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Fully Piecewise Linear Vector Optimization Problems

Author

Listed:
  • Xi Yin Zheng

    (Yunnan University)

  • Xiaoqi Yang

    (The Hong Kong Polytechnic University)

Abstract

We distinguish two kinds of piecewise linear functions and provide an interesting representation for a piecewise linear function between two normed spaces. Based on such a representation, we study a fully piecewise linear vector optimization problem with the objective and constraint functions being piecewise linear. To solve this problem, we divide it into some linear subproblems and structure a dimensional reduction method. Under some mild assumptions, we prove that its Pareto (resp., weak Pareto) solution set is the union of finitely many generalized polyhedra (resp., polyhedra), each of which is contained in a Pareto (resp., weak Pareto) face of some linear subproblem. Our main results are even new in the linear case and further generalize Arrow, Barankin and Blackwell’s classical results on linear vector optimization problems in the framework of finite-dimensional spaces.

Suggested Citation

  • 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.
    • Handle: RePEc:spr:joptap:v:190:y:2021:i:2:d:10.1007_s10957-021-01889-w
    DOI: 10.1007/s10957-021-01889-w
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    References listed on IDEAS

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    1. L. V. Thuan & D. T. Luc, 2000. "On Sensitivity in Linear Multiobjective Programming," Journal of Optimization Theory and Applications, Springer, vol. 107(3), pages 615-626, December.
    2. Dinh The Luc, 2016. "Multiobjective Linear Programming," Springer Books, Springer, edition 1, number 978-3-319-21091-9, June.
    3. H. P. Benson & E. Sun, 2000. "Outcome Space Partition of the Weight Set in Multiobjective Linear Programming," Journal of Optimization Theory and Applications, Springer, vol. 105(1), pages 17-36, April.
    4. X. Q. Yang & N. D. Yen, 2010. "Structure and Weak Sharp Minimum of the Pareto Solution Set for Piecewise Linear Multiobjective Optimization," Journal of Optimization Theory and Applications, Springer, vol. 147(1), pages 113-124, October.
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