Hostname: page-component-78c5997874-v9fdk Total loading time: 0 Render date: 2024-11-14T22:45:59.639Z Has data issue: false hasContentIssue false

A notion of local proper efficiency in the Borwein sense in vector optimisation

Published online by Cambridge University Press:  17 February 2009

B. Jiménez
Affiliation:
Department of Applied Mathematics, UNED, Apartado 60149 (28080) Madrid, Spain; e-mail: bjimenl@encina.pntic.mec.es.
V. Novo
Affiliation:
Department of Applied Mathematics, UNED, Apartado 60149 (28080) Madrid, Spain; e-mail: vnovo@ind.uned.es.
Rights & Permissions [Opens in a new window]

Abstract

Core share and HTML view are not available for this content. However, as you have access to this content, a full PDF is available via the ‘Save PDF’ action button.

In this paper we define two types of proper efficient solutions in the Borwein sense for vector optimisation problems and we compare them with the notions of local Borwein, Ishizuka-Tuan, Kuhn-Tucker and strict efficiency. A sufficient condition for a proper solution is also proved.

Type
Research Article
Copyright
Copyright © Australian Mathematical Society 2003

References

[1]Benson, H. P., “An improved definition of proper efficiency for vector minimization with respect to cones”, J. Math. Anal. Appl. 71 (1979) 232241.CrossRefGoogle Scholar
[2]Borwein, J. M., “Proper efficient points for maximization with respect to cones”, SIAM J. Control Optim. 15 (1977) 5763.CrossRefGoogle Scholar
[3]Borwein, J. M., “The geometry of Pareto efficiency over cones”, Math. Operationsforsch. Statist. Set Optim. 11 (1980) 235248.Google Scholar
[4]Corley, H. W., “On optimality conditions for maximizations with respect to cones”, J. Optim. Theory Appl. 46 (1985) 6778.CrossRefGoogle Scholar
[5]Dauer, J. P. and Gallagher, R. J., “Positive proper efficiency and related cone results in vector optimization theory”, SIAM J. Control Optim. 28 (1990) 158172.CrossRefGoogle Scholar
[6]Geoffrion, A. M., “Proper efficiency and the theory of vector maximization”, J. Math. Anal. Appl. 22 (1968) 618630.CrossRefGoogle Scholar
[7]Guerraggio, A., Molho, E. and Zaffaroni, A., “On the notion of proper efficiency in vector optimization”, J. Optim. Theory Appl. 82 (1994) 121.CrossRefGoogle Scholar
[8]Henig, M. I., “Proper efficiency with respect to cones”, J. Optim. Theory Appl. 36 (1982) 387407.CrossRefGoogle Scholar
[9]Hurwicz, L., “Programming in linear spaces”, in Studies in linear and nonlinear programming (eds. Arrow, K. J., Hurwicz, L. and Uzawa, H.), (Standford University Press, Stanford, California, 1958) 38102.Google Scholar
[10]Ishizuka, Y. and Tuan, H. D., “Directionally differentiable multiobjective optimization involving discrete inclusions”, J. Optim. Theory Appl. 88 (1996) 585616.CrossRefGoogle Scholar
[11]Jahn, J., Mathematical vector optimization in partially ordered linear spaces (Verlag Peter Lang, Frankfurt-am-Main, 1986).Google Scholar
[2]Jiménez, B., “Strict efficiency in vector optimization”, J. Math. Anal. Appl. 265 (2002) 264284.CrossRefGoogle Scholar
[13]Khanh, P. Q., “Proper solutions of vector optimization problems”, J. Optim. Theory Appl. 74 (1992) 105130.CrossRefGoogle Scholar
[14]Klinger, A., “Improper solutions of the vector maximum problems”, Operations Research 15 (1967) 570572.CrossRefGoogle Scholar
[15]Kuhn, H. W. and Tucker, A. W., “Nonlinear programming”, in Proceedings of the second Berkeley symposium on Mathematics Statistics and Probability, (Berkeley, California, 1951) 481492.Google Scholar
[16]Luc, D. T., Theory of vector optimization (Springer, Berlin, 1989).CrossRefGoogle Scholar
[17]Makarov, E. K. and Rachkovski, N. N., “Unified representation of proper efficiency by means of dilating cones”, J. Optim. Theory Appl. 102 (1999) 141165.CrossRefGoogle Scholar
[18]Miettinen, K. M., Nonlinear multiobjective optimization (Kluwer, Boston, 1999).Google Scholar
[19]Rudin, W., Functional Analysis (McGraw-Hill, New York, 1973).Google Scholar
[20]Sawaragi, Y., Nakayama, H. and Tanino, T., Theory of multiobjective optimization (Academic Press, Orlando, 1985).Google Scholar