Existence of Weakly e Cient Solutions in Nonsmooth Vector Optimization
Existence of Weakly e Cient Solutions in Nonsmooth Vector Optimization
com
Abstract
In this paper we study the existence of weakly ecient solutions for some nonsmooth and nonconvex vector optimization
problems. We consider problems whose objective functions are dened between innite and nite-dimensional Banach
spaces. Our results are stated under hypotheses of generalized convexity and make use of variational-like inequalities.
2007 Elsevier Inc. All rights reserved.
Keywords: Multiobjective optimization; Nonsmooth analysis; Invexity; Variational-like inequalities
1. Introduction
The connection between variational inequalities and optimization problems is well known (e.g. [1,6,11,12])
and have been extensively investigated in the recent years by several authors. One of the main works in this
direction was done by Giannessi [8], where many existence results for optimization problems were obtained by
using variational inequalities.
For multiobjective optimization problems, Giannessi proved in [9] that there exists an equivalence between
ecient solutions of dierentiable convex optimization problems and the solutions of a variational inequality
of Minty type. He also established similar results for ecient solutions. On the other hand, using subdierentials, Lee showed in [13] that analogous results are true for nonsmooth convex problems dened between
nite-dimensional spaces.
For some nonconvex dierentiable vector problems dened between innite-dimensional Banach spaces,
Chen and Craven [4] proved the equivalence of weakly ecient solutions and the solutions of a certain
Corresponding author.
E-mail addresses: [email protected] (L.B. Santos), [email protected] (M. Rojas-Medar), [email protected] (G. Ruiz-Garzon),
[email protected] (A. Ruan-Lizana).
0096-3003/$ - see front matter 2007 Elsevier Inc. All rights reserved.
doi:10.1016/j.amc.2007.11.027
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L.B. Santos et al. / Applied Mathematics and Computation 200 (2008) 547556
variational-like inequality. Using this characterization they proved an existence result for weakly ecient
solutions.
In this work we consider the following two problems.
1. An innite-dimensional problem:
Minimize
f x
subject to
x 2 K;
P1
where X and Y are two Banach spaces, f : X ! Y is a given function and K is a nonempty subset of X.
2. A nite-dimensional problem:
Minimize
subject to
f x : f1 x; . . . ; fp x
x 2 X;
P2
8x 2 K:
In particular, for the problem (P2), the denition of weakly ecient solution is done by taking P Rp in the
previous denition, that is, x0 2 X is a weakly ecient solution of (P2) if does not exist x 2 X such that
fi x < fi x0 ;
8 i 1; . . . ; p:
Now, we recall some notions and results from nonsmooth analysis. Let / be a locally Lipschitz function from
a Banach space X into R. The Clarke generalized directional derivative of /, at a point x 2 X , and in the direction d 2 X , denoted by /0 x; d, is given by:
/0 x; d lim sup
y!x
t#0
/y td /y
t
L.B. Santos et al. / Applied Mathematics and Computation 200 (2008) 547556
549
n 2 X :
x2X
kxk61
8v 2 T C x :
For more details on nonsmooth analysis, we refer the reader to the book by Clarke [5].
Next, we recall the denition of strongly compactly Lipschitz function, which is very important for the
analysis of the innite-dimensional problem (P1).
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L.B. Santos et al. / Applied Mathematics and Computation 200 (2008) 547556
x f x0 ; gx; x0 P 0:
Under suitable hypotheses, each solution of VI is a weakly ecient solution of (P1). In eect we have.
Theorem 7. Let K be an invex set with respect to g and f : K X ! Y be a P-invex function with respect to g.
Then each solution of VI is a weakly efficient solution of (P1).
