5 resultados para Feasible set mapping

em Bulgarian Digital Mathematics Library at IMI-BAS


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The paper considers vector discrete optimization problem with linear fractional functions of criteria on a feasible set that has combinatorial properties of combinations. Structural properties of a feasible solution domain and of Pareto–optimal (efficient), weakly efficient, strictly efficient solution sets are examined. A relation between vector optimization problems on a combinatorial set of combinations and on a continuous feasible set is determined. One possible approach is proposed in order to solve a multicriteria combinatorial problem with linear- fractional functions of criteria on a set of combinations.

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Theodore Motzkin proved, in 1936, that any polyhedral convex set can be expressed as the (Minkowski) sum of a polytope and a polyhedral convex cone. We have provided several characterizations of the larger class of closed convex sets, Motzkin decomposable, in finite dimensional Euclidean spaces which are the sum of a compact convex set with a closed convex cone. These characterizations involve different types of representations of closed convex sets as the support functions, dual cones and linear systems whose relationships are also analyzed. The obtaining of information about a given closed convex set F and the parametric linear optimization problem with feasible set F from each of its different representations, including the Motzkin decomposition, is also discussed. Another result establishes that a closed convex set is Motzkin decomposable if and only if the set of extreme points of its intersection with the linear subspace orthogonal to its lineality is bounded. We characterize the class of the extended functions whose epigraphs are Motzkin decomposable sets showing, in particular, that these functions attain their global minima when they are bounded from below. Calculus of Motzkin decomposable sets and functions is provided.

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∗ The first and third author were partially supported by National Fund for Scientific Research at the Bulgarian Ministry of Science and Education under grant MM-701/97.

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The paper contains calculus rules for coderivatives of compositions, sums and intersections of set-valued mappings. The types of coderivatives considered correspond to Dini-Hadamard and limiting Dini-Hadamard subdifferentials in Gˆateaux differentiable spaces, Fréchet and limiting Fréchet subdifferentials in Asplund spaces and approximate subdifferentials in arbitrary Banach spaces. The key element of the unified approach to obtaining various calculus rules for various types of derivatives presented in the paper are simple formulas for subdifferentials of marginal, or performance functions.

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ACM Computing Classification System (1998): J.3.