Structure and weak sharp minimum of the Pareto solution set for piecewise linear multiobjective optimization (Q607890): Difference between revisions

This paper deals with the following piecewise linear multiobjective optimization problem: \( (P) \) \( \min_{C} f(x)\) s.t. \( x \in D,\) where \(D \subset X\), \(C \subset Y\), \(X\) is a normed space, \(Y\) is a normed space of finite dimension, \(D\) is a polyhedron, \(C\) is a polyhedral convex cone and \(f:X \rightarrow Y\) is a piecewise linear function. The classical Arrow, Barankin and Blackwell theorem (ABB theorem) [\textit{K. J. Arrow, E. W. Barankin} and \textit{D. Blackwell}, Contrib. Theory of Games, II, Ann. Math. Stud. No. 28, 87--91 (1953; Zbl 0050.14203)] states that, for any linear multiobjective optimization problem in finite-dimensional normed spaces the set of all Pareto solutions (resp. weak Pareto solutions) is the union of finitely many polyhedra and is connected by line segments. The present paper aims at extending the ABB theorem to the case of the Pareto solution set of \((P)\) and to applying it so as to establish a global weak sharp minimum property for a convex piecewise linear multiobjective optimization problem.