L.B. Santos et al. / Applied Mathematics and Computation 200 (2008) 547556
551
Proof. Suppose that x0 is solution of VI which is not a weakly ecient solution of (P1). Then there exists
x 2 K such that
f x f x0 2 int P :
3
On the other hand, there exists x 2 P n f0g such that x f x0 ; gx; x0 P 0. Since f is P-invex, it follows
from (3) that
0
x f x x f x0 P x f x0 ; gx; x0 P 0:
F y; x : fx 2 K : x f x; gy; x P 0g:
By Theorem 7, it is sucient to prove that the variational-like inequality VI has a solution, that is,
\ [
F y; x 6 ;:
y2K
x 2P nf0g
To this end, we will prove that
\ \
F y; x 6 ;:
y2K
x 2P nf0g
Consider the multifunction G : K X , dened by
\
Gy x 2P nf0g F y; x :
T
We will prove that y2K Gy 6 ; by using of Lemma 8. Suppose that the space X is equipped with the weak
topology. Note that Gy is nonempty for all y 2 K. In fact, gy; y 0 and thus y 2 F y; x for all
x 2 P n f0g. Hence y 2 Gy. Furthermore, Gy is closed. In fact, let y 2 K and xk Gy be a sequence
such that xk ! x. Then x f xk ; gy; xk P 0 for all x 2 P n f0g. Fixed x 2 P n f0g, we have
0
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L.B. Santos et al. / Applied Mathematics and Computation 200 (2008) 547556
0
But the function x f ; is upper semicontinuous (see Proposition 1). Hence, it follows from (5) that
0
x f x; gy; x P 0;
that is, x 2 Gy and thus Gy is closed. But Gy is convex and hence, weakly closed.
On the other hand, K is weakly compact, because it is a convex, closed and bounded subset of X and X is a
reexive space. So Gy is weakly compact.
S
Now, take x1 ; . . . ; xn 2 K. We should prove that cofx1 ; . . . ; xn g ni1 Gxi .
Pn
Suppose
thatS this is false. Then there exist ai P 0, i 1; . . . ; n, such that
i1 ai 1 and
Pn
x : i1 ai xi 62 ni1 Gxi . Hence, for each i, there exists xi 2 P n f0g such that x 62 F xi ; xi , that is,
xi f 0 x; gxi ; x < 0.
Next we construct a x 2 P n f0g such that xi 2 Xx; x for all i, which will contradict the convexity of
Xx; x since gx; x 0.
Dene for i; j 2 f1; . . . ; ng; m 2 N,
(
xj
if xj f 0 x; gxi ; x < 0;
m
xi;j
0
1
x if xj f x; gxi ; x P 0;
m j
n
X
m
m
xi;j :
xi
j1
m
xi
Clearly
are linear, and for each m; xi
tinuous. In fact, dene
0
xj
M max
j1;...;n
f x; gxi ; x P 0g;
are con-
a1 #J 1 ;
a2 #J 2 ;
kxj k;
X
1 X
xj f 0 x; gxi ; x
x f 0 x; gxi ; x
m j2J 2 j
j2J 1
Pn M
Take M max16i6n mi and dene xM i1 xi . Then we have xM is in P n f0g and
X M
xi f 0 x; gxi ; x < 0
xM f 0 x; gxi ; x 6
M
and so xi 2 Ux; xM for all i 1; . . . ; n. But Ux; xM
T is convex and thus x 2 Ux; x . This contradicts
gx; x 0. Therefore, it follows from Lemma 8, that y2K Gy 6 ;. The proof is complete. h
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553
Remark 10. We notice that if K is compact and f is continuous, then (P1) has a weakly ecient solution (see
Sawaragi et al. [18]). Thus, if we apply Theorem 9 to the problem (P2), we do not obtain any new result,
because the hypotheses considered there imply that K is compact and f is continuous (see Brezis [3]).
4. The nite-dimensional problem (P2)
In this Section, we will consider a variational-like inequality of (weak) Minty type and we establish a characterization of weakly eciency for (P2), in terms of the solutions of that inequality. Using this result and a
xed point theorem for multifunctions, we establish our existence result for (P2).
