Abstract :
In scalar optimization it is well known that a solution of a Minty variational inequality of differential type is a solution of the
related optimization problem. This relation is known as “Minty variational principle.” In the vector case, the links between Minty
variational inequalities and vector optimization problems were investigated in [F. Giannessi, On Minty variational principle, in:
New Trends in Mathematical Programming, Kluwer Academic, Dordrecht, 1997, pp. 93–99] and subsequently in [X.M. Yang,
X.Q. Yang, K.L. Teo, Some remarks on the Minty vector variational inequality, J. Optim. Theory Appl. 121 (2004) 193–201]. In
these papers, in the particular case of a differentiable objective function f taking values in Rm and a Pareto ordering cone, it has
been shown that the vector Minty variational principle holds for pseudoconvex functions. In this paper we extend such results to
the case of an arbitrary ordering cone and a nondifferentiable objective function, distinguishing two different kinds of solutions of
a vector optimization problem, namely ideal (or absolute) efficient points and weakly efficient points. Further, we point out that in
the vector case, the Minty variational principle cannot be extended to quasiconvex functions.
© 2008 Elsevier Inc. All rights reserved.
Keywords :
Vector variational inequalities , Generalized convexity , optimization , Minty variational principle