last approach yields one of them with probability one in polynomial time     

Sensitivity analysis of solution mappings of parametric vector quasi-equilibrium problems

In this article, we study the parametric vector quasi-equilibrium problem (PVQEP). We investigate existence of solution for PVQEP and continuities of the solution mappings of PVQEP. In particular, results concerning the lower semicontinuity of the solution mapping of PVQEP are presented.      

Some properties of efficient solutions for vector optimization

In this paper, we discuss the optimality conditions for vector optimization problems. Properties of efficient and weakly efficient solutions are studied, and some new necessary conditions are obtained. Most of them are related to the mapping properties of the derivative operatorf(x) of the objective functionf. Almost all of our results are based on the methods of functional analysis and the theory of degree.The authors would like to thank Professor Y. D. Hu, Deputy General Secretary of the Chinese Operations Research Society, for his help and directions. Also, the authors would like to thank Professors T. K. Sung and Y. J. Chang, Chairmen of the authors' present department, for their sincere concern and encouragement. Finally, the authors are grateful to Professor G. Leitmann for his valuable comments, suggestions, and his careful editing of an earlier version of this paper.