Skip to main content
Log in

On scalarization of vector optimization type problems

  • Published:
Russian Mathematics Aims and scope Submit manuscript

Abstract

We consider scalarization issues for vector problems in the case where the preference relation is represented by a rather arbitrary set. An algorithm for weights choice for a priori unknown preference relations is suggested. Some examples of applications to vector optimization, game equilibrium, and variational inequalities are described.

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. Modern State of Operations Research Theory, Ed. by N. N. Moiseev (Nauka, Moscow, 1979) [in Russian].

    Google Scholar 

  2. V. V. Podinovskii and V. D. Nogin, Pareto-Optimal Solutions of Multiple Objective Problems (Nauka, Moscow, 1982) [in Russian].

    Google Scholar 

  3. Y. Sawaragi, H. Nakayama, and T. Tanino, Theory of Multiobjective Optimization (Academic Press, New York, 1985).

    MATH  Google Scholar 

  4. G. Y. Chen, X. X. Huang, and X. Q. Yang, Vector Optimization (Springer, Berlin, 2005).

    MATH  Google Scholar 

  5. B. N. Pshenichnyi, Convex Analysis and Extremal Problems (Nauka, Moscow, 1980) [in Russian].

    MATH  Google Scholar 

  6. V. F. Dem’yanov and L. F. Vasil’yev, Nondifferentiable Optimization (Nauka, Moscow, 1981) [in Russian].

    MATH  Google Scholar 

  7. I. V. Konnov and R. F. Khabibullin, “An Algorithm to Find an Element of the Conjugate Cone,” Issled. po Prikl. Matem. 11(1), 32–40 (1984).

    MathSciNet  Google Scholar 

  8. A. Barvinok, A Course in Convexity (AMS, Providence, 2002).

    MATH  Google Scholar 

  9. G. Isac, V.A. Bulavsky, and V.V. Kalashnikov, Complementarity, Equilibrium, Efficiency and Economics (Kluwer, Dordrecht, 2002).

    MATH  Google Scholar 

  10. L. Hurwicz, “Programming in Linear Spaces,” in: Studies in Linear and Nonlinear Programming, Ed. by K. J. Arrow, L. Hurwicz, and H. Uzawa (Stanford University Press, Stanford, 1958), Chap. 4, pp. 38–102.

    Google Scholar 

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

    Book  Google Scholar 

  12. V. D. Nogin, Decision Making in Multicriteria Environment (Fizmatlit, Moscow, 2002) [in Russian].

    Google Scholar 

  13. V. V. Podinovskii, “Axiomatic Solution of the Problem of Criteria Importance in Multicriteria Problems,” in: Modern State of Operations Research Theory, Ed. by N. N. Moiseev (Nauka, Moscow, 1979), Chap. 4, pp. 117–149.

    Google Scholar 

  14. R. Farquharson, “Sur une Généralisation de la Notion d’Équilibrium,” Compt. Rend. Acad. Sci. Paris 240, 46–48 (1955).

    MathSciNet  MATH  Google Scholar 

  15. D. Blackwell, “An Analogue of the Minimax Theorem for Vector Payoffs,” Pacific J.Math. 6(1), 1–8 (1956).

    MathSciNet  MATH  Google Scholar 

  16. I. V. Konnov, “Combined Relaxation Method for Solving Vector Equilibrium Problems,” Izv. Vyssh. Uchebn. Zaved.Mat., No. 12, 54–62 (1995) [RussianMathematics (Iz. VUZ) 39 (12), 51–59 (1995)].

  17. H. Nikaido and K. Isoda, “Note on Noncooperative Convex Games,” Pacific J. Mathematics 5(1), 807–815 (1955).

    MathSciNet  Google Scholar 

  18. I. V. Konnov, “Generalized Monotone Equilibrium Problems and Variational Inequalities, in: Handbook of Generalized Convexity and Generalized Monotonicity, Ed. by N. Hadjisavvas, S. Komlósi, and S. Schaible (Springer, New York, 2005), Chap. 13, pp. 559–618.

    Chapter  Google Scholar 

  19. Vector Variational Inequalities and Vector Equilibria. Mathematical Theories, Ed. by F. Giannessi (Kluwer Academic Publishers, Dordrecht-Boston-London, 2000).

    MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to I. V. Konnov.

Additional information

Original Russian Text © I.V. Konnov, 2012, published in Izvestiya Vysshikh Uchebnykh Zavedenii. Matematika, 2012, No. 9, pp. 8–18.

About this article

Cite this article

Konnov, I.V. On scalarization of vector optimization type problems. Russ Math. 56, 5–13 (2012). https://doi.org/10.3103/S1066369X12090022

Download citation

  • Received:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.3103/S1066369X12090022

Keywords and phrases

Navigation