2. Generalized Affinenesses
A function
f:
is said to be affine on
D
if
, there holds
We introduce here the following definitions of generalized affine functions.
Definition 2.1 A function f
:
is said to be affinelike on
D
if
such that
Definition
2.2
A
function
f:
is said to be preaffinelike on
D
if
such that
In the
following Definition 2.3 and 2.4, we assume that
is any given linear set.
Definition 2.3 A function f
: is said to be B-subaffinelike
on D if , such that
Definition
2.4
A
function f : is said to be B-presubaffinelike
on D if , such that
For any linear
set
B, since
, we may take u = 0. So,
affinelikeness implies subaffinelikeness, and preaffinelikeness implies
presubaffinelikeness.
It is obviously that affineness
implies preaffineness, and the following Example 2.1 shows that the converse is
not true.
Example 2.1
An example of an affinelike function
which is not an affine function.
It is known that, a function is an
affine function if and only it is in the form of
, therefore
is not an
affine function.
However, f is affinelike.
Similarly,
affinelikesness implies preaffinelikeness (
), presubaffinelikeness implies
subaffinelikeness. The following Example 1.2 shows that a preaffinelike
function is not necessary to be an affinelike function.
Example 2.2
An example of preaffinelike function
which is not an affinelike function.
Consider the function.
Take
, then
; but
So
f
is not affinelike.
But
f is an preaffinelike
function. For
taking
if
,
if
, then
where
.
Example 2.3
An example of subaffinelike function which is not an affinelike
function.
Consider the function and the linear set
.
take
then
therefore
is B-subaffinelike on
.
is not affinelike on
Actually, for
one has
, but
Example 2.4
An example of presubaffinelike function which is not a
preaffinelike function.
Actually, the function in Example
2.3 is subaffinelike, therefore it is presubaffinelike on D.
However, for
one has
This shows
that the function
f
is
not preaffinelike on D.
Example 2.5
An example of presubaffinelike function which is not a
subaffinelike function.
Consider the function.
Take the 2-dimensional linear set
.
Take
, then
Either
or
must be negative; but
,
, therefore
And so,
is not B-subaffinelike.
However,
is
B-presubaffinelike.
Case
1
. If both of are positive, we take , , , then
Case 2
. If both of are negative, we take , , , then
Case 3
. If one of
is negative, and the other is
non-negative, we take
And so
are both non-negative or both
negative, take
or , respectively, one has
Therefore
is B-presubaffinelike.
Example 2.6
An example of subaffinelike function which is not a preaffinelike
function.
Consider the function.
Take the 2-dimensional linear set
.
Take
, then
In the above
inequality, we note that either
or , .
Therefore, is not preaffinelike.
However, is B-subaffinelike.
In fact,
we may choose
with
x large enough such
that
Example 2.7
An example preaffinelike function which is not a subaffinelike
function.
Consider the function.
Take the 2-dimensional linear set
.
Take
, then
So,
,
However, for
,
Actually, if
x
= 0, it is obviously that
; if
, the right side of (1) implies
that
, and the left side of (1) is
. This proves that the inequality
(1) must be true. Consequently,
So
is not B-subaffinelike.
On the other hand,
we may take
if
or
if
, then
where
.
Therefore, is preaffinelike.
So far, we have showed the
following relationships (where subaffinelikeness and presubaffinelikeness are
related to “a given linear set B”).
The following
Proposition 2.1 is very similar to the corresponding results for generalized
convexities (see Proposition 3.1).
Proposition 2.1 Suppose f: is a function, given linear set, and t
is any real scalar.
a) f is affinelike on D if and only
if f (D) is an affine set;
b) f is
preaffinelike on D if and only if is an affine set;
c) f is B-subaffinelike on D
if and only if f (D) + B is an affine set;
d) f is B-presubaffinelike on D if
and only if + B is an affine
set.
Proof.
a) If
f is affinelike on
D,
,
such that
Therefore f (D)
is an affine set.
On the other hand, assume that
f
(
D) is an affine set.
we have
Therefore
such that
And hence f
is affinelike on D.
b) Assume f is a
preaffinelike function.
for
Since
f
is preaffinelike,
such that
where . Consequently, is an affine set.
