Contractibility and Connectedness of Efficient Point Sets

Using the technique of space theory and set-valued analysis, we establish contractibility results for efficient point sets in a locally convex space and a path connectedness result for a positive proper efficient point set in a reflexive space. We also prove a connectedness result for a positive proper efficient point set in a locally convex space; as an application, we give a connectedness result for an efficient solution set in a locally convex space.     

Contractibility of the Solution Sets in Strictly Quasiconcave Vector Maximization on Noncompact Domains

We study the contractibility of the efficient solution set of strictly quasiconcave vector maximization problems on (possibly) noncompact feasible domains. It is proved that the efficient solution set is contractible if at least one of the objective functions is strongly quasiconcave and any intersection of level sets of the objective functions is a compact (possibly empty) set. This theorem generalizes the main result of Benoist (Ref.1), which was established for problems on compact feasible domains.The authors thank Dr. T. D. Phuong, Dr. T. X. D. Ha, and the referees for helpful comments and suggestions.     

Contractibility of Efficient Frontier of Simply Shaded Sets

In finite dimensional Euclidean space, we prove the contractibility of the efficient frontier of simply shaded sets. This work extends the result of Peleg [7], which confirms the contractibility of the efficient frontier in the convex case.     

Efficient Solutions and Bounds on Tradeoffs

The modified Tchebycheff method, widely used to generate efficient solutions to a vector optimization problem, provides means to identify properly efficient solutions with a preimposed common bound on all tradeoffs. In this paper, we show how to generate weakly efficient solutions when different bounds are preimposed on the subsets of tradeoffs.     

集值向量优化问题ε-弱有效集的拓扑性质

本文研究集值向量优化问题ε-弱有效集的拓扑性质，证明了ε-弱有效解集的存在性、闭性、紧性和连通性。     

On Connectedness of Efficient Solution Sets for a Star Cone-Quasiconvex Vector Optimization Problem

In this note,we prove that the efficient solution set for a vector optimization problem with acontinuous,star cone-quasiconvex objective mapping is connected under the assumption that the ordering coneis a D-cone.A D-cone includes any closed convex pointed cones in a normed space which admits strictly positivecontinuous linear functionals.     

Contractibility of the Efficient Set in Strictly Quasiconcave Vector Maximization

In this paper, we investigate the contractibility of the efficient frontier in a vector maximization problem defined by a continuous vector-valued strictly quasiconcave function and a convex compact set D in ^p . It is shown that the efficient frontier is contractible if one of the components of g is strongly quasiconcave on X. This work extends a result by Sun (see Ref. 1), which confirms the connectedness of the efficient frontier.     

Construction of Three-Dimensional Sections of the Efficient Frontier for Non-convex Models

Doklady Mathematics - Non-convex Free Disposal Hull (FDH) model was proposed in the scientific literature at the end of the 20th century for performance measurement of complex multidimensional...     

Second-Order Efficiency Conditions and Sensitivity of Efficient Points

The paper deals with necessary and sufficient efficiency conditions of first and second order in vector differential optimization in Banach spaces. The conditions presented ensure the Fréchet sensitivity of efficient (Pareto) points for a perturbed problem. In finite dimension, weaker conditions ensure the Lipschitz sensitivity and existence of directional derivatives of perturbed efficient points.     

Simplicially-Constrained DC Optimization over Efficient and Weakly Efficient Sets

We formulate optimization problems over efficient and weakly efficient sets as DC problems over a simplex in the criteria space. This formulation allows developing a decomposition algorithm using an adaptive simplex subdivision and a convex envelope function for solving both problems. Randomly generated problems up to the size of 150 decision variables and 7 criteria are solved.     

Efficient Sets of Convex Compacta are Arcwise Connected

We prove that the efficient point set Max(Q|K) of a compact convex set QX in a Hausdorff topological vector space X ordered by a closed convex pointed cone KX with nonempty K ⁺ⁱ:={lK\{0}:l(x)>0} is arcwise connected.     

