Optimality Conditions for Extended Ky Fan Inequality with Cone and Affine Constraints and Their Applications

Optimality Conditions for Extended Ky Fan Inequality with Cone and Affine Constraints and Their Applications

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Article ID: iaor2012619
Volume: 152
Issue: 3
Start Page Number: 661
End Page Number: 674
Publication Date: Mar 2012
Journal: Journal of Optimization Theory and Applications
Authors:
Keywords: duality, Programming (cone), vector optimization, inequality problems
Abstract:

The purpose of this paper is to establish necessary and sufficient conditions for a point to be solution of an extended Ky Fan inequality. Using a separation theorem for convex sets, involving the quasi‐interior of a convex set, we obtain optimality conditions for solutions of the generalized problem with cone and affine constraints. Then the main result is applied to vector optimization problems with cone and affine constraints and to duality theory.

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