On the other hand, suppose that
is an affine set. Then
since
,
Therefore
such that
Then f
is an affinelike function.
c) Assume that f is B-subaffinelike.
,
, such that
and
. The subaffinelikeness of
f
implies that
, and
such that
Where Then, f (D) + B is an affine
set.
On the other hand, assume that f
(D) + B is an affine set.
, such that
,
i.e.,
u
+,
where. And hence f is
B-subaffinelike.
d) Suppose f is a B-presubaffinelike
function.
, similar to the proof of (b),, , for which and
where . This proves that + B is an affine set.
On the other hand, assume that + B is an affine
set.
,since , , such that
.
Therefore
,
i.e.,
,
where . And so f is B-presubaffinelike.
The presubaffineness is the weakest one in the
series of the generalized affinenesses introduced here. The following example
shows that our definition of presubaffinelikeness is not trivial.
Example 2.8
An example of
non-presubaffinelike function.
Consider the function.
Take the linear set
.
Take , then
.
Either or must be negative, but
hold for
, therefore, for any scalar
(Actually, , one has
; and either or , then, either
or ).
And so, is not B-presubaffinelike.
3. Generalized Convexities
In this section, we recall some existing
definitions of generalized convexities, which are very comparable with the
definitions of generalized affinenesses introduced in this article.
Let Y be a topological vector space and be a nonempty set and Y+ be a
convex cone in Y and .
It is known that, a function f :is said to be Y+-convex on D
if for all , , there holds
The following Definition 3.1 was introduced in Fan [2].
Definition 3.1
A
function f :is said to be Y+-convexlike on D
if ,
, such that
We may define Y+-preconvexlike
functions as follows.
Definition 3.2 A function
f :is said to be Y+-preconvexlike
on D if , , , such that
Definition 3.3 was introduced by Jeyakumar [3].
Definition 3.3 A function f
:is said to be Y+-subconvexlike
on D if ,, , such that
In fact, in Jeyakumar [3],
the definition of subconvexlike was introduced as the following form Definition
3.3*.
Definition 3.3* A function f :is said to be Y+-subconvexlike on D if ,,, , such that
Li and Wang ([
4], Lemma 2.3) proved that: A function
f :
is
Y+-subconvexlike on
D by Definition 3.3* if and only if
,
,
,
such that
From the definitions above, one may introduce the following definition of presubconvexlike functions.
Definition 3.4 A function f :is said to be Y+-presubconvexlike on D if , , , , such that
And, similar to ([
4], Lemma 2.3), one can prove that, a function
f :
is
Y+-presubconvexlike on
D if and only if
,
,
,
,
,
such that
Our Definitions 3.3 and 3.4 are more comparable with our definitions of generalized affineness.
Similar to the proof of the above Proposition 2.1, one has the following Proposition 3.1.
Some examples of generalized convexities were given in [
5,
6].
Proposition 3.1 Let f : X be function, and t > 0 be any positive scalar, then
a) f is Y+-convexlike on D if and only ifis convex;
b) f is Y+-subconvexlike on D if and only if is convex;
c) f is Y+-preconvexlike on D if and only if is convex;
d) f is Y+-presubconvexlike on D if and only if is convex.
4. Constraint Qualifications
Consider the following vector optimization problem:
where f :, , , Y+, Zi+ are closed convex cones in Y and Zi, respectively, and D is a nonempty subset of X.
Throughout this paper, the following assumptions will be used (are real scalars).
(A1)such that
(A2), (j = 1, 2, …, n);
(A3)Wj (j = 1, 2, …, n) are finite dimensional spaces.
Remark 4.1 We note that the condition (A1) says that f and are presubconvexlike, and (j = 1, 2, …, n) are preaffinelike.
Let F be the feasible set of (VP), i.e.
The following is the well-known definition of weakly efficient solution.
Definition 4.1 A point
is said to be a weakly efficient solution of (VP) with a weakly efficient value if for every, there exists no satisfying.
We first introduce the following constraint qualification which is similar to the constraint qualification in the differentiate form from nonlinear programming (see e.g. [
9]).
