Convergence Results for Weak Efficiency in Vector Optimization Problems with Equilibrium Constraints

In this paper, we consider weak efficiency in vector optimization problems with equilibrium constraints. We obtain results on the convergence of the marginal map, the value, and the solution sets. This research was supported by Hong Kong Polytechnic University under Grant G-YY33 and by National Science Foundation of China under Grant 10401043. The authors express their gratitude to Professor Guangya Chen for careful reading of an earlier version of this paper. The authors are grateful to the anonymous referees for helpful comments and constructive suggestions.     

A remark on a standard and linear vector network equilibrium problem with capacity constraints

In this paper, (weak) vector equilibrium principle with capacity constraints is introduced. A necessary condition that a vector minimum cost flow is a vector equilibrium flow with capacity constraints is obtained. When the number of paths connecting with each pair of source and sink is less than or equal to 2, a sufficient condition for a vector minimum cost flow to be a vector equilibrium flow is also obtained. A generalized (weak) vector equilibrium principle is also introduced. Without any additional assumption, a necessary and sufficient condition for a (weak) vector minimum cost flow to be a generalized (weak) vector equilibrium flow is obtained.     

On Optimality Conditions for Henig Efficiency and Superefficiency in Vector Equilibrium Problems

Abstract

Necessary optimality conditions for local Henig efficient and superefficient solutions of vector equilibrium problems involving equality, inequality, and set constraints in Banach space with locally Lipschitz functions are established under a suitable constraint qualification via the Michel–Penot subdifferentials. With assumptions on generalized convexity, necessary conditions for Henig efficiency and superefficiency become sufficient ones. Some applications to vector variational inequalities and vector optimization problems are given as well.     

Merit-Function Piecewise SQP Algorithm for Mathematical Programs with Equilibrium Constraints

We propose a merit-function piecewise SQP algorithm for mathematical programs with equilibrium constraints (MPEC) formulated as mathematical programs with complementarity constraints. Under mild conditions, the new algorithm is globally convergent to a piecewise stationary point. Moreover, if the partial MPEC linear independence constraint qualification (LICQ) is satisfied at the accumulation point, then the accumulation point is an S-stationary point. The research of the first author was supported by the National Natural Science Foundation of China under grants 10571177 and 70271014. The research of the second author was partially supported by NSERC.     

Strong Vector Equilibrium Problems

In this paper, the existence of the solution for strong vector equilibrium problems is studied by using the separation theorem for convex sets. The arc-wise connectedness and the closedness of the strong solution set for vector equilibrium problems are discussed; and a necessary and sufficient condition for the strong solution is obtained.     

Semicontinuity and convergence for vector optimization problems with approximate equilibrium constraints

This paper mainly intends to present some semicontinuity and convergence results for perturbed vector optimization problems with approximate equilibrium constraints. We establish the lower semicontinuity of the efficient solution mapping for the vector optimization problem with perturbations of both the objective function and the constraint set. The constraint set is the set of approximate weak efficient solutions of the vector equilibrium problem. Moreover, upper Painlevé–Kuratowski convergence results of the weak efficient solution mapping are showed. Finally, some applications to the optimization problems with approximate vector variational inequality constraints and the traffic network equilibrium problems are also given. Our main results are different from the ones in the literature.     

Second-Order Optimality Conditions for Set-Valued Vector Equilibrium Problems

In this article, by using the generalized second-order contingent (adjacent) epiderivatives of set-valued maps, we obtain necessary optimality conditions and sufficient optimality conditions for weakly efficient solutions, Henig efficient solutions to the set-valued vector equilibrium problems with constraints. Some results of this article improve the corresponding results in literatures by lessening the assumption of convexity.     

Optimality conditions for vector equilibrium problems

In this paper, we present the necessary and sufficient conditions for weakly efficient solution, Henig efficient solution, globally efficient solution, and superefficient solution to the vector equilibrium problems with constraints. As applications, we give the necessary and sufficient conditions for corresponding solution to the vector variational inequalities and vector optimization problems.     

Abadie-Type Constraint Qualification for Mathematical Programs with Equilibrium Constraints

Mathematical programs with equilibrium constraints (MPEC) are nonlinear programs which do not satisfy any of the common constraint qualifications (CQ). In order to obtain first-order optimality conditions, constraint qualifications tailored to the MPECs have been developed and researched in the past. In this paper, we introduce a new Abadie-type constraint qualification for MPECs. We investigate sufficient conditions for this new CQ, discuss its relationship to several existing MPEC constraint qualifications, and introduce a new Slater-type constraint qualifications. Finally, we prove a new stationarity concept to be a necessary optimality condition under our new Abadie-type CQ.Communicated by Z. Q. Luo     

Optimality Conditions for Vector Equilibrium Problems in Terms of Contingent Epiderivatives

In this article, we study some important properties of contingent epiderivatives concerning steady functions and a cone with a compact base along with its applications to establish necessary and sufficient optimality conditions for weakly efficient, Henig efficient, globally efficient and superefficient solutions for no constraints and constraints (it concludes cone constraint, equality constraint and a constraint set) vector equilibrium problems in terms of contingent epiderivatives. We also give some examples to illustrate obtained results.     

