Coercivity properties and well-posedness in vector optimization
RAIRO - Operations Research - Recherche Opérationnelle, Tome 37 (2003) no. 3, pp. 195-208.

This paper studies the issue of well-posedness for vector optimization. It is shown that coercivity implies well-posedness without any convexity assumptions on problem data. For convex vector optimization problems, solution sets of such problems are non-convex in general, but they are highly structured. By exploring such structures carefully via convex analysis, we are able to obtain a number of positive results, including a criterion for well-posedness in terms of that of associated scalar problems. In particular we show that a well-known relative interiority condition can be used as a sufficient condition for well-posedness in convex vector optimization.

DOI : 10.1051/ro:2003021
Mots-clés : vector optimization, weakly efficient solution, well posedness, level-coercivity, error bounds, relative interior
@article{RO_2003__37_3_195_0,
     author = {Deng, Sien},
     title = {Coercivity properties and well-posedness in vector optimization},
     journal = {RAIRO - Operations Research - Recherche Op\'erationnelle},
     pages = {195--208},
     publisher = {EDP-Sciences},
     volume = {37},
     number = {3},
     year = {2003},
     doi = {10.1051/ro:2003021},
     mrnumber = {2034539},
     zbl = {1070.90095},
     language = {en},
     url = {http://www.numdam.org/articles/10.1051/ro:2003021/}
}
TY  - JOUR
AU  - Deng, Sien
TI  - Coercivity properties and well-posedness in vector optimization
JO  - RAIRO - Operations Research - Recherche Opérationnelle
PY  - 2003
SP  - 195
EP  - 208
VL  - 37
IS  - 3
PB  - EDP-Sciences
UR  - http://www.numdam.org/articles/10.1051/ro:2003021/
DO  - 10.1051/ro:2003021
LA  - en
ID  - RO_2003__37_3_195_0
ER  - 
%0 Journal Article
%A Deng, Sien
%T Coercivity properties and well-posedness in vector optimization
%J RAIRO - Operations Research - Recherche Opérationnelle
%D 2003
%P 195-208
%V 37
%N 3
%I EDP-Sciences
%U http://www.numdam.org/articles/10.1051/ro:2003021/
%R 10.1051/ro:2003021
%G en
%F RO_2003__37_3_195_0
Deng, Sien. Coercivity properties and well-posedness in vector optimization. RAIRO - Operations Research - Recherche Opérationnelle, Tome 37 (2003) no. 3, pp. 195-208. doi : 10.1051/ro:2003021. http://www.numdam.org/articles/10.1051/ro:2003021/

[1] A. Auslender, How to deal with the unbounded in optimization: Theory and algorithms. Math. Program. B 79 (1997) 3-18. | MR | Zbl

[2] A. Auslender, Existence of optimal solutions and duality results under weak conditions. Math. Program. 88 (2000) 45-59. | MR | Zbl

[3] A. Auslender, R. Cominetti and J.-P. Crouzeix, Convex functions with unbounded level sets and applications to duality theory. SIAM J. Optim. 3 (1993) 669-695. | MR | Zbl

[4] J.M. Borwein and A.S. Lewis, Partially finite convex programming, Part I: Quasi relative interiors and duality theory. Math. Program. B 57 (1992) 15-48. | MR | Zbl

[5] B. Bank, J. Guddat, D. Klatte, B. Kummer and K. Tammer, Non-linear Parametric Optimization. Birhauser-Verlag (1983). | MR | Zbl

[6] S. Deng, Characterizations of the nonemptiness and compactness of solution sets in convex vector optimization. J. Optim. Theory Appl. 96 (1998) 123-131. | MR | Zbl

[7] S. Deng, On approximate solutions in convex vector optimization. SIAM J. Control Optim. 35 (1997) 2128-2136. | MR | Zbl

[8] S. Deng, Well-posed problems and error bounds in optimization, in Reformulation: Non-smooth, Piecewise Smooth, Semi-smooth and Smoothing Methods, edited by Fukushima and Qi. Kluwer (1999). | MR | Zbl

[9] D. Dentcheva and S. Helbig, On variational principles, level sets, well-posedness, and ϵ-solutions in vector optimization. J. Optim. Theory Appl. 89 (1996) 325-349. | MR | Zbl

[10] L. Dontchev and T. Zolezzi, Well-Posed Optimization Problems. Springer-Verlag, Lecture Notes in Math. 1543 (1993). | MR | Zbl

[11] F. Flores-Bazan and F. Flores-Bazan, Vector equilibrium problems under recession analysis. preprint, 2001. | MR

[12] X.X. Huang and X.Q. Yang, Characterizations of nonemptiness and compactness of the set of weakly efficient solutions for convex vector optimization and applications. J. Math. Anal. Appl. 264 (2001) 270-287. | MR | Zbl

[13] X.X. Huang, Pointwise well-posedness of perturbed vector optimization problems in a vector-valued variational principle. J. Optim. Theory Appl. 108 (2001) 671-686. | MR | Zbl

[14] A.D. Ioffe, R.E. Lucchetti and J.P. Revalski, A variational principle for problems with functional constraints. SIAM J. Optim. 12 (2001) 461-478. | MR | Zbl

[15] Z.-Q. Luo and S.Z. Zhang, On extensions of Frank-Wolfe theorem. J. Comput. Optim. Appl. 13 (1999) 87-110. | MR | Zbl

[16] D.T. Luc, Theory of Vector Optimization. Springer-Verlag (1989). | MR

[17] R. Lucchetti, Well-posedness, towards vector optimization. Springer-Verlag, Lecture Notes Economy and Math. Syst. 294 (1986).

[18] R.T. Rockafellar, Convex Analysis. Princeton University Press (1970). | MR | Zbl

[19] R.T. Rockafellar, Conjugate Duality and Optimization. SIAM (1974). | MR | Zbl

[20] R.T. Rockafellar and R.J.-B. Wets, Variational Analysis. Springer-Verlag (1998). | MR | Zbl

[21] Y. Sawaragi, H. Nakayama and T. Tanino, Theory of Multi-objective Optimization. Academic Press (1985). | MR | Zbl

[22] T. Zolezzi, Well-posedness and optimization under perturbations. Ann. Oper. Res. 101 (2001) 351-361. | MR | Zbl

Cité par Sources :