Article ID: | iaor20022008 |
Country: | Germany |
Volume: | 53 |
Issue: | 2 |
Start Page Number: | 215 |
End Page Number: | 232 |
Publication Date: | Jan 2001 |
Journal: | Mathematical Methods of Operations Research (Heidelberg) |
Authors: | Ward D.E., Lee G.M. |
Keywords: | optimization |
Generalized properly efficient solutions of a vector optimization problem (VP) are defined in terms of various tangent cones and a generalized directional derivative. We study their basic properties and relationships and show that under certain conditions, a generalized properly efficient solution of (VP), defined by the adjacent cone, is a generalized Karush–Kuhn–Tucker properly efficient solution of (VP). Furthermore, using subgradients defined by closed convex tangent cones, we give necessary optimality condition for a generalized properly efficient solution of (VP) defined by the adjacent cone.