Fully Piecewise Linear Vector Optimization Problems

Xi Yin Zheng () and Xiaoqi Yang ()
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Xi Yin Zheng: Yunnan University
Xiaoqi Yang: The Hong Kong Polytechnic University

Journal of Optimization Theory and Applications, 2021, vol. 190, issue 2, No 5, 490 pages

Abstract: Abstract We distinguish two kinds of piecewise linear functions and provide an interesting representation for a piecewise linear function between two normed spaces. Based on such a representation, we study a fully piecewise linear vector optimization problem with the objective and constraint functions being piecewise linear. To solve this problem, we divide it into some linear subproblems and structure a dimensional reduction method. Under some mild assumptions, we prove that its Pareto (resp., weak Pareto) solution set is the union of finitely many generalized polyhedra (resp., polyhedra), each of which is contained in a Pareto (resp., weak Pareto) face of some linear subproblem. Our main results are even new in the linear case and further generalize Arrow, Barankin and Blackwell’s classical results on linear vector optimization problems in the framework of finite-dimensional spaces.

Keywords: Polyhedron; Piecewise linear function; Pareto solution; Weak Pareto solution; 52B60; 52B70; 90C29 (search for similar items in EconPapers)
Date: 2021
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DOI: 10.1007/s10957-021-01889-w

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