Optimality and duality for vector optimization problem with non-convex feasible set

OPSEARCH ◽  
2019 ◽  
Vol 57 (1) ◽  
pp. 1-12 ◽  
Author(s):  
S. K. Suneja ◽  
Sunila Sharma ◽  
Priyanka Yadav
Keyword(s):  
Vector Optimization ◽  
Optimization Problem ◽  
Vector Optimization Problem ◽  
Feasible Set ◽  
Optimality And Duality

scholarly journals Higher order optimality and duality in fractional vector optimization over cones

2017 ◽  
Vol 48 (3) ◽  
pp. 273-287 ◽  
Author(s):  
Muskan Kapoor ◽  
Surjeet Kaur Suneja ◽  
Meetu Bhatia Grover
Keyword(s):  
Optimality Conditions ◽  
Vector Optimization ◽  
Convex Functions ◽  
Optimization Problem ◽  
Vector Optimization Problem ◽  
Higher Order ◽  
Sufficient Optimality Conditions ◽  
Dual Program ◽  
Duality Results ◽  
Optimality And Duality

In this paper we give higher order sufficient optimality conditions for a fractional vector optimization problem over cones, using higher order cone-convex functions. A higher order Schaible type dual program is formulated over cones.Weak, strong and converse duality results are established by using the higher order cone convex and other related functions.

scholarly journals Optimality and duality in nonsmooth vector optimization with non-convex feasible set

2020 ◽  
Author(s):  
Dr. Sunila Sharma ◽  
Priyanka Yadav
Keyword(s):  
Objective Function ◽  
Optimality Conditions ◽  
Vector Optimization ◽  
Optimization Problem ◽  
Vector Optimization Problem ◽  
Sufficient Optimality Conditions ◽  
Convex Programming Problem ◽  
Feasible Set ◽  
Nonsmooth Vector Optimization ◽  
Necessary And Sufficient

For a convex programming problem, the Karush-Kuhn-Tucker (KKT) conditions are necessary and sufficient for optimality under suitable constraint qualification. Recently, Suneja et al proved KKT optimality conditions for a differentiable vector optimization problem over cones in which they replaced the cone-convexity of constraint function by convexity of feasible set and assumed the objective function to be cone-pseudoconvex. In this paper, we have considered a nonsmooth vector optimization problem over cones and proved KKT type sufficient optimality conditions by replacing convexity of feasible set with the weaker condition considered by Ho and assuming the objective function to be generalized nonsmooth cone-pseudoconvex. Also, a Mond-Weir type dual is formulated and various duality results are established in the modified setting.

scholarly journals Vector variational inequalities and their relations with vector optimization

2013 ◽  
Vol 4 (1) ◽  
pp. 35-44 ◽  
Author(s):  
Surjeet Kaur Suneja ◽  
Bhawna Kohli
Keyword(s):  
Variational Inequalities ◽  
Vector Optimization ◽  
Optimization Problem ◽  
Vector Optimization Problem ◽  
Clarke Subdifferential ◽  
Vector Variational Inequalities ◽  
Regularity Assumption ◽  
Weak Minimum ◽  
Minimum Solution ◽  
Clarke Subdifferentials

In this paper, K- quasiconvex, K- pseudoconvex and other related functions have been introduced in terms of their Clarke subdifferentials, where   is an arbitrary closed convex, pointed cone with nonempty interior. The (strict, weakly) -pseudomonotonicity, (strict) K- naturally quasimonotonicity and K- quasimonotonicity of Clarke subdifferential maps have also been defined. Further, we introduce Minty weak (MVVIP) and Stampacchia weak (SVVIP) vector variational inequalities over arbitrary cones. Under regularity assumption, we have proved that a weak minimum solution of vector optimization problem (VOP) is a solution of (SVVIP) and under the condition of K- pseudoconvexity we have obtained the converse for MVVIP (SVVIP). In the end we study the interrelations between these with the help of strict K-naturally quasimonotonicity of Clarke subdifferential map.

