Article ID Journal Published Year Pages File Type
9503032 Journal of Mathematical Analysis and Applications 2005 16 Pages PDF
Abstract
We consider the vector optimization problem minCf(x), g(x)∈−K, where f:Rn→Rm and g:Rn→Rp are C0,1 (i.e. locally Lipschitz) functions and C⊆Rm and K⊆Rp are closed convex cones. We give several notions of solution (efficiency concepts), among them the notion of properly efficient point (p-minimizer) of order k and the notion of isolated minimizer of order k. We show that each isolated minimizer of order k⩾1 is a p-minimizer of order k. The possible reversal of this statement in the case k=1 is studied through first order necessary and sufficient conditions in terms of Dini derivatives. Observing that the optimality conditions for the constrained problem coincide with those for a suitable unconstrained problem, we introduce sense I solutions (those of the initial constrained problem) and sense II solutions (those of the unconstrained problem). Further, we obtain relations between sense I and sense II isolated minimizers and p-minimizers.
Related Topics
Physical Sciences and Engineering Mathematics Analysis
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