Our variational-like inequality is:
WMVLI Find y 2 X such that, for each x 2 X and each ni 2 ofi x; i 1; . . . ; p,
nT1 gx; y; . . . ; nTp gx; y 62 int Rp :
In [16], Santos et al. proved that, under certain hypotheses, the solutions of WMVLI are weakly ecient
solutions of (P2).
Proposition 11 [16]. Let X be a nonempty set of Rn , invex with respect to g, and fi : Rn ! R; i 1; . . . ; p are
invex functions, locally Lipschitz with respect to g. Suppose that g is skew (that is, gx; y gy; x; 8x; y 2 X ).
Then y 2 X is a weakly efficient solution of (P2) if and only if y 2 X is a solution of WMVLI.
Now, we recall a xed-point theorem of FanBrowder, whose proof can be found in Park [14].
Lemma 12 [14]. Let X be a nonempty convex subset of a Hausdorff topological vector space E and let K be a
nonempty compact subset of X. Suppose that A; B : X X are multifunctions satisfying the following conditions:
1.
2.
3.
4.
5.
Ax Bx for all x 2 X ,
Bx is a convex set for all x 2 X ,
Ax 6 ; for all x 2 K,
A1 y fx 2 X ; y 2 Axg is an open set for each y 2 X ,
for eachTfinite subset N of X, there exists a compact, convex and nonempty subset LN of X such that LN N
and Ax LN 6 ; for all x 2 LN n K.
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We will prove (by using of Lemma 12) that exists y 2 K such that Ay ;, that is, y is solution of (WMVLI).
By Proposition 11, this is sucient to prove our result.
First we prove that the multifunctions A and B satisfy the conditions (1), (2), (4) and (5) of Lemma 12 and
that B does not have a xed point. So, Lemma 12 will imply the existence of y 2 K such that Ay ;.
We show that the condition (1) of Lemma 12 holds. Take x 2 X and z 2 Ax. Then, exists t n1 ; . . . ; np 2
of z such that
nT1 gz; x; . . . ; nTp z; x 2 int Rp :
Let s b
n1; . . . ; b
n p 2 of x. By using of the invexity of functions fi and the skewness of g, we have that, for
each i 1; . . . ; p,
b
n i gz; x 6 fi0 x; gz; x 6 fi z fi x fi x fi z 6 nTi gx; z nTi gz; x:
n
X
nk
j gk kz1 1 kz2 ; x 6
k1
knTj gz1 ; x
n
X
nk
j kgk z1 ; x 1 kgk z2 ; x
k1
1
knTj gz2 ; x
< 0;
9
c
Because g; z is continuous and skew, we have that gz; is also continuous and skew and, since int Rp is
a closed set, by taking n ! 1 in (9) we obtain
nT1 gz; x; . . . ; nTp gz; x 62 int Rp ;
c
L.B. Santos et al. / Applied Mathematics and Computation 200 (2008) 547556
555
i 1; . . . ; p;
11
5. Conclusions
In this paper, we obtain an existence theorem for weakly ecient solutions of vector optimization problems
dened between innite dimensional Banach spaces whose objective function is invex and strongly compactly
Lipschitz. We characterize the solutions of this problem in terms of the solutions of a variational-like inequality and, by applying this characterization and the KKM-Fan Theorem, we establish our result. The approach
that we used here is similar to the one employed by Chen and Craven [4], where the authors considered a differentiable problem.
Also, we consider the vector problem dened between nite-dimensional spaces, and for this problem we
also obtain a result on the existence of weakly ecient solution. Our approach is analogous to the one used
by Lee [13], where it was considered the non-dierentiable convex case. We use a characterization of the
weakly eciency in terms of the solutions of the (weak) Minty type inequalities and a xed point theorem
for multifunctions to prove our result.
The results that we present in this paper generalize those obtained by Chen and Craven [4] and Lee [13].
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