Some remarks on the Minty vector variational principle

被引:25
作者
Crespi, Giovanni P. [2 ]
Ginchev, Ivan [1 ]
Rocca, Matteo [1 ]
机构
[1] Univ Insubria, Dept Econ, I-21100 Varese, Italy
[2] Univ Valle Aosta, Fac Econ, I-11100 St Christophe, AO, Italy
关键词
vector variational inequalities; Minty variational principle; generalized convexity; optimization;
D O I
10.1016/j.jmaa.2008.03.012
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In scalar optimization it is well known that a solution of a Minty variational inequality of differential type is a solution of the related optimization problem. This relation is known as "Minty variational principle." In the vector case, the links between Minty variational inequalities and vector optimization problems were investigated in [F. Giannessi, On Minty variational principle, in: New Trends in Mathematical Programming, Kluwer Academic, Dordrecht, 1997, pp. 93-99] and subsequently in [X.M. Yang, X.Q. Yang, K.L. Teo, Some remarks on the Minty vector variational inequality, J. Optim. Theory Appl. 121 (2004) 193-201]. In these papers, in the particular case of a differentiable objective function f taking values in R-m and a Pareto ordering cone, it has been shown that the vector Minty variational principle holds for pseudoconvex functions. In this paper we extend such results to the case of an arbitrary ordering cone and a nondifferentiable objective function, distinguishing two different kinds of solutions of a vector optimization problem, namely ideal (or absolute) efficient points and weakly efficient points. Further, we point out that in the vector case, the Minty variational principle cannot be extended to quasiconvex functions. (C) 2008 Elsevier Inc. All rights reserved.
引用
收藏
页码:165 / 175
页数:11
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