A smoothing Newton method based on sample average approximation for a class of stochastic generalized Nash equilibrium problems
A smoothing Newton method based on sample average approximation for a class of stochastic generalized Nash equilibrium problems
In this paper, cone preinvex and related functions have been studied. The concept of cone subpreinvex functions is introduced. Some properties of cone subpreinvex functions have been established and their relationships with cone convex, cone subconvex, cone preinvex functions have been explored. Under the condition of cone subpreinvex functions, optimality conditions for vector valued minimization problems are obtained over topological vector space. A Mond-Weir type dual problems for a class of Gateaux differentiable multiobjective programs are formulated. The duality results are established under the condition of cone subpreinvex functions.
vector optimization, cone convexity, cone preinvexity, optimality conditions
361-386
Yuan, Yanhong
12562a9c-b3e0-485c-a90b-cbc86ee4cb55
Zhang, Liwei
10fce21c-16d9-4096-b07a-cf2cab1591c0
Wu, Yue
e279101b-b392-45c4-b894-187e2ded6a5c
2012
Yuan, Yanhong
12562a9c-b3e0-485c-a90b-cbc86ee4cb55
Zhang, Liwei
10fce21c-16d9-4096-b07a-cf2cab1591c0
Wu, Yue
e279101b-b392-45c4-b894-187e2ded6a5c
Yuan, Yanhong, Zhang, Liwei and Wu, Yue
(2012)
A smoothing Newton method based on sample average approximation for a class of stochastic generalized Nash equilibrium problems.
Pacific Journal of Optimization, 8 (2), .
Abstract
In this paper, cone preinvex and related functions have been studied. The concept of cone subpreinvex functions is introduced. Some properties of cone subpreinvex functions have been established and their relationships with cone convex, cone subconvex, cone preinvex functions have been explored. Under the condition of cone subpreinvex functions, optimality conditions for vector valued minimization problems are obtained over topological vector space. A Mond-Weir type dual problems for a class of Gateaux differentiable multiobjective programs are formulated. The duality results are established under the condition of cone subpreinvex functions.
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More information
Accepted/In Press date: 2012
Published date: 2012
Keywords:
vector optimization, cone convexity, cone preinvexity, optimality conditions
Organisations:
Centre of Excellence for International Banking, Finance & Accounting
Identifiers
Local EPrints ID: 336446
URI: http://eprints.soton.ac.uk/id/eprint/336446
ISSN: 1348-9151
PURE UUID: de6d62ae-29e3-4a0f-aaaf-948f2ce4e31d
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Date deposited: 27 Mar 2012 09:30
Last modified: 15 Mar 2024 03:20
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Contributors
Author:
Yanhong Yuan
Author:
Liwei Zhang
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