# Tightly Proper Efficiency in Vector Optimization with Nearly Cone-Subconvexlike Set-Valued Maps

- YD Xu
^{1}Email author and - SJ Li
^{1}

**2011**:839679

https://doi.org/10.1155/2011/839679

© Y. D. Xu and S. J. Li. 2011

**Received: **26 September 2010

**Accepted: **7 January 2011

**Published: **11 January 2011

## Abstract

A scalarization theorem and two Lagrange multiplier theorems are established for tightly proper efficiency in vector optimization involving nearly cone-subconvexlike set-valued maps. A dual is proposed, and some duality results are obtained in terms of tightly properly efficient solutions. A new type of saddle point, which is called tightly proper saddle point of an appropriate set-valued Lagrange map, is introduced and is used to characterize tightly proper efficiency.

## 1. Introduction

One important problem in vector optimization is to find efficient points of a set. As observed by Kuhn, Tucker and later by Geoffrion, some efficient points exhibit certain abnormal properties. To eliminate such abnormal efficient points, there are many papers to introduce various concepts of proper efficiency; see [1–8]. Particularly, Zaffaroni [9] introduced the concept of tightly proper efficiency and used a special scalar function to characterize the tightly proper efficiency, and obtained some properties of tightly proper efficiency. Zheng [10] extended the concept of superefficiency from normed spaces to locally convex topological vector spaces. Guerraggio et al. [11] and Liu and Song [12] made a survey on a number of definitions of proper efficiency and discussed the relationships among these efficiencies, respectively.

Recently, several authors have turned their interests to vector optimization of set-valued maps, for instance, see [13–18]. Gong [19] discussed set-valued constrained vector optimization problems under the constraint ordering cone with empty interior. Sach [20] discussed the efficiency, weak efficiency and Benson proper efficiency in vector optimization problem involving ic-cone-convexlike set-valued maps. Li [21] extended the concept of Benson proper efficiency to set-valued maps and presented two scalarization theorems and Lagrange mulitplier theorems for set-valued vector optimization problem under cone-subconvexlikeness. Mehra [22], Xia and Qiu [23] discussed the superefficiency in vector optimization problem involving nearly cone-convexlike set-valued maps, nearly cone-subconvexlike set-valued maps, respectively. For other results for proper efficiencies in optimization problems with generalized convexity and generalized constraints, we refer to [24–26] and the references therein.

In this paper, inspired by [10, 21–23], we extend the concept of tight properness from normed linear spaces to locally convex topological vector spaces, and study tightly proper efficiency for vector optimization problem involving nearly cone-subconvexlike set-valued maps and with nonempty interior of constraint cone in the framework of locally convex topological vector spaces.

The paper is organized as follows. Some concepts about tightly proper efficiency, superefficiency and strict efficiency are introduced and a lemma is given in Section 2. In Section 3, the relationships among the concepts of tightly proper efficiency, strict efficiency and superefficiency in local convex topological vector spaces are clarified. In Section 4, the concept of tightly proper efficiency for set-valued vector optimization problem is introduced and a scalarization theorem for tightly proper efficiency in vector optimization problems involving nearly cone-subconvexlike set-valued maps is obtained. In Section 5, we establish two Lagrange multiplier theorems which show that tightly properly efficient solution of the constrained vector optimization problem is equivalent to tightly properly efficient solution of an appropriate unconstrained vector optimization problem. In Section 6, some results on tightly proper duality are given. Finally, a new concept of tightly proper saddle point for set-valued Lagrangian map is introduced and is then utilized to characterize tightly proper efficiency in Section 7. Section 8 contains some remarks and conclusions.

## 2. Preliminaries

Of course, is pointed whenever has a base. Furthermore, if is a nonempty closed convex pointed cone in , then if and only if has a base.

Also, in this paper, we assume that, unless indicated otherwise, and are pointed closed convex cones with and , respectively.

Definition 2.1 (see [27]).

Cheng and Fu in [27] discussed the propositions of , and the following remark also gives some propositions of .

- (i)
- (ii)

Definition 2.3.

Remark 2.4 (see [28]).

If is a closed convex pointed cone and , then .

It is clear that, for each convex neighborhood of with , is convex and . Obviously, is convex pointed cone, indeed, is also a base of .

Definition 2.5 (see [8]).

Remark 2.6.

Since is open in , thus is equivalent to .

Definition 2.7.

Now, we give the following example to illustrate Definition 2.7.

Example 2.8.

Remark 2.9.

but, in general, the converse is not valid. The following example illustrates this case.

Example 2.10.

Definition 2.11 (see [10]).

Definition 2.12 (see [29, 30]).

A set-valued map is said to be nearly -subconvexlike on if is convex.

respectively.

Lemma 2.13 (see [23]).

