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Optimality conditions for vector optimization problems with variable ordering structures
Abstract:Our main concern in this article are concepts of nondominatedness w.r.t. a variable ordering structure introduced by Yu P.L. Yu, Cone convexity, cone extreme points, and nondominated solutions in decision problems with multiobjectives, J. Optim. Theory Appl. 14 (1974), pp. 319–377]. Our studies are motivated by some recent applications e.g. in medical image registration. Restricting ourselves to the case when the values of a cone-valued map defining the ordering structure are Bishop–Phelps cones, we obtain for the first time scalarizing functionals for nondominated elements, Fermat rule, Lagrange multiplier rule and duality results for a single- or set-valued vector optimization problem with a variable ordering structure.
Keywords:vector optimization  set optimization  variable ordering structure  optimality conditions  Fermat rule  Lagrange multiplier rule
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