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Nonsmooth Vector Optimization Problems and Minty Vector Variational Inequalities

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Abstract

The vector optimization problem may have a nonsmooth objective function. Therefore, we introduce the Minty vector variational inequality (Minty VVI) and the Stampacchia vector variational inequality (Stampacchia VVI) defined by means of upper Dini derivative. By using the Minty VVI, we provide a necessary and sufficient condition for a vector minimal point (v.m.p.) of a vector optimization problem for pseudoconvex functions involving Dini derivatives. We establish the relationship between the Minty VVI and the Stampacchia VVI under upper sign continuity. Some relationships among v.m.p., weak v.m.p., solutions of the Stampacchia VVI and solutions of the Minty VVI are discussed. We present also an existence result for the solutions of the weak Minty VVI and the weak Stampacchia VVI.

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Correspondence to Q. H. Ansari.

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Communicated by F. Giannessi.

This research was done during the visit of first author to the Department of Applied Mathematics, Pukyong National University, Busan, Korea and it was supported by the Korea Science and Engineering Foundation (KOSEF) NRL Program, Grant ROA-2008-000-20010-0, funded by the Korea Government (MEST). The authors are thankful to the referees for a constructive and valuable suggestions and comments improving this paper.

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Ansari, Q.H., Lee, G.M. Nonsmooth Vector Optimization Problems and Minty Vector Variational Inequalities. J Optim Theory Appl 145, 1–16 (2010). https://doi.org/10.1007/s10957-009-9638-9

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  • DOI: https://doi.org/10.1007/s10957-009-9638-9

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