If is nearly -subconvexlike on , then:

## 3. Tightly Proper Efficiency, Strict Efficiency, and Superefficiency

In [11, 12], the authors introduced many concepts of proper efficiency (tightly proper efficiency except) for normed spaces and for topological vector spaces, respectively. Furthermore, they discussed the relationships between superefficiency and other proper efficiencies. If we can get the relationship between tightly proper efficiency and superefficiency, then we can get the relationships between tightly proper efficiency and other proper efficiencies. So, in this section, the aim is to get the equivalent relationships between tightly proper efficiency and superefficiency under suitable assumption by virtue of strict efficiency.

Lemma 3.1.

Proof.

Then there is and such that , since , then there exists and such that . By (3.2) and (3.3), we see that . Therefore, and , it is a contradiction. Therefore, for each .

Proposition 3.2.

Proof.

Proposition 3.3.

Proof.

It implies that . Therefore this proof is completed.

Remark 3.4.

If does not have a bounded base, then the converse of Proposition 3.3 may not hold. The following example illustrates this case.

Example 3.5.

Let , (see Figure 2) and .

Proposition 3.6 (see [8]).

From Propositions 3.2, 3.3, and 3.6, we can get immediately the following corollary.

Corollary 3.7.

Example 3.8.

Lemma 3.9 (see [23]).

Let be a closed convex pointed cone with a bounded base and . Then, .

From Corollary 3.7 and Lemma 3.9, we can get the following proposition.

Proposition 3.10.

## 4. Tightly Proper Efficiency and Scalarization

where , are set-valued maps with nonempty values. Let be the set of all feasible solutions of (VP).

Definition 4.1.

is said to be a tightly properly efficient solution of (VP), if there exists such that .

We call is a tightly properly efficient minimizer of (VP). The set of all tightly properly efficient solutions of (VP) is denoted by TPE(VP).

The fundamental results characterize tightly properly efficient solution of (VP) in terms of the solutions of ( ) are given below.

Theorem 4.2.

Let the cone have a bounded base . Let , , and be nearly -subconvexlike on . Then if and only if there exists such that .

Proof.

*Necessity*. Let . Then, by Lemma 3.1 and Proposition 3.10, we have . Hence, there exists a convex cone with satisfying and there exists a convex neighborhood of such that

Furthermore, according to Remark 2.2, we have .

*Sufficiency*. Suppose that there exists such that . Since has a bounded base , thus by Remark 2.2(ii), we know that . And by Remark 2.2(i), we can take a convex neighborhood of such that

Therefore, . Noting that has a bounded base and by Lemma 3.1, we have .

Now, we give the following example to illustrate Theorem 4.2.

Example 4.3.

Indeed, for any , we consider the following three cases.

Case 1.

If is in the first quadrant, then for any such that .

Case 2.

Case 3.

Therefore, if follows from Cases 1, 2, and 3 that there exists such that .

From Theorem 4.2, we can get immediately the following corollary.

Corollary 4.4.

## 5. Tightly Proper Efficiency and the Lagrange Multipliers

In this section, we establish two Lagrange multiplier theorems which show that tightly properly efficient solution of the constrained vector optimization problem (VP), is equivalent to tightly properly efficient solution of an appropriate unconstrained vector optimization problem.

Definition 5.1 (see [17]).

Theorem 5.2.

Proof.

Therefore, the proof is completed.

Theorem 5.3.

Let be a closed convex pointed cone with a bounded base , and . If there exists such that and , then and .

Proof.

Therefore, by the definition of and , we get and , respectively.

## 6. Tightly Proper Efficiency and Duality

Definition 6.1.

Definition 6.2.

Definition 6.3.

We now can establish the following dual theorems.

Theorem 6.4 (weak duality).

Proof.

This completes the proof.

Theorem 6.5 (strong duality).

Let be a closed convex pointed cone with a bounded base in and be a closed convex pointed cone with in . Let , , be nearly -subconvexlike on . Furthermore, let (VP) satisfy the generalized Slater constraint qualification. Then, and if and only if is an efficient point of (VD).

Proof.

By Theorem 6.4, we know that is an efficient point of (VD).

## 7. Tightly Proper Efficiency and Tightly Proper Saddle Point

We now introduce a new concept of tightly proper saddle point for a set-valued Lagrange map and use it to characterize tightly proper efficiency.

Definition 7.1.

It is easy to find that if and only if , and if is bounded, then we also have .

Definition 7.2.

We first present an important equivalent characterization for a tightly proper saddle point of the Lagrange map .

Lemma 7.3.

is said to be a tight proper saddle point of Lagrange map if only if there exist and such that

Proof.

This contradiction shows that , that is, condition (ii) holds.

that is condition (i) holds.

Therefore, is a tightly proper saddle point of , and the proof is completed.

The following saddle-point theorem allows us to express a tightly properly efficient solution of (VP) as a tightly proper saddle of the set-valued Lagrange map .

