Geometrical and topological properties of a parameterized binary relation in vector optimization (Q481049)
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English | Geometrical and topological properties of a parameterized binary relation in vector optimization |
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Geometrical and topological properties of a parameterized binary relation in vector optimization (English)
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12 December 2014
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Let \((Y,\langle \cdot,\cdot \rangle)\) be a real Hilbert space partially ordered by a convex cone \(C_Y\subset Y,\) \(A,B:Y\to Y\) two continuous self-adjoint operators and \(a\) a vector in \(Y\). One considers two maps \(u_{A,a}(v):=\langle v,Av\rangle+\langle a,v\rangle\) and \(u_{B,a}(v):=\langle v,Bv\rangle+\langle a,v\rangle\) defined for \(v\in Y.\) One considers also the function \(\varphi(x,y)=u_{A,a}(x)-u_{A,a}(y), x,y\in Y,\) and the set \(C_\varphi:=\{z\in Y : \exists x,y\in Y,\, z=y-x,\,\varphi(x,y)\leq 0\}.\) The main concern of the paper is the parametrized binary relation \qquad \quad\(x\preccurlyeq_\varphi y:\iff y-x\in C_Y\)\;\; or, if not,\;\; \(y-x\in C_\varphi\)\,. The author gives several geometrical and topological properties of the set \(C_\varphi\) depending on the parameters \(A,B\) and \(a.\) For instance, \(C_\varphi \) is always open and \(C_\varphi =Y\) in any of the following instances: 1) \(B=A\) and \(A\) is invertible; 2) \(A-B\) is not positive semidefinite; 3) \(0_Y\in\) int\((C_\varphi)\). If dim\((Y)<\infty\) and \(A-B\) is positive definite, then \(C_\varphi\neq Y.\) If \(A\) is positive semidefinite and \(B\) is negative semidefinite, then \(C_\varphi\) is convex (and bounded provided dim\((Y)<\infty\)). If \(C_\varphi\neq Y\) is convex, then \(A\) is positive definite and \(B\) is negative definite. The properties of the boundary \(\partial C_\varphi\) of \(C_\varphi\) are also carefully examined.
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vector optimization
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parameterized binary relation
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partial order
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convex cones
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semidefinite operators
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optimality conditions
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