Scalarization in set optimization with solid and nonsolid ordering cones

被引:0
作者
C. Gutiérrez
B. Jiménez
E. Miglierina
E. Molho
机构
[1] Universidad de Valladolid,Departamento de Matemática Aplicada, E.T.S. de Ingenieros de Telecomunicación
[2] Universidad Nacional de Educación a Distancia (UNED),Departamento de Matemática Aplicada, E.T.S.I. Industriales
[3] Università Cattolica del Sacro Cuore,Dipartimento di Discipline Matematiche, Finanza Matematica ed Econometria
[4] Università degli Studi di Pavia,Dipartimento di Scienze Economiche e Aziendali
来源
Journal of Global Optimization | 2015年 / 61卷
关键词
Quasi ordering; Set optimization; Set relations ; Nonlinear scalarization; Order representation property ; Order preservation property; Cone proper set; Gerstewitz scalarization; Oriented distance; 49J53; 46N10; 90C29;
D O I
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中图分类号
学科分类号
摘要
This paper focuses on characterizations via scalarization of several kinds of minimal solutions of set-valued optimization problems, where the objective values are compared through relations between sets (set optimization). For this aim we follow an axiomatic approach based on general order representation and order preservation properties, which works in any abstract set ordered by a quasi order (i.e., reflexive and transitive) relation. Then, following this approach, we study a recent Gerstewitz scalarization mapping for set-valued optimization problems with K\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$K$$\end{document}-proper sets and a solid ordering cone K\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$K$$\end{document}. In particular we show a dual minimax reformulation of this scalarization. Moreover, in the setting of normed spaces ordered by non necessarily solid ordering cones, we introduce a new scalarization functional based on the so-called oriented distance. Using these scalarization mappings, we obtain necessary and sufficient optimality conditions in set optimization. Finally, whenever the ordering cone is solid, by considering suitable generalized Chebyshev norms with appropriate parameters, we show that the three scalarizations studied in the present work are coincident.
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页码:525 / 552
页数:27
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