Derivatives of Hadamard type in vector optimization

2018 ◽  
Vol 68 (2) ◽  
pp. 421-430
Author(s):  
Karel Pastor
Keyword(s):  
Nonlinear Analysis ◽  
Optimality Conditions ◽  
Vector Optimization ◽  
Optimality Condition ◽  
Optimization Problem ◽  
Vector Optimization Problem ◽  
Dini Derivatives ◽  
Scalar Optimality ◽  
Derivatives Of

Abstract In our paper we will continue the comparison which was started by Vsevolod I. Ivanov [Nonlinear Analysis 125 (2015), 270–289], where he compared scalar optimality conditions stated in terms of Hadamard derivatives for arbitrary functions and those which was stated for ℓ-stable functions in terms of Dini derivatives. We will study the vector optimization problem and we show that also in this case the optimality condition stated in terms of Hadamard derivatives is more advantageous.

scholarly journals Duality Theorem for a Minimax Vector Optimization Problem

2021 ◽  
Author(s):  
Jacob Atticus Armstrong Goodall
Keyword(s):  
Vector Optimization ◽  
Duality Theorem ◽  
Optimization Problem ◽  
Optimal Transport ◽  
Probability Distributions ◽  
Vector Optimization Problem ◽  
Complexity Science ◽  
Polish Spaces ◽  
Leibler Divergence ◽  
Mathematical Optimisation

Abstract A duality theorem is stated and proved for a minimax vector optimization problem where the vectors are elements of the set of products of compact Polish spaces. A special case of this theorem is derived to show that two metrics on the space of probability distributions on countable products of Polish spaces are identical. The appendix includes a proof that, under the appropriate conditions, the function studied in the optimisation problem is indeed a metric. The optimisation problem is comparable to multi-commodity optimal transport where there is dependence between commodities. This paper builds on the work of R.S. MacKay who introduced the metrics in the context of complexity science in [4] and [5]. The metrics have the advantage of measuring distance uniformly over the whole network while other metrics on probability distributions fail to do so (e.g total variation, Kullback–Leibler divergence, see [5]). This opens up the potential of mathematical optimisation in the setting of complexity science.

scholarly journals Mixed E-duality for E-differentiable Vector Optimization Problems Under (Generalized) V-E-invexity

2021 ◽  
Vol 2 (3) ◽  
Author(s):  
Najeeb Abdulaleem
Keyword(s):  
Vector Optimization ◽  
Optimization Problem ◽  
Dual Problem ◽  
Optimization Problems ◽  
Vector Optimization Problem ◽  
Equality Constraints ◽  
Vector Optimization Problems ◽  
Duality Theorems ◽  
Differentiable Vector

AbstractIn this paper, a class of E-differentiable vector optimization problems with both inequality and equality constraints is considered. The so-called vector mixed E-dual problem is defined for the considered E-differentiable vector optimization problem with both inequality and equality constraints. Then, several mixed E-duality theorems are established under (generalized) V-E-invexity hypotheses.

scholarly journals Lipschitz and differentiable dependence of solutions on a parameter in a scalarization method

1987 ◽  
Vol 42 (3) ◽  
pp. 353-364 ◽  
Author(s):  
Alicia Sterna-Karwat
Keyword(s):  
Vector Optimization ◽  
Normed Space ◽  
Convex Cone ◽  
Optimization Problem ◽  
Vector Optimization Problem ◽  
Optimal Solutions ◽  
Scalar Problem ◽  
Lipschitz Continuous ◽  
Scalarization Method ◽  
Convexity Assumptions

AbstractThis paper is concerned with a vector optimization problem set in a normed space where optimality is defined through a convex cone. The vector problem can be solved using a parametrized scalar problem. Under some convexity assumptions, it is shown that dependence of optimal solutions on the parameter is Lipschitz continuous. Hence differentiable dependence on the solutions on the parameter is derived.

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