Theorem 7.4.

Let be nearly -convexlike on . If for any point such that is nearly -convexlike on , and (VP) satisfy generalized Slater constraint qualification.

(i)If is a tightly proper saddle point of , then is a tightly properly efficient solution of (VP).

(ii)If be a tightly properly efficient minimizer of (VP), . Then there exists such that is a tightly proper saddle point of Lagrange map .

- (ii)

Therefore there exists such that . Hence, from Lemma 7.3, it follows that is a tightly proper saddle point of Lagrange map .

## 8. Conclusions

In this paper, we have extended the concept of tightly proper efficiency from normed linear spaces to locally convex topological vector spaces and got the equivalent relations among tightly proper efficiency, strict efficiency and superefficiency. We have also obtained a scalarization theorem and two Lagrange multiplier theorems for tightly proper efficiency in vector optimization involving nearly cone-subconvexlike set-valued maps. Then, we have introduced a Lagrange dual problem and got some duality results in terms of tightly properly efficient solutions. To characterize tightly proper efficiency, we have also introduced a new type of saddle point, which is called the tightly proper saddle point of an appropriate set-valued Lagrange map, and obtained its necessary and sufficient optimality conditions. Simultaneously, we have also given some examples to illustrate these concepts and results. On the other hand, by using the results of the Section 3 in this paper, we know that the above results hold for superefficiency and strict efficiency in vector optimization involving nearly cone-convexlike set-valued maps and, by virtue of [12, Theorem 3.11], all the above results also hold for positive proper efficiency, Hurwicz proper efficiency, global Henig proper efficiency and global Borwein proper efficiency in vector optimization with set-valued maps under the conditions that the set-valued and is closed convex and the ordering cone has a weakly compact base.

## Declarations

### Acknowledgments

The authors would like to thank the anonymous referees for their valuable comments and suggestions, which helped to improve the paper. This research was partially supported by the National Natural Science Foundation of China (Grant no. 10871216) and the Fundamental Research Funds for the Central Universities (project no. CDJXS11102212).

