This paper studies the issue of well-posedness for vector optimization. It is shown that coercivity implies well-posedness without any convexity assumptions on problem data. For convex vector optimization problems, solution sets of such problems are non-convex in general, but they are highly structured. By exploring such structures carefully via convex analysis, we are able to obtain a number of positive results, including a criterion for well-posedness in terms of that of associated scalar problems. In particular we show that a well-known relative interiority condition can be used as a sufficient condition for well-posedness in convex vector optimization.
@article{RO_2003__37_3_195_0,
author = {Deng, Sien},
title = {Coercivity properties and well-posedness in vector optimization},
journal = {RAIRO - Operations Research - Recherche Op\'erationnelle},
pages = {195--208},
year = {2003},
publisher = {EDP Sciences},
volume = {37},
number = {3},
doi = {10.1051/ro:2003021},
mrnumber = {2034539},
zbl = {1070.90095},
language = {en},
url = {https://www.numdam.org/articles/10.1051/ro:2003021/}
}
TY - JOUR AU - Deng, Sien TI - Coercivity properties and well-posedness in vector optimization JO - RAIRO - Operations Research - Recherche Opérationnelle PY - 2003 SP - 195 EP - 208 VL - 37 IS - 3 PB - EDP Sciences UR - https://www.numdam.org/articles/10.1051/ro:2003021/ DO - 10.1051/ro:2003021 LA - en ID - RO_2003__37_3_195_0 ER -
%0 Journal Article %A Deng, Sien %T Coercivity properties and well-posedness in vector optimization %J RAIRO - Operations Research - Recherche Opérationnelle %D 2003 %P 195-208 %V 37 %N 3 %I EDP Sciences %U https://www.numdam.org/articles/10.1051/ro:2003021/ %R 10.1051/ro:2003021 %G en %F RO_2003__37_3_195_0
Deng, Sien. Coercivity properties and well-posedness in vector optimization. RAIRO - Operations Research - Recherche Opérationnelle, Tome 37 (2003) no. 3, pp. 195-208. doi: 10.1051/ro:2003021
[1] , How to deal with the unbounded in optimization: Theory and algorithms. Math. Program. B 79 (1997) 3-18. | Zbl | MR
[2] , Existence of optimal solutions and duality results under weak conditions. Math. Program. 88 (2000) 45-59. | Zbl | MR
[3] , and, Convex functions with unbounded level sets and applications to duality theory. SIAM J. Optim. 3 (1993) 669-695. | Zbl | MR
[4] and, Partially finite convex programming, Part I: Quasi relative interiors and duality theory. Math. Program. B 57 (1992) 15-48. | Zbl | MR
[5] ,,, and, Non-linear Parametric Optimization. Birhauser-Verlag (1983). | Zbl | MR
[6] , Characterizations of the nonemptiness and compactness of solution sets in convex vector optimization. J. Optim. Theory Appl. 96 (1998) 123-131. | Zbl | MR
[7] , On approximate solutions in convex vector optimization. SIAM J. Control Optim. 35 (1997) 2128-2136. | Zbl | MR
[8] , Well-posed problems and error bounds in optimization, in Reformulation: Non-smooth, Piecewise Smooth, Semi-smooth and Smoothing Methods, edited by Fukushima and Qi. Kluwer (1999). | Zbl | MR
[9] and, On variational principles, level sets, well-posedness, and -solutions in vector optimization. J. Optim. Theory Appl. 89 (1996) 325-349. | Zbl | MR
[10] and, Well-Posed Optimization Problems. Springer-Verlag, Lecture Notes in Math. 1543 (1993). | Zbl | MR
[11] and, Vector equilibrium problems under recession analysis. preprint, 2001. | MR
[12] and, Characterizations of nonemptiness and compactness of the set of weakly efficient solutions for convex vector optimization and applications. J. Math. Anal. Appl. 264 (2001) 270-287. | Zbl | MR
[13] , Pointwise well-posedness of perturbed vector optimization problems in a vector-valued variational principle. J. Optim. Theory Appl. 108 (2001) 671-686. | Zbl | MR
[14] , and, A variational principle for problems with functional constraints. SIAM J. Optim. 12 (2001) 461-478. | Zbl | MR
[15] and, On extensions of Frank-Wolfe theorem. J. Comput. Optim. Appl. 13 (1999) 87-110. | Zbl | MR
[16] , Theory of Vector Optimization. Springer-Verlag (1989). | MR
[17] , Well-posedness, towards vector optimization. Springer-Verlag, Lecture Notes Economy and Math. Syst. 294 (1986).
[18] , Convex Analysis. Princeton University Press (1970). | Zbl | MR
[19] , Conjugate Duality and Optimization. SIAM (1974). | Zbl | MR
[20] and, Variational Analysis. Springer-Verlag (1998). | Zbl | MR
[21] , and, Theory of Multi-objective Optimization. Academic Press (1985). | Zbl | MR
[22] , Well-posedness and optimization under perturbations. Ann. Oper. Res. 101 (2001) 351-361. | Zbl | MR
Cité par Sources :





