Existence of efficient and properly efficient solutions to problems of constrained vector optimization

Do Sang Kim; Boris S. Mordukhovich; Tien-Son Pham; Nguyen Van Tuyen

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arXiv · 1805.00298

Existence of efficient and properly efficient solutions to problems of constrained vector optimization

Do Sang Kim·Boris S. Mordukhovich·Tien-Son Pham·Nguyen Van Tuyen

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Abstract

The paper is devoted to the existence of global optimal solutions for a general class of nonsmooth problems of constrained vector optimization without boundedness assumptions on constraint sets. The main attention is paid to the two major notions of optimality in vector problems: Pareto efficiency and proper efficiency in the sense of Geoffrion. Employing adequate tools of variational analysis and generalized differentiation, we first establish relationships between the notions of properness, $M$-tameness, and the Palais--Smale conditions formulated for the restriction of the vector cost mapping on the constraint set. These results are instrumental to derive verifiable necessary and sufficient conditions for the existence of Pareto efficient solutions in vector optimization. Furthermore, the developed approach allows us to obtain new sufficient conditions for the existence of Geoffrion-properly efficient solutions to such constrained vector problems.

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Do Sang Kim, Boris S. Mordukhovich, Tien-Son Pham, Nguyen Van Tuyen. 2018-05-01. Existence of efficient and properly efficient solutions to problems of constrained vector optimization. https://arxiv.org/abs/1805.00298

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