## Authors’ Affiliations

## References

- Kuhn HW, Tucker AW: Nonlinear programming. In Proceedings of the 2nd Berkeley Symposium on Mathematical Statistics and Probability, 1951, Berkeley, Calif, USA. University of California Press; 481–492.Google Scholar
- Geoffrion AM:
**Proper efficiency and the theory of vector maximization.***Journal of Mathematical Analysis and Applications*1968,**22:**618–630. 10.1016/0022-247X(68)90201-1MathSciNetView ArticleMATHGoogle Scholar - Borwein J:
**Proper efficient points for maximizations with respect to cones.***SIAM Journal on Control and Optimization*1977,**15**(1):57–63. 10.1137/0315004MathSciNetView ArticleMATHGoogle Scholar - Hartley R:
**On cone-efficiency, cone-convexity and cone-compactness.***SIAM Journal on Applied Mathematics*1978,**34**(2):211–222. 10.1137/0134018MathSciNetView ArticleMATHGoogle Scholar - Benson HP:
**An improved definition of proper efficiency for vector maximization with respect to cones.***Journal of Mathematical Analysis and Applications*1979,**71**(1):232–241. 10.1016/0022-247X(79)90226-9MathSciNetView ArticleMATHGoogle Scholar - Henig MI:
**Proper efficiency with respect to cones.***Journal of Optimization Theory and Applications*1982,**36**(3):387–407. 10.1007/BF00934353MathSciNetView ArticleMATHGoogle Scholar - Borwein JM, Zhuang D:
**Super efficiency in vector optimization.***Transactions of the American Mathematical Society*1993,**338**(1):105–122. 10.2307/2154446MathSciNetView ArticleMATHGoogle Scholar - Fu WT:
**The strictly efficient points of a set in a normed linear space.***Journal of Systems Science and Mathematical Sciences*1997,**17**(4):324–329.MathSciNetMATHGoogle Scholar - Zaffaroni A:
**Degrees of efficiency and degrees of minimality.***SIAM Journal on Control and Optimization*2003,**42**(3):1071–1086. 10.1137/S0363012902411532MathSciNetView ArticleMATHGoogle Scholar - Zheng XY:
**Proper efficiency in locally convex topological vector spaces.***Journal of Optimization Theory and Applications*1997,**94**(2):469–486. 10.1023/A:1022648115446MathSciNetView ArticleMATHGoogle Scholar - Guerraggio A, Molho E, Zaffaroni A:
**On the notion of proper efficiency in vector optimization.***Journal of Optimization Theory and Applications*1994,**82**(1):1–21. 10.1007/BF02191776MathSciNetView ArticleMATHGoogle Scholar - Liu J, Song W:
**On proper efficiencies in locally convex spaces—a survey.***Acta Mathematica Vietnamica*2001,**26**(3):301–312.MathSciNetMATHGoogle Scholar - Corley HW:
**Existence and Lagrangian duality for maximizations of set-valued functions.***Journal of Optimization Theory and Applications*1987,**54**(3):489–501. 10.1007/BF00940198MathSciNetView ArticleMATHGoogle Scholar - Li Z-F, Chen G-Y:
**Lagrangian multipliers, saddle points, and duality in vector optimization of set-valued maps.***Journal of Mathematical Analysis and Applications*1997,**215**(2):297–316. 10.1006/jmaa.1997.5568MathSciNetView ArticleMATHGoogle Scholar - Song W:
**Lagrangian duality for minimization of nonconvex multifunctions.***Journal of Optimization Theory and Applications*1997,**93**(1):167–182. 10.1023/A:1022658019642MathSciNetView ArticleMATHGoogle Scholar - Chen GY, Jahn J:
**Optimality conditions for set-valued optimization problems.***Mathematical Methods of Operations Research*1998,**48**(2):187–200. 10.1007/s001860050021MathSciNetView ArticleMATHGoogle Scholar - Rong WD, Wu YN:
**Characterizations of super efficiency in cone-convexlike vector optimization with set-valued maps.***Mathematical Methods of Operations Research*1998,**48**(2):247–258. 10.1007/s001860050026MathSciNetView ArticleMATHGoogle Scholar - Li SJ, Yang XQ, Chen GY:
**Nonconvex vector optimization of set-valued mappings.***Journal of Mathematical Analysis and Applications*2003,**283**(2):337–350. 10.1016/S0022-247X(02)00410-9MathSciNetView ArticleMATHGoogle Scholar - Gong X-H:
**Optimality conditions for Henig and globally proper efficient solutions with ordering cone has empty interior.***Journal of Mathematical Analysis and Applications*2005,**307**(1):12–31. 10.1016/j.jmaa.2004.10.001MathSciNetView ArticleMATHGoogle Scholar - Sach PH:
**New generalized convexity notion for set-valued maps and application to vector optimization.***Journal of Optimization Theory and Applications*2005,**125**(1):157–179. 10.1007/s10957-004-1716-4MathSciNetView ArticleMATHGoogle Scholar - Li ZF:
**Benson proper efficiency in the vector optimization of set-valued maps.***Journal of Optimization Theory and Applications*1998,**98**(3):623–649. 10.1023/A:1022676013609MathSciNetView ArticleMATHGoogle Scholar - Mehra A:
**Super efficiency in vector optimization with nearly convexlike set-valued maps.***Journal of Mathematical Analysis and Applications*2002,**276**(2):815–832. 10.1016/S0022-247X(02)00452-3MathSciNetView ArticleMATHGoogle Scholar - Xia LY, Qiu JH:
**Superefficiency in vector optimization with nearly subconvexlike set-valued maps.***Journal of Optimization Theory and Applications*2008,**136**(1):125–137. 10.1007/s10957-007-9291-0MathSciNetView ArticleMATHGoogle Scholar - Kim DS, Lee GM, Sach PH:
**Hartley proper efficiency in multifunction optimization.***Journal of Optimization Theory and Applications*2004,**120**(1):129–145.MathSciNetView ArticleMATHGoogle Scholar - Sach PH:
**Hartley proper efficiency in multiobjective optimization problems with locally Lipschitz set-valued objectives and constraints.***Journal of Global Optimization*2006,**35**(1):1–25. 10.1007/s10898-005-1652-3MathSciNetView ArticleMATHGoogle Scholar - Huang XX, Yang XQ:
**On characterizations of proper efficiency for nonconvex multiobjective optimization.***Journal of Global Optimization*2002,**23**(3–4):213–231.View ArticleMathSciNetMATHGoogle Scholar - Cheng YH, Fu WT:
**Strong efficiency in a locally convex space.***Mathematical Methods of Operations Research*1999,**50**(3):373–384. 10.1007/s001860050076MathSciNetView ArticleMATHGoogle Scholar - Zhuang D:
**Density results for proper efficiencies.***SIAM Journal on Control and Optimization*1994,**32**(1):51–58. 10.1137/S0363012989171518MathSciNetView ArticleMATHGoogle Scholar - Yang XM, Li D, Wang SY:
**Near-subconvexlikeness in vector optimization with set-valued functions.***Journal of Optimization Theory and Applications*2001,**110**(2):413–427. 10.1023/A:1017535631418MathSciNetView ArticleMATHGoogle Scholar - Sach PH:
**Nearly subconvexlike set-valued maps and vector optimization problems.***Journal of Optimization Theory and Applications*2003,**119**(2):335–356.MathSciNetView ArticleMATHGoogle Scholar

## Copyright

This article is published under license to BioMed Central Ltd. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.