Scalarization of vector optimization problems
In this paper, we investigate the scalar representation of vector optimization problems in close connection with monotonic functions. We show that it is possible to construct linear, convex, and quasiconvex representations for linear, convex, and quasiconvex vector problems, respectively. Moreover, for finding all the optimal solutions of a vector problem, it suffices to solve certain scalar representations only. The question of the continuous dependence of the solution set upon the initial vector problems and monotonic functions is also discussed.
Key WordsScalar representation vector optimization monotonic functions upper semicontinuity
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