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Geoffrion’s proper efficiency in linear fractional vector optimization with unbounded constraint sets
Journal of Global Optimization ( IF 1.3 ) Pub Date : 2020-07-21 , DOI: 10.1007/s10898-020-00927-7
N. T. T. Huong , J.-C. Yao , N. D. Yen

Choo (Oper Res 32:216–220, 1984) has proved that any efficient solution of a linear fractional vector optimization problem with a bounded constraint set is properly efficient in the sense of Geoffrion. This paper studies Geoffrion’s properness of the efficient solutions of linear fractional vector optimization problems with unbounded constraint sets. By examples, we show that there exist linear fractional vector optimization problems with the efficient solution set being a proper subset of the unbounded constraint set, which have improperly efficient solutions. Then, we establish verifiable sufficient conditions for an efficient solution of a linear fractional vector optimization to be a Geoffrion properly efficient solution by using the recession cone of the constraint set. For bicriteria problems, it is enough to employ a system of two regularity conditions. If the number of criteria exceeds two, a third regularity condition must be added to the system. The obtained results complement the above-mentioned remarkable theorem of Choo and are analyzed through several interesting examples, including those given by Hoa et al. (J Ind Manag Optim 1:477–486, 2005).



中文翻译:

Geoffrion在无穷约束集的线性分数矢量优化中的适当效率

Choo(Oper Res 32:216–220,1984)证明,从Geoffrion的意义上讲,任何有界约束集的线性分数矢量优化问题的有效解决方案都是适当有效的。本文研究的线性分式向量优化问题与有效的解决方案的杰欧弗里奥恩的适当性无界约束集。通过示例,我们表明存在线性分数矢量优化问题,其中有效解集是无界约束集的适当子集,而有效解集不正确。然后,通过使用约束集的后退锥,我们为线性分数矢量优化的有效解建立了可证明的充分条件,使其成为Geoffrion适当有效的解。对于双标准问题,采用两个正则条件的系统就足够了。如果条件数超过两个,则必须向系统添加第三个规则性条件。获得的结果补充了上述Choo的非凡定理,并通过几个有趣的例子进行了分析,包括Hoa等人给出的例子。(J Ind Manag Optim 1:477–486,2005)。

更新日期:2020-07-21
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