Approximate Proper Efficiency in Vector Optimization via Benson's Approach
Abstract
We present two criteria for checking approximate proper efficiency in vector optimization problems with the ordering cone being a nonnegative orthant. Although the criteria can be established by Benson's approach [H.P. Benson, \textit{An improved definition of proper efficiency for vector maximization with respect to cones}, J. Math. Anal. Appl. \textbf{71} (1979), 232--241], detailed proofs are given for the first time here. The two criteria are strong motivations to introduce the concept of -properly efficient solution, where is any nonzero vector taken from the closed pointed convex ordering cone. For an arbitrary linear vector optimization problem, we show that either the -properly efficient solution set is empty or it coincides with the -efficient solution set. This new result has no analogue in the literature.
Cite
@article{arxiv.2312.01428,
title = {Approximate Proper Efficiency in Vector Optimization via Benson's Approach},
author = {Nguyen Thi Thu Huong},
journal= {arXiv preprint arXiv:2312.01428},
year = {2023}
}