Dual Characterization and Scalarization for Benson Proper Efficiency

By using dual cones and their properties, we establish a fundamental dual characterization and scalarization for Benson proper efficient points without any additional assumption on the ordering cone. From this, we obtain several scalarization theorems and Lagrange multiplier theorems for Benson prop...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:SIAM journal on optimization 2008-01, Vol.19 (1), p.144-162
1. Verfasser: Qiu, Jing-Hui
Format: Artikel
Sprache:eng
Schlagworte:
Online-Zugang:Volltext
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Beschreibung
Zusammenfassung:By using dual cones and their properties, we establish a fundamental dual characterization and scalarization for Benson proper efficient points without any additional assumption on the ordering cone. From this, we obtain several scalarization theorems and Lagrange multiplier theorems for Benson proper minimizers of optimization problems with nearly cone-subconvexlike set-valued maps. The related known results are improved, and some new criteria for checking Benson proper efficiency are deduced.
ISSN:1052-6234
1095-7189
DOI:10.1137/060676465