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On the Existence of Weak Efficient Solutions of Nonconvex Vector Optimization Problems

César Gutiérrez () and Rubén López ()
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César Gutiérrez: University of Valladolid
Rubén López: Universidad de Tarapacá

Journal of Optimization Theory and Applications, 2020, vol. 185, issue 3, No 11, 880-902

Abstract: Abstract We study vector optimization problems with solid non-polyhedral convex ordering cones, without assuming any convexity or quasiconvexity assumption. We state a Weierstrass-type theorem and existence results for weak efficient solutions for coercive and noncoercive problems. Our approach is based on a new coercivity notion for vector-valued functions, two realizations of the Gerstewitz scalarization function, asymptotic analysis and a regularization of the objective function. We define new boundedness and lower semicontinuity properties for vector-valued functions and study their properties. These new tools rely heavily on the solidness of the ordering cone through the notion of colevel and level sets. As a consequence of this approach, we improve various existence results from the literature, since weaker assumptions are required.

Keywords: Vector optimization; Weak efficient solution; Existence result; Coercive vector-valued function; Colevel set; Level set; Nonlinear scalarization; 49J27; 49J45; 90C26; 90C29 (search for similar items in EconPapers)
Date: 2020
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DOI: 10.1007/s10957-020-01667-0

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