Definition 4.2 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 .
It is obvious that NNAMCQ holds at
with
being the whole space
X if and only if for all
satisfying
, there exists
such that
Hence NNAMCQ is weaker than ([
7], (CQ1)) (in [
7], CQ1 was for set-valued optimization problems) in the constraint
, which means that only the binding constraints are considered. Under the NNAMCQ, the following Kuhn-Tucker type necessary optimality condition holds.
Theorem 4.1 Assume that the generalized convexity assumption (A1) is satisfied and either (A2) or (A3) holds. If
is a weakly efficient solution of (
VP) with
, then exists a vector
with
such that
for a neighbourhoodof .
Proof. Since
is a weakly efficient solution of (
VP) with
there exists a nonzero vector
such that (2) holds. Since NNAMCQ holds at
,
must be nonzero. Otherwise if
= 0 then
must be a nonzero solution of
But this is impossible since the NNAMCQ holds at .
Similar to ([
7], (CQ2)) which is slightly stronger than ([
7], (CQ1)), we define the following constraint qualification which is stronger than the NNAMCQ.
Definition 4.2 (SNNAMCQ) Let.We say that (VP) satisfies the No Nonzero Abnormal Multiplier Constraint Qualification (NNAMCQ) at provided that
satisfying,
, s.t. ;
, , s.t. for all .
We now quote the Slater condition introduced in ([
10], (CQ3)).
Definition 4.3 (Slater Condition CQ) Let. We say that (VP) satisfies the Slater condition at if the following conditions hold:
, s.t. ;
for all j.
Similar to ([
7], Proposition 2) (again, in [
7], discussions are made for set-valued optimization problems), we have the following relationship between the constraint qualifications.
Proposition 4.1 The following statements are true:
(i) Slater CQ SNNAMCQ NNAMCQ with being the whole space X;
(ii) Assume that (A1) and (A2) (or (A1) and (A3)) hold and the NNAMCQ with being the whole space X without the restriction of at, Then the Slater condition (CQ) holds.
Proof. The proof of (i) is similar to ([
7], Proposition 2). Now we prove (ii). By the assumption (A1), the following sets
C1 and
C2 are convex:
Suppose to the contrary that Slater condition does not hold. Then
or
. If the former
holds, then by the separation theorem [
1], there exists a nonzero vector
such that
for all . Since
are convex cones, consequently we have
for all and take
in (3), we have
which contradicts the NNAMCQ. Similarly if the latter holds then there exists such that, which contradicts NNAMCQ.
Definition 4.4 (Calmness Condition) Let
. Let
and
. We say that (
VP) satisfies the calmness condition at
provided that there exist
, a neighborhood of
, and a map
with
such that for each
there is no such that
Theorem 4.2 Assume that (A1) is satisfied and either (A2) or (A3) holds. If
is a weakly efficient solution of (
VP) with
, and the calmness condition holds at
, then there exists
, a neighborhood of
and a vector
with
such that
Proof. It is easy to see that under the calmness condition, being a weakly efficient solution of (VP) implies that is a weakly efficient solution of the perturbed problem:
VP(
p,
q)
By assumption, the above optimization problem satisfies the generalized convexity assumption (A1). Now we prove that the NNAMCQ holds naturally at
. Suppose that
satisfies the system:
If , then there exists
small enough such that
. Since
,
and there exists
which implies that
and hence
which contradicts (5). Hence and (5) becomes
If then there exists
p small enough such that
. Let
, then
which is impossible. Consequently,
as well. Hence there exists
with
such that
It is obvious that (6) implies (4) and hence the proof of the theorem is complete.
Definition 4.5 Let
be normed spaces. We say that (
VP) satisfies the error bound constraint qualification at a feasible point
if there exist positive constants
and
such that
where
BX is the unit ball of
X, and
Remark 4.2 Note that the error bound constraint qualification is satisfied at a feasible point
if and only if the function
is pseudo upper-Lipschitz continuous around
in the terminology of ([
8], Definition 2.8) (which is referred to as being calm at
in [
9]). Hence
being either pseudo-Lipschitz continuous around
in the terminology of [
10] or upper-Lipschitz continuous at
in the terminology of [
11] implies that the error bound constraint qualification holds at
. Recall that a function
is called a polyhedral multifunction if its graph is a union of finitely many polyhedral convex sets. This class of function is closed under (finite) addition, scalar multiplication, and (finite) composition. By ([
12], Proposition 1), a polyhedral multifunction is upper-Lipschitz. Hence the following result provides a sufficient condition for the error bound constraint qualification.
