Skip to main content
Log in

Structure and Weak Sharp Minimum of the Pareto Solution Set for Piecewise Linear Multiobjective Optimization

  • Published:
Journal of Optimization Theory and Applications Aims and scope Submit manuscript

Abstract

In this paper, the Pareto solution set of a piecewise linear multiobjective optimization problem in a normed space is shown to be the union of finitely many semiclosed polyhedra. If the problem is further assumed to be cone-convex, then it has the global weak sharp minimum property.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Zheng, X.Y., Yang, X.Q.: The structure of weak Pareto solution sets in piecewise linear multiobjective optimization in normed spaces. Sci. China, Ser. A, Math. 51, 1243–1256 (2008)

    Article  MathSciNet  MATH  Google Scholar 

  2. Gowda, M.S., Sznajder, R.: On the pseudo-Lipschitzian behavior of the inverse of a piecewise affine function. In: Complementarity and Variational Problems, Baltimore, 1995, pp. 117–131. SIAM, Philadelphia (1997)

    Google Scholar 

  3. Aneja, Y.P., Nair, K.P.K.: Bicriteria transportation problem. Manag. Sci. 25, 73–78 (1979/1980)

    Article  MathSciNet  Google Scholar 

  4. Cai, X.Q., Teo, K.L., Yang, X.Q., Zhou, X.Y.: Portfolio optimization under a minimax rule. Manag. Sci. 46, 957–972 (2000)

    Article  Google Scholar 

  5. Giannessi, F.: Theorem of the alternative and optimality conditions. J. Optim. Theory Appl. 42, 331–365 (1984)

    Article  MathSciNet  MATH  Google Scholar 

  6. Arrow, K.J., Barankin, E.W., Blackwell, D.: Admissible points of convex sets. In: Contributions to the Theory of Games, vol. 2. Annals of Mathematics Studies, vol. 28, pp. 87–91. Princeton University Press, Princeton (1953)

    Google Scholar 

  7. Luc, D.T.: Theory of Vector Optimization. Springer, Berlin (1989)

    Google Scholar 

  8. Burke, J.V., Ferris, M.C.: Weak sharp minima in mathematical programming. SIAM J. Control Optim. 31, 1340–1359 (1993)

    Article  MathSciNet  MATH  Google Scholar 

  9. Studniarski, M., Ward, D.E.: Weak sharp minima: characterizations and sufficient conditions. SIAM J. Control Optim. 38, 219–236 (1999)

    Article  MathSciNet  MATH  Google Scholar 

  10. Burke, J.V., Deng, S.: Weak sharp minima revisited, Part I: basic theory. Control Cybern. 31, 439–469 (2002)

    MathSciNet  MATH  Google Scholar 

  11. Burke, J.V., Deng, S.: Weak sharp minima revisited, Part II: application to linear regularity and error bounds. Math. Program., Ser. B 104, 235–261 (2005)

    Article  MathSciNet  MATH  Google Scholar 

  12. Zheng, X.Y., Yang, X.M., Teo, K.L.: Sharp minima for multiobjective optimization in Banach spaces. Set-Valued Anal. 14, 327–345 (2006)

    Article  MathSciNet  MATH  Google Scholar 

  13. Deng, S., Yang, X.Q.: Weak Sharp minima in multicriteria linear programming. SIAM J. Optim. 15, 456–460 (2004)

    Article  MathSciNet  MATH  Google Scholar 

  14. Zheng, X.Y., Yang, X.Q.: Weak sharp minima for piecewise linear multiobjective optimization in normed spaces. Nonlinear Anal. 68, 3771–3779 (2008)

    Article  MathSciNet  MATH  Google Scholar 

  15. Giannessi, F.: Theorems of the alternative for multifunctions with applications to optimization: general results. J. Optim. Theory Appl. 55, 233–256 (1987)

    Article  MathSciNet  MATH  Google Scholar 

  16. Rockafellar, R.T.: Convex Analysis. Princeton University Press, Princeton (1970)

    MATH  Google Scholar 

  17. Rockafellar, R.T., Wets, R.J.-B.: Variational Analysis. Springer, New York (1998)

    Book  MATH  Google Scholar 

  18. Zalinescu, C.: Sharp estimates for Hoffman’s constant for systems of linear inequalities and equalities. SIAM J. Optim. 14, 517–533 (2003)

    Article  MathSciNet  MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to X. Q. Yang.

Additional information

Communicated by F. Giannessi.

This work was partially supported by the Research Grants Council of Hong Kong (PolyU5303/05E) and National Foundation for Science & Technology Development (Vietnam).

Rights and permissions

Reprints and permissions

About this article

Cite this article

Yang, X.Q., Yen, N.D. Structure and Weak Sharp Minimum of the Pareto Solution Set for Piecewise Linear Multiobjective Optimization. J Optim Theory Appl 147, 113–124 (2010). https://doi.org/10.1007/s10957-010-9710-5

Download citation

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10957-010-9710-5

Keywords

Navigation