Criteria for efficiency in vector optimization

We consider unconstrained finite dimensional multi-criteria optimization problems, where the objective functions are continuously differentiable. Motivated by previous work of Brosowski and da Silva (1994), we suggest a number of tests (TEST 1–4) to detect, whether a certain point is a locally (weak...

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Veröffentlicht in:Mathematical methods of operations research (Heidelberg, Germany) Germany), 2009-08, Vol.70 (1), p.35-46
Hauptverfasser: Vázquez, Francisco Guerra, Jongen, Hubertus Th, Shikhman, Vladimir, Todorov, Maxim Ivanov
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Sprache:eng
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Zusammenfassung:We consider unconstrained finite dimensional multi-criteria optimization problems, where the objective functions are continuously differentiable. Motivated by previous work of Brosowski and da Silva (1994), we suggest a number of tests (TEST 1–4) to detect, whether a certain point is a locally (weakly) efficient solution for the underlying vector optimization problem or not. Our aim is to show: the points, at which none of the TESTs 1–4 can be applied, form a nowhere dense set in the state space. TESTs 1 and 2 are exactly those proposed by Brosowski and da Silva. TEST 3 deals with a local constant behavior of at least one of the objective functions. TEST 4 includes some conditions on the gradients of objective functions satisfied locally around the point of interest. It is formulated as a Conjecture. It is proven under additional assumptions on the objective functions, such as linear independence of the gradients, convexity or directional monotonicity.
ISSN:1432-2994
1432-5217
DOI:10.1007/s00186-008-0230-0