Bot, Radu Ioan ; Grad, Anca ; Wanka, Gert : Sequential Characterization of Some Efficient Solutions in Vector Optimization

Author(s):

Bot, Radu Ioan
Grad, Anca
Wanka, Gert

Title:

Sequential Characterization of Some Efficient Solutions in Vector Optimization

Electronic source:

application/pdf

Preprint series:

Technische Universität Chemnitz, Fakultät für Mathematik (Germany). Preprint 22, 2007

Mathematics Subject Classification:

90C25			[ Convex programming ]
90C29			[ Multi-objective and goal programming ]
90C46			[ Optimality conditions, duality ]
49K99			[ None of the above, but in this section ]

Abstract:

When characterizing optimal solutions of both scalar and vector optimization problems usually constraint qualifications have to be satisfied. By considering sequential characterizations, given for the first time in vector optimization in this paper, this drawback is eliminated. In order to establish them we give first of all sequential characterizations for a convex composed optimization problem with geometric and cone constraints. Then, by means of scalarization, we extend them to the vectorial case. For exemplification we particularize the characterization in the case of linear and set scalarization.

Keywords:

convex vector optimization, scalarization, properly and weakly efficient solutions, sequential optimality conditions

Language:

English

Publication time:

10 / 2007