0. Introduction
Generalized convex optimization are very well studied branches of mathematics. There are many very meaningful and useful definitions of generalized convexities. Let
X be a normed space, and
X+ a convex cone of
X. K. Fan [
3] introduced the definition of
X+-convexlike function. Jeyakumar [
1] introduced the definition of
X+-sub convexlike function. And, Jeyakumar defined
X+-subconvexlike function in [
2]. There are plenty of research articles discussing subconvexlike optimization problems, e.g., see [
4,
5,
6,
7,
8,
9,
10,
11,
12]. In this paper, we show that the sub convexlikeness introduced in [
1] and the subconvexlikeness in [
2] are actually equivalent in locally convex topological spaces (including normed linear spaces).
Most of papers in set-valued optimization studied the problem with inequality constraint and the abstract constraint. In this paper we consider the set-valued optimization problem with not only inequality, abstract but also equality constraints. The explicit statement of the equality constraint would be very convenient in applications. For example, recently, the mathematical programs with equilibrium constraints has received a lot of attentions from the optimization community. The mathematical programs with equilibrium constraints are a class of optimization problem with variational inequality constraints. By representing the variational inequality as a generalized equation, e.g., [8, 13, 14], a mathematical program with equilibrium constraints can be reformulated as an optimization problem with an equality constraint. This paper deals with the set-valued optimization problem with inequality, equality as well as abstract constraints, and obtains some vector saddle-point theorems and vector Lagrangian theorems.
1. Preliminary
Let
X be a real topological vector space, a subset
X+ of
X is said to be a convex cone if
We denote by the zero element in the topological space X and simply by 0 if there is no confusion.
A convex cone X+ of X is called a pointed cone if .
A real topological vector space
X with a pointed cone is said to be an ordered topological liner space. We denote
intX+ the topological interior of
X+ . The partial order on
X is defined by
Or, if there is no confusion, they may just be denoted by
If
we denoted by
Or,
A linear functional on
X is a continuous linear function from
X to
R (1-dimensinal Euclidean space). The set
X * of all linear functionals on
X is the dual space of
X. The subset
of
is said to be the dual cone of the cone
X+ , where
.
Suppose that X and Y are two real topological vector spaces. Let f: X→2Y be a set-valued function, where 2Y denotes the power set of Y.
Let
D be a nonempty subset of
X. Setting
, and
For
, we write
The following Definitions 1.1 and 1.2 can be found in [
15].
Definition 1.1 (convex, bounded, and absorbing) A subset M of X is said to be convex, if and implies ; M is said to be balanced if and implies ; M is said to be absorbing if for any given neighbourhood U of 0, there exists a positive scalar such that , where.
Definition 1.2 (locally convex topological space) A topological vector space X is called a locally convex topological space if any neighborhood of contains a convex, balanced, and absorbing open set.
From [15, pp.26 Theorem, pp.33 Definition 1], a normed linear space is a locally convex topological space.
2. The Sub Convexlikeness
This section shows that the definitions of sub convexlikeness and subconvexlikeness given by Jeyakumar [1, 2] are actually one.
A set-valued function
f:
X→
2Y is said to be
Y+ -convex on
D if ∀
x1,
x2∈
D, ∀
α∈[0, 1], one has
The following definition of convexlikeness was introduced by Ky Fan [
8].
A set-valued function
f:
X→
2Y is said to be
Y+ -convexlike on
D if ∀
x1,
x2∈
D, ∀
α∈[0, 1], ∃
x3∈
D such that
Jeyakumar [
2] introduced the following subconvexlikeness.
Definition 2.1 (
subconvexlike) Let
Y be a topological vector space and
be a nonempty set and
Y+ be a convex cone in
Y. A set-valued map
f :
is said to be
Y+-subconvexlike on
D if
such that
,
,
,
here holds
Lemma 2.1 is [16, Lemma 2.3].
Lemma 2.1 Let
Y be a topological vector space and
be a nonempty set and
Y+ be a convex cone in
Y. A set-valued map
f :
is
Y+-subconvexlike on
D if and only if
,
,
,
such that
A bounded function in a topological space can be defined as following Definition 2.2 (e.g,, see Yosida [
15]).
Definition 2.2 (bounded set-valued map) A subset M of a real topological vector space Y is said to be a bounded subset if for any given neighbourhood U of 0, there exists a positive scalar such that , where. A set-valued map f : is said to bounded map if f (Y) is a bounded subset of Y.
Jeyakumar [
1] introduced the following sub convexlikeness.
Definition 2.3 (s
ub convexlike) Let
Y be a topological vector space and
be a nonempty set. A set-valued map
f :
is said to be
Y+-sub convexlike on
D if
bounded set-valued map
u:
,
,
,
,
such that
The following Lemma 2.1 is from Li and Wang [16, Lemma 2.3].
Lemma 2.2 Let Y be a locally convex topological space andbe a nonempty set Y. A set-valued map f : is Y+-subconvexlike on D if and only if is Y+-convex.
