Abstract
This paper presents some results concerning the existence of the Lagrange multipliers for vector optimization problems in the case where the ordering cone in the codomain has an empty interior. The main tool for deriving our assertions is a scalarization by means of a functional introduced by Hiriart-Urruty (Math. Oper. Res. 4:79–97, 1979) (the so-called oriented distance function). Moreover, we explain some applications of our results to a vector equilibrium problem, to a vector control-approximation problem and to an unconstrainted vector fractional programming problem.
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Communicated by H.P. Benson.
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Durea, M., Dutta, J. & Tammer, C. Lagrange Multipliers for ε-Pareto Solutions in Vector Optimization with Nonsolid Cones in Banach Spaces. J Optim Theory Appl 145, 196–211 (2010). https://doi.org/10.1007/s10957-009-9609-1
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DOI: https://doi.org/10.1007/s10957-009-9609-1