Abstract:
We present first and second order conditions, both necessary and sufficient, for ≺-minimizers of vector-valued mappings over feasible sets with respect to a nontransitive preference relation ≺. Using an analytical representation of the preference relation ≺ by means of a suitable family of sublinear functions, we reduce the vector optimization problem under study to a scalar inequality, from which with the tools of variational analysis we then derive minimality conditions for the initial vector optimization problem.
Keywords:
vector optimization, nontransitive preference, nonlinear scalarization, second order optimality conditions.
Citation:
V. V. Gorokhovik, M. A. Trofimovich, “First and second order optimality conditions in vector optimization problems with nontransitive preference relation”, Trudy Inst. Mat. i Mekh. UrO RAN, 20, no. 4, 2014, 81–96; Proc. Steklov Inst. Math. (Suppl.), 292, suppl. 1 (2016), 91–105
\Bibitem{GorTro14}
\by V.~V.~Gorokhovik, M.~A.~Trofimovich
\paper First and second order optimality conditions in vector optimization problems with nontransitive preference relation
\serial Trudy Inst. Mat. i Mekh. UrO RAN
\yr 2014
\vol 20
\issue 4
\pages 81--96
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\jour Proc. Steklov Inst. Math. (Suppl.)
\yr 2016
\vol 292
\issue , suppl. 1
\pages 91--105
\crossref{https://doi.org/10.1134/S0081543816020085}
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Linking options:
https://www.mathnet.ru/eng/timm1117
https://www.mathnet.ru/eng/timm/v20/i4/p81
This publication is cited in the following 5 articles:
Valentin V. Gorokhovik, “On the Extension of Quasipreferences to Weak Preferences with a Prescribed Indifference Relation”, J Math Sci, 2024
A.V. Gorbunova, A.V. Lebedev, “Nontransitivity of tuples of random variables with polynomial density and its effects in Bayesian models”, Mathematics and Computers in Simulation, 202 (2022), 181
V. V. Gorokhovik, “Kasatelnye vektory vysokogo poryadka k mnozhestvam i neobkhodimye usloviya minimalnosti dlya tochek uporyadochennykh podmnozhestv”, Tr. In-ta matem., 29:1-2 (2021), 52–66
A. V. Gorbunova, A. V. Lebedev, “Effekty stokhasticheskoi netranzitivnosti v sistemakh massovogo obsluzhivaniya”, UBS, 85 (2020), 23–50
A. V. Lebedev, “The nontransitivity problem for three continuous random variables”, Autom. Remote Control, 80:6 (2019), 1058–1068