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

Author

Listed:
  • C. Gutiérrez

    (IMUVA (Institute of Mathematics of University of Valladolid))

  • L. Huerga

    (Universidad Nacional de Educación a Distancia (UNED))

  • B. Jiménez

    (Universidad Nacional de Educación a Distancia (UNED))

  • V. Novo

    (Universidad Nacional de Educación a Distancia (UNED))

Abstract

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.

Suggested Citation

  • C. Gutiérrez & L. Huerga & B. Jiménez & V. Novo, 2018. "Approximate solutions of vector optimization problems via improvement sets in real linear spaces," Journal of Global Optimization, Springer, vol. 70(4), pages 875-901, April.
  • Handle: RePEc:spr:jglopt:v:70:y:2018:i:4:d:10.1007_s10898-017-0593-y
    DOI: 10.1007/s10898-017-0593-y
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    References listed on IDEAS

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    1. Z. A. Zhou & J. W. Peng, 2012. "Scalarization of Set-Valued Optimization Problems with Generalized Cone Subconvexlikeness in Real Ordered Linear Spaces," Journal of Optimization Theory and Applications, Springer, vol. 154(3), pages 830-841, September.
    2. M. Chicco & F. Mignanego & L. Pusillo & S. Tijs, 2011. "Vector Optimization Problems via Improvement Sets," Journal of Optimization Theory and Applications, Springer, vol. 150(3), pages 516-529, September.
    3. C. S. Lalitha & Prashanto Chatterjee, 2015. "Stability and Scalarization in Vector Optimization Using Improvement Sets," Journal of Optimization Theory and Applications, Springer, vol. 166(3), pages 825-843, September.
    4. Adan, M. & Novo, V., 2003. "Weak efficiency in vector optimization using a closure of algebraic type under cone-convexlikeness," European Journal of Operational Research, Elsevier, vol. 149(3), pages 641-653, September.
    5. Gutiérrez, C. & Jiménez, B. & Novo, V., 2012. "Improvement sets and vector optimization," European Journal of Operational Research, Elsevier, vol. 223(2), pages 304-311.
    6. M. Adán & V. Novo, 2004. "Proper Efficiency in Vector Optimization on Real Linear Spaces," Journal of Optimization Theory and Applications, Springer, vol. 121(3), pages 515-540, June.
    7. M. Adán & V. Novo, 2005. "Proper Efficiency in Vector Optimization on Real Linear Spaces," Journal of Optimization Theory and Applications, Springer, vol. 124(3), pages 751-751, March.
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    Cited by:

    1. Thai Doan Chuong, 2022. "Approximate solutions in nonsmooth and nonconvex cone constrained vector optimization," Annals of Operations Research, Springer, vol. 311(2), pages 997-1015, April.
    2. Meenakshi Gupta & Manjari Srivastava, 2020. "Approximate Solutions and Levitin–Polyak Well-Posedness for Set Optimization Using Weak Efficiency," Journal of Optimization Theory and Applications, Springer, vol. 186(1), pages 191-208, July.
    3. Ovidiu Bagdasar & Nicolae Popovici, 2018. "Unifying local–global type properties in vector optimization," Journal of Global Optimization, Springer, vol. 72(2), pages 155-179, October.
    4. Zhiang Zhou & Wang Chen & Xinmin Yang, 2019. "Scalarizations and Optimality of Constrained Set-Valued Optimization Using Improvement Sets and Image Space Analysis," Journal of Optimization Theory and Applications, Springer, vol. 183(3), pages 944-962, December.
    5. Chuang-Liang Zhang & Nan-jing Huang, 2021. "Set Relations and Weak Minimal Solutions for Nonconvex Set Optimization Problems with Applications," Journal of Optimization Theory and Applications, Springer, vol. 190(3), pages 894-914, September.

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