(ε-)Efficiency in Fractional Vector Optimization

The issue of characterizing completely efficient (Pareto) solutions to a fractional vector (multiobjective or multicriteria) minimization problem, where the involved functions are convex, has not been addressed previously. Thanks to an earlier characterization of weak efficiency in difference vector optimization by El Maghri, we get a vectorial necessary and sufficient condition given in terms of … Read more

Duality assertions in vector optimization w.r.t. relatively solid convex cones in real linear spaces

We derive duality assertions for vector optimization problems in real linear spaces based on a scalarization using recent results concerning the concept of relative solidness for convex cones (i.e., convex cones with nonempty intrinsic cores). In our paper, we consider an abstract vector optimization problem with generalized inequality constraints and investigate Lagrangian type duality assertions … Read more

A study of Liu-Storey conjugate gradient methods for vector optimization

This work presents a study of Liu-Storey (LS) nonlinear conjugate gradient (CG) methods to solve vector optimization problems. Three variants of the LS-CG method originally designed to solve single-objective problems are extended to the vector setting. The first algorithm restricts the LS conjugate parameter to be nonnegative and use a sufficiently accurate line search satisfying … Read more

Vector Optimization w.r.t. Relatively Solid Convex Cones in Real Linear Spaces

In vector optimization, it is of increasing interest to study problems where the image space (a real linear space) is preordered by a not necessarily solid (and not necessarily pointed) convex cone. It is well-known that there are many examples where the ordering cone of the image space has an empty (topological / algebraic) interior, … Read more

On the intrinsic core of convex cones in real linear spaces

Convex cones play an important role in nonlinear analysis and optimization theory. In particular, specific normal cones and tangent cones are known to be convex cones, and it is a crucial fact that they are useful geometric objects for describing optimality conditions. As important applications (especially, in the fields of optimal control with PDE constraints, … Read more

A Unified Characterization of Nonlinear Scalarizing Functionals in Optimization

Over the years, several classes of scalarization techniques in optimization have been introduced and employed in deriving separation theorems, optimality conditions and algorithms. In this paper, we study the relationships between some of those classes in the sense of inclusion. We focus on three types of scalarizing functionals (by Hiriart-Urruty, Drummond and Svaiter, Gerstewitz) and … Read more

An inexact strategy for the projected gradient algorithm in vector optimization problems on variable ordered spaces

Variable order structures model situations in which the comparison between two points depends on a point-to-cone map. In this paper, an inexact projected gradient method for solving smooth constrained vector optimization problems on variable ordered spaces is presented. It is shown that every accumulation point of the generated sequence satisfies the first order necessary optimality … Read more

On classes of set optimization problems which are reducible to vector optimization problems and its impact on numerical test instances

Set optimization with the set approach has recently gained increasing interest due to its practical relevance. In this problem class one studies optimization problems with a set-valued objective map and defines optimality based on a direct comparison of the images of the objective function, which are sets here. Meanwhile, in the literature a wide range … Read more

Characterization of properly optimal elements with variable ordering structures

In vector optimization with a variable ordering structure the partial ordering defined by a convex cone is replaced by a whole family of convex cones, one associated with each element of the space. In recent publications it was started to develop a comprehensive theory for these vector optimization problems. Thereby also notions of proper efficiency … Read more

Properly optimal elements in vector optimization with variable ordering structures

In this paper, proper optimality concepts in vector optimization with variable ordering structures are introduced for the first time and characterization results via scalarizations are given. New type of scalarizing functionals are presented and their properties are discussed. The scalarization approach suggested in the paper does not require convexity and boundedness conditions. CitationPreprint of the … Read more