Article ID: | iaor20131057 |
Volume: | 227 |
Issue: | 1 |
Start Page Number: | 12 |
End Page Number: | 21 |
Publication Date: | May 2013 |
Journal: | European Journal of Operational Research |
Authors: | Goberna M A, Todorov M I, Guerra-Vazquez F |
Keywords: | cone decomposition, vector optimization, KarushKuhnTucker (KKT) |
Linear vector semi‐infinite optimization deals with the simultaneous minimization of finitely many linear scalar functions subject to infinitely many linear constraints. This paper provides characterizations of the weakly efficient, efficient, properly efficient and strongly efficient points in terms of cones involving the data and Karush–Kuhn–Tucker conditions. The latter characterizations rely on different local and global constraint qualifications. The global constraint qualifications are illustrated on a collection of selected applications.