IMPROVED DEFINITION OF PROPER EFFICIENCY FOR VECTOR MAXIMIZATION WITH RESPECT TO CONES

被引:200
作者
BENSON, HP
机构
[1] University of Florida, Gainesville
关键词
D O I
10.1016/0022-247X(79)90226-9
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Recently Borwein has proposed a definition for extending Geoffrion's concept of proper efficiency to the vector maximization problem in which the domination cone S is any nontrivial, closed convex cone. However, when S is the non-negative orthant, solutions may exist which are proper according to Borwein's definition but improper by Geoffrion's definition. As a result, when S is the non-negative orthant, certain properties of proper efficiency as defined by Geoffrion do not hold under Borwein's definition. To rectify this situation, we propose a definition of proper efficiency for the case when S is a nontrivial, closed convex cone which coincides with Geoffrion's definition when S is the non-negative orthant. The proposed definition seems preferable to Borwein's for developing a theory of proper efficiency for the case when S is a nontrivial, closed convex cone. © 1979.
引用
收藏
页码:232 / 241
页数:10
相关论文
共 11 条
  • [1] Benson, Efficiency and Proper Efficiency in Vector Maximization with Respect to Cones, Research Publication GMR-2557, (1977)
  • [2] Benson, Existence of efficient solutions for vector maximization problems, J. Optimization Theory Appl., 26, pp. 569-580, (1978)
  • [3] Borwein, Proper efficient points for maximizations with respect to cones, SIAM Journal on Control and Optimization, 15, pp. 57-63, (1977)
  • [4] Canon, Cullum, Polak, Theory of Optimal Control and Mathematical Programming, (1970)
  • [5] Geoffrion, Proper efficiency and the theory of vector maximization, J. Math. Anal. Appl., 22, pp. 618-630, (1968)
  • [6] Kelley, Et al., Linear Topological Spaces, (1963)
  • [7] Varaiya, Nonlinear programming in Banach space, SIAM Journal on Applied Mathematics, 15, pp. 284-293, (1967)
  • [8] Wendell, Lee, Efficiency in multiple objective optimization problems, Math. Programming, 12, pp. 406-414, (1977)
  • [9] Wijsman, Convergence of sequences of convex sets cones and functions, Bulletin of the American Mathematical Society, 70, pp. 186-188, (1964)
  • [10] Wijsman, Convergence of sequences of convex sets cones and functions II, Transactions of the American Mathematical Society, 123, pp. 32-45, (1966)