Approximate solutions of vector optimization problems via improvement sets in real linear spaces

被引:23
作者
Gutierrez, C. [1 ]
Huerga, L. [2 ]
Jimenez, B. [2 ]
Novo, V. [2 ]
机构
[1] Univ Valladolid, IMUVA Inst Math, Paseo Belen 7,Campus Miguel Delibes, E-47011 Valladolid, Spain
[2] Univ Nacl Educ Distancia, ETSI Ind, Dept Matemat Aplicada, C Juan del Rosal 12,Ciudad Univ, E-28040 Madrid, Spain
关键词
Vector optimization; Improvement set; Approximate weak efficiency; Approximate proper efficiency; Nearly E-subconvexlikeness; Linear scalarization; Lagrange multipliers; algebraic interior; Vector closure; PROPER EFFICIENCY; VALUED OPTIMIZATION; EPSILON-SUBDIFFERENTIALS; OPTIMALITY CONDITIONS; WEAK; SCALARIZATION; INTERIOR; MAPS;
D O I
10.1007/s10898-017-0593-y
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
We deal with a constrained vector optimization problem between real linear spaces without assuming any topology and by considering an ordering defined through an improvement set E. We study E-optimal and weak E-optimal solutions and also proper E-optimal solutions in the senses of Benson and Henig. We relate these types of solutions and we characterize them through approximate solutions of scalar optimization problems via linear scalarizations and nearly E-subconvexlikeness assumptions. Moreover, in the particular case when the feasible set is defined by a cone-constraint, we obtain characterizations by means of Lagrange multiplier rules. The use of improvement sets allows us to unify and to extend several notions and results of the literature. Illustrative examples are also given.
引用
收藏
页码:875 / 901
页数:27
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