Optimality Conditions in Differentiable Vector Optimization via Second-Order Tangent Sets

We provide second-order necessary and sufficient conditions for a point to be an efficient element of a set with respect to a cone in a normed space, so that there is only a small gap between necessary and sufficient conditions. To this aim, we use the common second-order tangent set and the asymptotic second-order cone utilized by Penot. As an application we establish second-order necessary conditions for a point to be a solution of a vector optimization problem with an arbitrary feasible set and a twice Fréchet differentiable objective function between two normed spaces. We also establish second-order sufficient conditions when the initial space is finite-dimensional so that there is no gap with necessary conditions. Lagrange multiplier rules are also given. This research was partially supported by Ministerio de Ciencia y Tecnología (Spain), Project BFM2003-02194. Online publication 29 January 2004.     

Connectedness of the Efficient Set for Strictly Quasiconcave Sets

Given a closed subset X in , we show the connectedness of its efficient points or nondominated points when X is sequentially strictly quasiconcave. In the particular case of a maximization problem with n continuous and strictly quasiconcave objective functions on a compact convex feasible region of , we deduce the connectedness of the efficient frontier of the problem. This work solves the open problem of the efficient frontier for strictly quasiconcave vector maximization problems.     

On Efficient Solutions in Vector Optimization

A new characterization is obtained for the existence of an efficient solution of a vector optimization problem in terms of associated scalar optimization problems. The consequences for linear vector optimization problems are derived as a special case, Applications to convex vector optimization problems are also discussed.     

向量优化问题有效点集的稳定性

在不需要紧性假设下,利用拟C-凸函数及回收锥的性质,建立了向量优化问题有效点集的稳定性, 获得了一列目标函数和可行集均扰动情形下的向量优化问题与对应的向量优化问题有效点集的Painlevé Kuratowski内收敛性结果．所得结果推广和改进了相关文献(Attouch H, Riahi H. Stability results for Ekeland’s ε-variational principle and cone extremal solution; Huang X X. Stability in vector-valued and set-valued optimization)中的相应结果, 并给出例子说明了所得结果的正确性.     

An Equivalent Theorem on Connectedness of the Weakly Cone-Efficient Sets

利用连通集上有关上半连续点集映射的连通性质，本文证明了拓扑向量空间中向量最优化问题的弱锥－有效解集与相应目标空间中的弱锥－有效点集连通性之间的一个等价定理．     

Generalization of the Arrow–Barankin–Blackwell Theorem in a Dual Space Setting

In this note, we provide general sufficient conditions under which, if F is a compact [resp. w*-compact] subset of the topological dual Y* of a nonreflexive normed space Y partially ordered by a closed convex pointed cone K, then the set of points in F that can be supported by strictly positive elements in the canonical embedding of Y in Y** is norm dense [resp. w*-dense] in the efficient [maximal] point set of F. This result gives an affirmative answer to the conjecture proposed by Gallagher (Ref. 19), and also generalizes the results stated in Ref. 19 and some space specific results given in Refs. 17, 18, and 11.     

Maximizing a Linear Fractional Function on a Pareto Efficient Frontier

We consider the problem of maximizing a linear fractional function on the Pareto efficient frontier of two other linear fractional functions. We present a finite pivoting-type algorithm that solves the maximization problem while computing simultaneously the efficient frontier. Application to multistage efficiency analysis is discussed. An example demonstrating the computational procedure is included.     

Characterizations of the Nonemptiness and Compactness of Solution Sets in Convex Vector Optimization

In this paper, various necessary and sufficient conditions are given for the nonemptiness and compactness of the weakly efficient solution set of a convex vector optimization problem.     

On the notion of proper efficiency in vector optimization

In this paper, we consider the main definitions of proper efficiency for a vector optimization problem in topological linear spaces. The implications among these definitions generalize the inclusion structure holding in Euclidean spaces with componentwise ordering.