Proposition 4.2 Let X = Rn and W = Rm. Suppose that D is polyhedral and h is a polyhedral multifunction. Then the error bound constraint qualification always holds at any feasible point.
Proof. Since
D is polyhedral and
h is a polyhedral multifunction, its inverse map
is a polyhedral multifunction. That is, the graph of
S is a union of polyhedral convex sets. Since
which is also a union of polyhedral convex sets, is also a polyhedral multifunction and hence upper-Lipschitz at any point of
by ([
12], Proposition 1). Therefore the error bound constraint qualification holds at
.
Definition 4.6 Let
X be a normed space,
be a function and
.
f is said to be Lipschitz near
if there exist
, a neighbourhood of
and a constant
L f > 0 such that for all
,
Where BY is the unit ball of Y.
Definition 4.7 Let
X be a normed space,
be a function and
.
f is said to be strongly Lipschitz on
if there exist a constant
Lf > 0 such that for all
,
and
,
The following result generalizes the exact penalization ([
9], Theorem 2.4.5).
Proposition 4.3 Let
X be a normed space,
be a function which is strongly Lipschitz of rank
Lf on a set
. Let
and suppose that
is a weakly efficient solution of
with. Then for all
,
is a weakly efficient solution of the exact penalized optimization problem
where .
Proof. Let us prove the assertion by supposing the contrary. Then there is a point
,
and
satisfying
. Let
and
be a point such that
. Then for any
,
Since is arbitrary it contradicts the fact that
is a weakly efficient solution of
Proposition 4.4 Suppose is a normed space and f is strongly Lipschitz on D. If is a weakly efficient solution of (VP) and the error bound constraint qualification is satisfied at, then (VP) satisfies the calmness condition at.
Proof. By the exact penalization principle in Proposition 3.3,
is a weakly efficient solution of the penalized problem
The results then follow from the definitions of the calmness and the error bound constraint qualification.
Theorem 4.3 Assume that the generalized convexity assumption (A1) is satisfied with f replaced by and either (A2) or (A3) holds. Suppose is a normed space and f is strongly Lipschitz on D. If is a weakly efficient solution of (VP) and the error bound constraint qualification is satisfied at, then there exist, a neighborhood of and a vector with such that (4) holds.
Using Proposition 4.2, Theorem 4.3 has the following easy corollary.
Corollary 4.1 Suppose
Y is a normed space,
X =
Rn,
W =
Rm and
D is polyhedral and
f is strongly Lipschitz on
D. Assume that the generalized convexity assumption (A1) is satisfied with
f replaced by
and either (A2) or (A3) holds. If
is a weakly efficient solution of (
VP) without the inequality constraint
; and
h is a polyhedral multifunction, then there exist
, a neighborhood of
a vector
with
such that
Our last result Theorem 4.4 is a strong duality theorem, which generalizes a result in Fang, Li, and Ng [
13].
For two topological vector spaces
Z and
Y, let
B(
Z;
Y ) be the set of continuous linear transformations from
Z to
Y and
The Lagrangian map for (VP) is the function
Given
, consider the vector minimization problem induced by (
VP):
and denote by the set of weakly efficient value of the problem (
VPST). The Lagrange dual problem associated with the primal problem (
VP) is
The following strong duality result holds which extends the strong duality theorem in ([
7], Theorem 7) (which was for set-valued optimization problems), to allow weaker convexity assumptions. We omit the proof since it is similar to [
7].
Theorem 4.4 Assume that (A1) is satisfied, either (A2) or (A3) is satisfied, and a constraint qualification such as NNAMCQ is satisfied. If
is a weakly efficient solution of (
VP), then there exists