Theorem 2.1 Let Y be a locally convex topological space, a nonempty set, and Y+ a convex cone in Y. A set-valued map f : is Y+-sub convexlike on D if and only if is Y+-convex.
Proof. The necessity.
Suppose that f is Y+-sub convexlike..
such that
Let
then
. Therefore,
neighbourhood
U of 0 such that
is a neighbourhood of
and
By Definition 1.2, we may assume that U is convex, balanced, and absorbing.
From the assumption of sub convexlikeness, i.e.,
bounded set-valued map
u:
,
,
,
such that
Therefore
Since
U is convex, balanced, and absorbing, we may take
small enough such that
Therefore
And then
Hence,
is a
Y+-convex set.
The sufficiency.
If is Y+-convex, then, by Lemma 2.1, f is Y+-subconvexlike. And, it is clear that Y+-subconvexlikeness implies Y+-sub convexlikeness.
From Lemma 2.2 and Theorem 2.1 one has Theorem 2.2.
Theorem 2.2 Let Y be a locally convex topological space and a nonempty set, and Y+ a convex cone in Y. A set-valued map f : is Y+-subconvexlike on D if and only if f is Y+-sub convexlike on D.
3. Vector Saddle-Point Theorems
This section works on vector saddle-point theorems for set-valued optimization problems.
A set-valued map
f:
is said to be affine on
D if
, there holds
We introduce the notion of sub affinelike functions as follows.
Definition 3.1 (
sub affinelike) A set-valued map
f :
is said to be
Y+-sub affinelike on
D if
,
there holds
Theorem 3.1 Let X, Y, Z and W be real topological vector spaces, , pointed convex cones of Y, Z and W, respectively. Assume that functions satisfy that
-
(a)
f and
g are sub convexlike maps on
D, i.e.,
,
such that
-
(b)
h is a sub affinelike map on
D, i.e.,
such that
-
(c)
-
;
and (i) and (ii) denote the systems
-
(i)
-
(ii)
such that
If (i) has no solution then (ii) has solutions.
Moreover if (ii) has a solution with then (i) has no solutions.
Proof. such that
By the assumption (b),
such that
Since
neighbourhood
U of 0 in
W for which
is a neighbourhood of
.
By Definition 1.2, we may take
small enough such that
Then,
Therefore,
So,
is a convex set.
Similarly,
and
are also convex. Therefore, the set
is convex.
From the assumption (c),
. We also have
since (i) has no solution. Therefore, according to the separation theorem of convex sets of topological vector space,
nonzero vector
such that
for
,
.
Since
are convex cones, and
B is a linear space, one gets
.
Let
one has
Therefore
. Hence
. Similarly,
,
.
Thus
Therefore,
Which means that (ii) has solutions.
On the other hand, suppose that (ii) has a solution
with
, i.e.,
We are going to prove that (i) has no solution.
Otherwise, if (i) has a solution
, then
. Hence, one would have
Which is a contradiction. The proof is completed.
We consider the following optimization problem with set-valued maps:
where
f:
,
,
are set-valued maps,
Zi+ is a closed convex cone in
Zi and
D is a nonempty subset of
X.
Definition 3.2 (weakly efficient solution)A point is said to be a weakly efficient solution of (VP) if there exists no satisfying , where
In the sequel, denotes the set of all continuous linear mappings T from W to Y; denotes the set of all non-negative and continuous linear mappings S from Z to Y, where non-negative mapping S means that.
Let .
Definition 3.3 (
vector saddle-point)
is said to be a vector saddle-point of
if
Theorem 3.2 is a vector saddle-point of , if and only if , such that
-
(i)
,
-
(ii)
,
-
(iii)
.
Proof. The sufficiency. Suppose that the conditions (i)-(iii) are satisfied. Note that
,
imply
and the condition (i) states that
So
and
together imply
Hence
On the other hand, since
, from (3.1), and from
we conclude that
Hence
Consequently,
Therefore
is a vector saddle-point of
.
The necessity. Assume that
is a vector saddle-point of
. From Definition 3.3 one has
So,
, i.e.,
such that
and
Taking
in (3.2) we get
Aim to show that .
Otherwise, since , if , we would have ,
Because
is a closed convex set, by the separate theorem
i.e.,
Let
we obtain
. Which means that
. Meanwhile,
and (3.5) yield that
. Given
and let
Then
and
Contradicting to (3.4). Therefore
Now, aim to prove that .
Otherwise, if
, then
such that
. Similar to the above
such that
,
. Given
and let
Then
and
. And we have proved that
, so
. Therefore
Again, contradicting to (3.4).
