Article ID: | iaor200971587 |
Country: | Germany |
Volume: | 70 |
Issue: | 1 |
Start Page Number: | 35 |
End Page Number: | 46 |
Publication Date: | Aug 2009 |
Journal: | Mathematical Methods of Operations Research |
Authors: | Todorov Maxim Ivanov, Vzquez Francisco Guerra, Shikhman Vladimir, Jongen Hubertus Th |
Keywords: | optimization |
We consider unconstrained finite dimensional multi-criteria optimization problems, where the objective functions are continuously differentiable. Motivated by previous work of Brosowski and da Silva (1994), we suggest a number of tests (TEST 1–4) to detect, whether a certain point is a locally (weakly) efficient solution for the underlying vector optimization problem or not. Our aim is to show: the points, at which none of the TESTs 1–4 can be applied, form a nowhere dense set in the state space. TESTs 1 and 2 are exactly those proposed by Brosowski and da Silva. TEST 3 deals with a local constant behavior of at least one of the objective functions. TEST 4 includes some conditions on the gradients of objective functions satisfied locally around the point of interest. It is formulated as a Conjecture. It is proven under additional assumptions on the objective functions, such as linear independence of the gradients, convexity or directional monotonicity.