Characterizing weak solutions for vector optimization problems

Authors Nguyen Thi Dinh, Miguel Angel Goberna, Dang H. Long, Marco Antonio López Cerdá

Publication date 10 February 2016

Duality theory (optimization) (49N15) Multiobjective variational problems, Pareto optimality, applications to economics, etc. (58E17) Multi-objective and goal programming (90C29) Optimality conditions and duality in mathematical programming (90C46)

Abstract: This paper provides characterizations of the weak solutions of optimization problems where a given vector function

F,

from a decision space

X

to an objective space

Y

, is "minimized" on the set of elements

x i n C

(where

C s u b s e t X

is a given nonempty constraint set), satisfying

G l e f t (x i g h t) l e q q_{S} 0_{Z},

where

G

is another given vector function from

X

to a constraint space

Z

with positive cone

S

. The three spaces

X, Y,

and

Z

are locally convex Hausdorff topological vector spaces, with

Y

and

Z

partially ordered by two convex cones

K

and

S,

respectively, and enlarged with a greatest and a smallest element. In order to get suitable versions of the Farkas lemma allowing to obtain optimality conditions expressed in terms of the data, the triplet

l e f t (F, G, C i g h t),

we use non-asymptotic representations of the

K -

epigraph of the conjugate function of

F + I_{A},

where

I_{A}

denotes the indicator function of the feasible set

A,

that is, the function associating the zero vector of

Y

to any element of

A

and the greatest element of

Y

to any element of

X d i a g d o w n A .

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