Therefore
. Similarly, one has
. From (3.2) we get
Hence
Similarly, from (3.2) again we have
If
, since
and
is a pointed cone, we have
Because
is a closed convex set, by the separation theorem
, such that
So
since
. Taking
and define
by
Then
Contradicting to (3.6). Therefore
.Thus
Now, we’d like to prove
Otherwise, if
, similar to (3.8)
, such that
. So
. Given
and define
, by
Then
, i.e.,
)
. Contradicting to (3.7). Therefore we must have
Combining (3.2), (3.3), (3.9), and we conclude that
and
We have proved that, if is a vector saddle-point of , then the conditions (i)-(iii) hold.
Theorem 3.3 If is a vector saddle-point of , and if, then is a weak efficient solution of (VP).
Proof. Assume that
is a vector saddle-point of
, from Theorem 3.2 we have
So
(the feasible solution of (VP). And
such that
, i.e.
Thus
Since
, by (3.11) , one has
Therefore,
is a weakly efficient solution of (VP).
4. Vector Lagrangian Theorems
Definition 4.1 (
vector Lagrangian map) The vector Lagrangian map
of (VP) is defined by the set-valued map
Given
, we consider the minimization problem induced by (VP):
Definition 4.2 (slater constrained qualification (SC)) Let. We say that (VP) satisfies the Slater Constrained Qualification at if the following conditions hold:
- (1)
, s.t. ;
- (2)
for all j.
According the following Theorem 4.1, (VPST) can also be considered as a dual problem of (VP).
Theorem 4.1 Let . Assume that satisfy the generalized convexity condition (a), the generalized affineness condition (b), as well as the inner point condition (c), and (VP) satisfies the Slater Constrained Qualification (SC). Then, is a weakly efficient solution of (VP) if and only if such that is a weakly efficient solution of (VPST).
Proof. Assume
such that
is a weakly efficient solution of (VPST). Then there exist
, such that
If
, then
such that
, i.e.,
Which is a contradiction.
Hence, is a weakly efficient solution of (VP).
Conversely, suppose that
is a weakly efficient solution of (VP). So
such that there is not any
for which
That is to say, there is not any
such that
By Theorem 3.1,
such that
Since
and
, take
in (1) we obtain
But
and
imply that
for which
Hence
, which means
Since
implies
, and
implies
such that
, we have
Because the Slater Constraint Qualification is satisfied, similar to the proof of Theorem 3.2, we have
. So we may take
such that
Define the operator
and
by
It is easy to see that
And (4.2) implies
Since
, we have
. Hence
Therefore, by (4.4) and (4.5) one gets
From (4.1) and (4.3)
i.e.,
Taking
,
and
, applying Theorem 3.2 to the functions
, then (4.6) deduces that
and
since
.
Consequently, is a weakly efficient solution of (VPST).
We complete the proof.
Definition 4.3 (
NNAMCQ) Let
. We say that (
VP) satisfies the No Nonzero Abnormal Multiplier Constraint Qualification (NNAMCQ) at
if there is no nonzero vector
satisfying the system
where
is some neighborhood of
.
Similar to the proof of Theorem 4.1, one has Theorem 4.2.
Theorem 4.2 Let Assume that satisfy the generalized convexity condition (a), the generalized affineness condition (b), as well as the inner point condition (c). If is a weakly efficient solution of (VP), then ∃vector Lagrangian multiplier such that is a weakly efficient solution of (VPST). Inversely, if (NNAMCQ) holds at , and if ∃vector Lagrangian multiplier such that is a weakly efficient solution of (VPST), then is a weakly efficient solution of (VP).
5. Conclusions.
Jeyakumar [
1] introduced the following definition of sub convexlike functions for single-valued functions.
Let
Y be a topological vector space and
be a nonempty set. A set-valued map
f :
is said to be
Y+-sub convexlike on
D if
bounded set-valued map
u:
,
,
,
,
such that
where the partial order is induced by a convex cone
of
Y.
Jeyakumar [
2] introduced the following subconvexlikeness.
A set-valued map
f :
is said to be
Y+-subconvexlike on
D if
such that
,
,
,
here holds
In this paper, we prove that the above two generalized convexities are equivalent.
A set-valued map
f:
is said to be affine on
D if
, there holds
We define the following sub affinelike maps, in order to weaken the condition of the “equality constraints” for optimization problems.
A set-valued map
f :
is said to be
Y+-sub affinelike on
D if
there holds
And then, we consider the following optimization problem with set-valued maps:
where
f:
and
are sub convexlike, and
are sub affinelike.
For a single-valued situation, above optimization problem (VP) may be written as follows.
We obtain some vector saddle-point theorems and some vector Lagrangian theorems for the set-valued optimization problem (VP). Our Theorem 3.1 is a generalization of theorems of alternatives in [1, 2], a modification of theorems of alternatives in [5, 10, 11, 17, 18]. Our saddle-points theorems (Theorems 3.2 and 3.3) are generalizations of the saddle-point theorem in [16, 20], and modifications of saddle-point theorems in [4]. Our Lagrangian theorems (Theorems 4.1 and 4.2) are generalizations of Lagrangian theorems in [16] and modifications of those in [19].
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