A stabilization method for solution of a parametric multicriteria equilibrium programming problem (Q845536)

The authors study a general problem formulation that covers mathematical programming problems, Pareto multicriteria equilibrium problems or minimization problems with equilibrium selection of the feasible set depending on the choice of the dimensions. In addition to usual assumptions the authors require that the occurring target functions and constraints are smooth. For the general problem formulation they extend the known solution approach for the exact problem data to inexact solutions where the target functions and constraints may involve errors. However, it is still assumed that the inexact functions are convex and continuous. Based on a saddle point property the authors derive a solution procedure for the inexact problem and show that the solution of the inexact problem converges to the solution of the exact problem under suitable conditions.