Mathematical Programs with Vector Optimization Constraints

Y. C. Liou, X. Q. Yang and J. C. Yao
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Y. C. Liou: Cheng Shiu University
X. Q. Yang: Hong Kong Polytechnic University
J. C. Yao: National Sun Yat-Sen University

Journal of Optimization Theory and Applications, 2005, vol. 126, issue 2, No 7, 345-355

Abstract: Abstract In this paper, we introduce mathematical programs with vector optimization constraints. For these problems, we establish two models in both the weak Pareto solution and Pareto solution setting. Some new existence results are obtained under rather weak conditions. We establish also equivalences between mathematical programs with vector optimization constraints and mathematical programs with vector variational inequality constraints.

Keywords: Multiobjective programming; variational inequalities; Stackelberg problems; mathematical programs with equilibrium constraints (search for similar items in EconPapers)
Date: 2005
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Citations: View citations in EconPapers (2)

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DOI: 10.1007/s10957-005-4720-4

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