Cone characterizations of approximate solutions in real vector optimization (Q2471114)
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English | Cone characterizations of approximate solutions in real vector optimization |
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Cone characterizations of approximate solutions in real vector optimization (English)
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18 February 2008
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This paper studies approximate solutions of a real-vector optimization problem and proposes a formal framework of cones for their characterization. In particular, first some preliminaries are provided by defining (weakly) minimal and epsilon-minimal elements as the adopted concepts of approximate solutions and formalizing the notion of translated cones (i.e., a cone that is translated from the origin). Next, alternative representations of translated cones are presented, where the major focus is on a possible description by systems of linear inequalities. Then these representations are used to characterize epsilon-minimal elements with respect to polyhedral cones as minimal solutions with respect to translated polyhedral cones. Finally, the problem of optimizing over the set of minimal or epsilon-minimal elements is considered, i.e., the problem of identifying maximal elements among the set of epsilon-minimal elements.
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vector optimization
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approximate solutions
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epsilon-efficient solutions
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epsilon-minimal elements
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translated cones
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