In this paper the constrained vector optimization problem min Cf(x), g(x) ∈ - K, is considered, where f:ℝ n → ℝ m g:ℝ n → ℝ p are locally Lipschitz functions and C ⊂ ℝ m and K ⊂ ℝ p are closed convex cones. Several solution concepts are recalled, among them the concept of a properly efficient point (p-minimizer) and an isolated minimizer (i-minimizer). On the base of certain first-order optimalitty conditions it is shown that there is a close relation between the solutions of the constrained problem and some unconstrained problem. This consideration allows to "double" the solution concepts of the given constrained problem, calling sense II optimality concepts for the constrained problem the respective solutions of the related unconstrained problem, retaining the name of sense I concepts for the originally defined optimality solutions. The paper investigates the stability properties of thep-minimizers andi-minimizers. It is shown, that thep-minimizers are stable under perturbations of the cones, while thei-minimizers are stable under perturbations both of the cones and the functions in the data set. Further, it is shown, that sense I concepts are stable under perturbations of the objective data, while sense II concepts are stable under perturbations both of the objective and the constraints. Finally, the so called structural stability is discused. © 2007 Springer.

Stability of properly efficient points and isolated minimizers of constrained vector optimization problems

Guerraggio A.;Rocca M.
2007-01-01

Abstract

In this paper the constrained vector optimization problem min Cf(x), g(x) ∈ - K, is considered, where f:ℝ n → ℝ m g:ℝ n → ℝ p are locally Lipschitz functions and C ⊂ ℝ m and K ⊂ ℝ p are closed convex cones. Several solution concepts are recalled, among them the concept of a properly efficient point (p-minimizer) and an isolated minimizer (i-minimizer). On the base of certain first-order optimalitty conditions it is shown that there is a close relation between the solutions of the constrained problem and some unconstrained problem. This consideration allows to "double" the solution concepts of the given constrained problem, calling sense II optimality concepts for the constrained problem the respective solutions of the related unconstrained problem, retaining the name of sense I concepts for the originally defined optimality solutions. The paper investigates the stability properties of thep-minimizers andi-minimizers. It is shown, that thep-minimizers are stable under perturbations of the cones, while thei-minimizers are stable under perturbations both of the cones and the functions in the data set. Further, it is shown, that sense I concepts are stable under perturbations of the objective data, while sense II concepts are stable under perturbations both of the objective and the constraints. Finally, the so called structural stability is discused. © 2007 Springer.
2007
isolated minimizers; locally Lipschitz data; optimality conditions; properly efficient points; stability; Vector optimization
Ginchev, I.; Guerraggio, A.; Rocca, M.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11383/2136032
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