Characterizing weak solutions for vector optimization problems
Abstract
This paper provides characterizations of the weak solutions of optimization problems where a given vector function from a decision space to an objective space , is "minimized" on the set of elements (where is a given nonempty constraint set), satisfying where is another given vector function from to a constraint space with positive cone . The three spaces and are locally convex Hausdorff topological vector spaces, with and partially ordered by two convex cones and respectively, and enlarged with a greatest and a smallest element. In order to get suitable versions of the Farkas lemma allowing to obtain optimality conditions expressed in terms of the data, the triplet we use non-asymptotic representations of the epigraph of the conjugate function of where denotes the indicator function of the feasible set that is, the function associating the zero vector of to any element of and the greatest element of to any element of
Cite
@article{arxiv.1602.03367,
title = {Characterizing weak solutions for vector optimization problems},
author = {Nguyen Dinh and Miguel A. Goberna and Dang H. Long and Marco A. López},
journal= {arXiv preprint arXiv:1602.03367},
year = {2016}
}
Comments
23 pages, 0 figures