A note on vector network equilibrium principles

An example is given to show that the necessary conditions of Theorem 4.5 [in Chen et al. Math Methods Oper Res 49:239–253, 1999] and Theorem 2.1 (i) [in Goh and Yang Eur J Oper Res 116:615–628, 1999] for (weak) vector equilibrium flows may not hold. New ξ-equilibrium and parametric equilibrium flows are introduced. As a result, necessary and sufficient conditions between a weak vector equilibrium flow and an ξ-equilibrium flow and between a vector equilibrium flow and a parametric equilibrium flow are established.     

Sensitivity Analysis for Vector Equilibrium Problems under Functional Perturbations

This article is devoted to sensitivity analysis for vector equilibrium problems under functional perturbations. We show that the solution mapping is upper semicontinuous. Sufficient conditions for lower semicontinuity and Hölder continuity of the solution mapping are established. Finally, we derive some corollaries for special cases of vector equilibrium problems as examples.     

Characterizations of Solutions for Vector Equilibrium Problems

In this paper, we characterize the solutions of vector equilibrium problems as well as dual vector equilibrium problems. We establish also vector optimization problem formulations of set-valued maps for vector equilibrium problems and dual vector equilibrium problems, which include vector variational inequality problems and vector complementarity problems. The set-valued maps involved in our formulations depend on the data of the vector equilibrium problems, but not on their solution sets. We prove also that the solution sets of our vector optimization problems of set-valued maps contain or coincide with the solution sets of the vector equilibrium problems.     

具强制条件的向量均衡问题

研究锥伪单调、锥拟凸和上锥连续映射在某种强制性条件下的向量均衡问题解集的特征,建立强制性条件与向量均衡问题解集的关系,得到对偶向量均衡问题局部解集含于向量均衡问题解集的性质和向量均衡问题解集的非空性条件,给出在锥伪单调、锥拟凸和上锥连续映射条件下向量均衡问题解集的非空有界性与强制性条件的等价性．     

Gap Functions and Existence of Solutions for a System of Vector Equilibrium Problems

In this paper, a gap function for a system of vector equilibrium problems is introduced and studied. Some necessary and sufficient conditions for the system of vector equilibrium problems are established. Characterizations of the solutions set for the system of vector equilibrium problems are also derived. Furthermore, some existence results of solutions for the system of vector equilibrium problems are proved. This work was supported by the National Natural Science Foundation of China, the Youth Foundation, Sichuan Education Department of China, the National Natural Science Foundation, Sichuan Education Department of China (2004C018), and a grant from the National Science Council of ROC.     

On Generalized Vector Equilibrium Problems

A new generalized vector equilibrium problem involving set-valued mappings and the proper quasi concavity of set-valued mappings in topological vector spaces are introduced; its existence theorems and the convexity of the solution sets are established.     

Existence Theorems for Bilevel Problem with Applications to Mathematical Program with Equilibrium Constraint and Semi-Infinite Problem

In this paper, we establish existence theorems for bilevel problems with fixed-point constraints and bilevel problems without fixed-point constraint. The aim of this paper is to investigate under which conditions the existence of a feasible point of a bilevel problem can be assumed in advance and under which conditions there exist minimizers for this type of problems. From this, we establish existence theorems for mathematical programs with equilibrium constraints and semi-infinite problems. This research was supported by the National Science Council of the Republic of China. The author thanks the referees for suggestions and comments leading to the present form of the paper.     

Vector Equilibrium Problems. Existence Theorems and Convexity of Solution Set

The natural quasi-concavity of set-valued mappings in an ordered vector space is introduced. Existence theorems for vector equilibrium problems involving set-valued monotone mappings are obtained and the convexity of the solution set is shown.     

On Convergence Results for Weak Efficiency in Vector Optimization Problems with Equilibrium Constraints

In this note, we prove that the convergence results for vector optimization problems with equilibrium constraints presented in Wu and Cheng (J. Optim. Theory Appl. 125, 453–472, 2005) are not correct. Actually, we show that results of this type cannot be established at all. This is due to the possible lack, even under nice assumptions, of lower convergence of the solution map for equilibrium problems, already deeply investigated in Loridan and Morgan (Optimization 20, 819–836, 1989) and Lignola and Morgan (J. Optim. Theory Appl. 93, 575–596, 1997).     

Convergence of an Inexact Smoothing Method for Mathematical Programs with Equilibrium Constraints

In this paper, we propose an inexact smoothing continuation method for mathematical problem with complementarity constraints. Under suitable conditions, we establish the convergence of the proposed method by showing that any accumulation point of the generated sequence is a B-stationary point of the problem.