Abstract
This article is devoted to the study of a nonsmooth composite vector optimization problem (P for brevity). We apply some advanced tools of variational analysis and generalized differentiation to establish necessary conditions for (weakly) efficient solutions of (P). Sufficient conditions for the existence of such solutions to (P) are also provided by means of proposing the use of (strictly) generalized convex composite vector functions with respect to a cone. We also state a dual problem to (P) and explore weak, strong and converse duality relations. In addition, applications to a multiobjective approximation problem and a composite multiobjective problem with linear operators are deployed.
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The author is indebted to the three referees for helpful remarks and suggestions, which greatly improved the quality of the paper.
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Dedicated to Professor Gue Myung Lee on the occasion of his 65th birthday.
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Chuong, T.D. Optimality and duality in nonsmooth composite vector optimization and applications. Ann Oper Res 296, 755–777 (2021). https://doi.org/10.1007/s10479-019-03349-1
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DOI: https://doi.org/10.1007/s10479-019-03349-1
Keywords
- Necessary/sufficient conditions
- Duality
- Composite vector optimization
- Generalized convexity
- Limiting/Mordukhovich subdifferential