IDEAS home Printed from https://ideas.repec.org/a/spr/jglopt/v78y2020i3d10.1007_s10898-020-00927-7.html
   My bibliography  Save this article

Geoffrion’s proper efficiency in linear fractional vector optimization with unbounded constraint sets

Author

Listed:
  • N. T. T. Huong

    (Le Quy Don Technical University)

  • J.-C. Yao

    (China Medical University Hospital, China Medical University)

  • N. D. Yen

    (Vietnam Academy of Science and Technology)

Abstract

Choo (Oper Res 32:216–220, 1984) has proved that any efficient solution of a linear fractional vector optimization problem with a bounded constraint set is properly efficient in the sense of Geoffrion. This paper studies Geoffrion’s properness of the efficient solutions of linear fractional vector optimization problems with unbounded constraint sets. By examples, we show that there exist linear fractional vector optimization problems with the efficient solution set being a proper subset of the unbounded constraint set, which have improperly efficient solutions. Then, we establish verifiable sufficient conditions for an efficient solution of a linear fractional vector optimization to be a Geoffrion properly efficient solution by using the recession cone of the constraint set. For bicriteria problems, it is enough to employ a system of two regularity conditions. If the number of criteria exceeds two, a third regularity condition must be added to the system. The obtained results complement the above-mentioned remarkable theorem of Choo and are analyzed through several interesting examples, including those given by Hoa et al. (J Ind Manag Optim 1:477–486, 2005).

Suggested Citation

  • N. T. T. Huong & J.-C. Yao & N. D. Yen, 2020. "Geoffrion’s proper efficiency in linear fractional vector optimization with unbounded constraint sets," Journal of Global Optimization, Springer, vol. 78(3), pages 545-562, November.
  • Handle: RePEc:spr:jglopt:v:78:y:2020:i:3:d:10.1007_s10898-020-00927-7
    DOI: 10.1007/s10898-020-00927-7
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s10898-020-00927-7
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.

