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Mathematical Programs with Vector Optimization Constraints

Author

Listed:
  • Y. C. Liou

    (Cheng Shiu University)

  • X. Q. Yang

    (Hong Kong Polytechnic University)

  • J. C. Yao

    (National Sun Yat-Sen University)

Abstract

In this paper, we introduce mathematical programs with vector optimization constraints. For these problems, we establish two models in both the weak Pareto solution and Pareto solution setting. Some new existence results are obtained under rather weak conditions. We establish also equivalences between mathematical programs with vector optimization constraints and mathematical programs with vector variational inequality constraints.

Suggested Citation

  • Y. C. Liou & X. Q. Yang & J. C. Yao, 2005. "Mathematical Programs with Vector Optimization Constraints," Journal of Optimization Theory and Applications, Springer, vol. 126(2), pages 345-355, August.
    • Handle: RePEc:spr:joptap:v:126:y:2005:i:2:d:10.1007_s10957-005-4720-4
    DOI: 10.1007/s10957-005-4720-4
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    Cited by:

    1. Jinjie Liu & Xinmin Yang & Shengda Zeng & Yong Zhao, 2022. "Coupled Variational Inequalities: Existence, Stability and Optimal Control," Journal of Optimization Theory and Applications, Springer, vol. 193(1), pages 877-909, June.
    2. Ouayl Chadli & Qamrul Hasan Ansari & Suliman Al-Homidan, 2017. "Existence of Solutions and Algorithms for Bilevel Vector Equilibrium Problems: An Auxiliary Principle Technique," Journal of Optimization Theory and Applications, Springer, vol. 172(3), pages 726-758, March.

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