Existence of efficient and properly efficient solutions to problems of constrained vector optimization

Mathematical Programming - The paper is devoted to the existence of global optimal solutions for a general class of nonsmooth problems of constrained vector optimization without boundedness...     

Proper solutions of vector optimization problems

We define proper solutions in the Kuhn-Tucker sense for multiobjective mathematical programming problems with parameters in infinite-dimensional spaces and compare them with other definitions via suitable representatives: the Benson, Geoffrion, and Hurwicz properness. Necessary and/or sufficient conditions for proper solutions are proved. Problems with and without constraint qualifications are considered under relaxed convexity and differentiability assumptions.The author is grateful to Prof. W. Stadler and two referees for valuable remarks and suggestions concerning a previous draft of this paper.     

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.     

On essential sets and essential components of efficient solutions for vector optimization problems

In this paper, we first introduce the notions of an essential set and an essential component of the set of efficient solutions for continuous vector optimizations on a nonempty compact subset of a metric space. Then we show that for each of these vector optimizations, each set of all efficient solutions corresponding to the same optimal values is essential. Basing on this result, we give full characterizations of an essential point, an essential set and an essential component, respectively. As an application, we prove that for continuous quasiconvex vector optimization problems on a nonempty compact subset of a metric vector space, each component of the set of efficient solutions is essential even though the efficient solution set is not connected.     

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.     

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.     

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.     

Existence of efficient solutions for vector maximization problems

The vector maximization problem arises when more than one objective function is to be maximized over a given feasibility region. The concept of efficiency has played a useful role in analyzing this problem. In order to exclude efficient solutions of a certain anomalous type, the concept of proper efficiency has also been utilized. In this paper, an examination of the existence of efficient and properly efficient solutions for the vector maximization problem is undertaken. Given a feasible solution for the vector maximization problem, a related single-objective mathematical programming problem is investigated. Any optimal solution to this program, if one exists, yields an efficient solution for the vector maximization problem. In many cases, the unboundedness of this problem shows that no properly efficient solutions exist. Conditions are pointed out under which the latter conclusion implies that the set of efficient solutions is null. As a byproduct of our results, conditions are derived which guarantee that the outcome of any improperly efficient point is the limit of the outcomes of some sequence of properly efficient points. Examples are provided to illustrate these results.The author would like to thank Professor T. L. Morin for his helpful comments. Thanks also go to an anonymous reviewer for his useful comments concerning an earlier version of this paper.The author would like to acknowledge a useful discussion with Professor G. Bitran which helped in motivating Example 4.1.     

Tikhonov-type regularization method for efficient solutions in vector optimization

The paper is devoted to developing the Tikhonov-type regularization algorithm of finding efficient solutions to the vector optimization problem for a mapping between finite dimensional Hilbert spaces with respect to the partial order induced by a pointed closed convex cone. We prove that under some suitable conditions either the sequence generated by our method converges to an efficient solution or all of its cluster points belong to the set of all efficient solutions of this problem.     

On comparison of approximate solutions in vector optimization problems

The problem of comparison of approximations (approximate solutions to a vector optimization problem) obtained using different numerical methods is considered. In the absence of a priori information about the set of weakly efficient vectors, a scalar function is introduced that enables pair-wise comparison of approximations and establishes a binary preference relation according to which the approximations close (in the sense of the Hausdorff distance) to the set containing all possible efficient vectors are preferable to other approximations.     

向量优化问题的近似解研究

向量优化是数学规划领域中十分重要的研究方向之一,其相关基础理论与基本方法的研究具有非常重要的理论意义与应用价值.近年来,关于近似解的定义及其性质研究已成为向量优化理论与方法研究的热点.现主要介绍国内学者,特别是我们团队在向量优化问题的各类近似解和统一解概念及其发展和各类近似解与统一解的性质研究方面取得的一些重要进展.最后,提出了与向量优化问题的近似解与统一解相关的一些公开问题.     

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.     

A property of efficient and ε-efficient solutions in vector optimization

We present a property that is a characterization of the solution to a scalar optimization problem. This property is also considered in vector optimization, and two sufficient conditions are provided: one is in connection with strict efficiency and the other takes into account topological characteristics of the problem.     

向量最优化弱有效解的特征和存在性

研究多目标凸向量优化问题在Gateaux可微条件下弱有效解的特性,并讨论一类非凸向量最优化问题弱有效解及与一变分不等式的等价性,给出了解的存在性。     

Optimality conditions for proper efficient solutions of vector set-valued optimization

Based on the concept of an epiderivative for a set-valued map introduced in J. Nanchang Univ. 25 (2001) 122-130, in this paper, we present a few necessary and sufficient conditions for a Henig efficient solution, a globally proper efficient solution, a positive properly efficient solution, an f-efficient solution and a strongly efficient solution, respectively, to a vector set-valued optimization problem with constraints.     

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.