    File URL: https://libkey.io/10.1007/s10898-020-00927-7?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. A. M. Rubinov & B. M. Glover, 1999. "Increasing Convex-Along-Rays Functions with Applications to Global Optimization," Journal of Optimization Theory and Applications, Springer, vol. 102(3), pages 615-642, September.
    2. Dinh The Luc, 2016. "Multiobjective Linear Programming," Springer Books, Springer, edition 1, number 978-3-319-21091-9, July.
    3. E. U. Choo & D. R. Atkins, 1983. "Connectedness in Multiple Linear Fractional Programming," Management Science, INFORMS, vol. 29(2), pages 250-255, February.
    4. Eng Ung Choo, 1984. "Technical Note—Proper Efficiency and the Linear Fractional Vector Maximum Problem," Operations Research, INFORMS, vol. 32(1), pages 216-220, February.
    5. J. Benoist, 2001. "Contractibility of the Efficient Set in Strictly Quasiconcave Vector Maximization," Journal of Optimization Theory and Applications, Springer, vol. 110(2), pages 325-336, August.
    6. J. Benoist, 1998. "Connectedness of the Efficient Set for Strictly Quasiconcave Sets," Journal of Optimization Theory and Applications, Springer, vol. 96(3), pages 627-654, March.
    7. Nguyen Dong Yen & Xiaoqi Yang, 2018. "Affine Variational Inequalities on Normed Spaces," Journal of Optimization Theory and Applications, Springer, vol. 178(1), pages 36-55, July.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Feng Guo & Liguo Jiao, 2023. "A new scheme for approximating the weakly efficient solution set of vector rational optimization problems," Journal of Global Optimization, Springer, vol. 86(4), pages 905-930, August.
    2. Nguyen Thi Thu Huong & Nguyen Dong Yen, 2022. "Improperly efficient solutions in a class of vector optimization problems," Journal of Global Optimization, Springer, vol. 82(2), pages 375-387, February.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. N. Q. Huy & N. D. Yen, 2005. "Contractibility of the Solution Sets in Strictly Quasiconcave Vector Maximization on Noncompact Domains," Journal of Optimization Theory and Applications, Springer, vol. 124(3), pages 615-635, March.
    2. Nguyen Thi Thu Huong & Nguyen Dong Yen, 2022. "Improperly efficient solutions in a class of vector optimization problems," Journal of Global Optimization, Springer, vol. 82(2), pages 375-387, February.
    3. Jae Hyoung Lee & Nithirat Sisarat & Liguo Jiao, 2021. "Multi-objective convex polynomial optimization and semidefinite programming relaxations," Journal of Global Optimization, Springer, vol. 80(1), pages 117-138, May.
    4. Chaoli Yao & Shengjie Li, 2018. "Vector Topical Function, Abstract Convexity and Image Space Analysis," Journal of Optimization Theory and Applications, Springer, vol. 177(3), pages 717-742, June.
    5. X. Y. Zheng, 2000. "Contractibility and Connectedness of Efficient Point Sets," Journal of Optimization Theory and Applications, Springer, vol. 104(3), pages 717-737, March.
    6. Siming Pan & Shaokai Lu & Kaiwen Meng & Shengkun Zhu, 2021. "Trade-Off Ratio Functions for Linear and Piecewise Linear Multi-objective Optimization Problems," Journal of Optimization Theory and Applications, Springer, vol. 188(2), pages 402-419, February.
    7. Lara, P. & Stancu-Minasian, I., 1999. "Fractional programming: a tool for the assessment of sustainability," Agricultural Systems, Elsevier, vol. 62(2), pages 131-141, November.
    8. N. Mahdavi-Amiri & F. Salehi Sadaghiani, 2017. "Strictly feasible solutions and strict complementarity in multiple objective linear optimization," 4OR, Springer, vol. 15(3), pages 303-326, September.
    9. Rogério A. Rocha & Paulo R. Oliveira & Ronaldo M. Gregório & Michael Souza, 2016. "A Proximal Point Algorithm with Quasi-distance in Multi-objective Optimization," Journal of Optimization Theory and Applications, Springer, vol. 171(3), pages 964-979, December.
    10. A. Daniilidis & N. Hadjisavvas, 1999. "Characterization of Nonsmooth Semistrictly Quasiconvex and Strictly Quasiconvex Functions," Journal of Optimization Theory and Applications, Springer, vol. 102(3), pages 525-536, September.
    11. J. Benoist, 1998. "Connectedness of the Efficient Set for Strictly Quasiconcave Sets," Journal of Optimization Theory and Applications, Springer, vol. 96(3), pages 627-654, March.
    12. Malavasi, Matteo & Ortobelli Lozza, Sergio & Trück, Stefan, 2021. "Second order of stochastic dominance efficiency vs mean variance efficiency," European Journal of Operational Research, Elsevier, vol. 290(3), pages 1192-1206.
    13. Davide LA TORRE & Nicolae POPOVICI & Matteo ROCCA, 2008. "Scalar characterization of explicitly quasiconvex set-valued maps," Departmental Working Papers 2008-01, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
    14. Y. D. Hu & C. Ling, 2000. "Connectedness of Cone Superefficient Point Sets in Locally Convex Topological Vector Spaces," Journal of Optimization Theory and Applications, Springer, vol. 107(2), pages 433-446, November.
    15. J. Benoist & N. Popovici, 2001. "Contractibility of the Efficient Frontier of Three-Dimensional Simply-Shaded Sets," Journal of Optimization Theory and Applications, Springer, vol. 111(1), pages 81-116, October.
    16. Xi Yin Zheng & Xiaoqi Yang, 2021. "Fully Piecewise Linear Vector Optimization Problems," Journal of Optimization Theory and Applications, Springer, vol. 190(2), pages 461-490, August.
    17. Zhao, Meng & Wang, Yajun & Zhang, Xueyi & Xu, Chang, 2023. "Online doctor-patient dynamic stable matching model based on regret theory under incomplete information," Socio-Economic Planning Sciences, Elsevier, vol. 87(PB).
    18. E. Miglierina & E. Molho & F. Patrone & S. Tijs, 2008. "Axiomatic approach to approximate solutions in multiobjective optimization," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 31(2), pages 95-115, November.
    19. Ehrgott, Matthias & Klamroth, Kathrin, 1997. "Connectedness of efficient solutions in multiple criteria combinatorial optimization," European Journal of Operational Research, Elsevier, vol. 97(1), pages 159-166, February.
    20. Nguyen Ngoc Luan & Jen-Chih Yao, 2019. "Generalized polyhedral convex optimization problems," Journal of Global Optimization, Springer, vol. 75(3), pages 789-811, November.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:jglopt:v:78:y:2020:i:3:d:10.1007_s10898-020-00927-7. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.