2010
DOI: 10.1080/02331930801951033
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Lipschitz properties of the scalarization function and applications

Abstract: The scalarization functions were used in vector optimization for a long period. Similar functions were introduced and used in economics under the name of shortage function or in mathematical finance under the name of (convex or coherent) measures of risk. The main aim of this article is to study Lipschitz continuity properties of such functions and to give some applications for deriving necessary optimality conditions for vector optimization problems using the Mordukhovich subdifferential.

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Cited by 62 publications
(39 citation statements)
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“…PROOF. For x * ∈ A + (14) follows immediately from (13). If (2) we may take x, x * = 1 in the second term of (13), getting so (15).…”
Section: Proposition 4 Let a ⊂ X And Setmentioning
confidence: 98%
See 1 more Smart Citation
“…PROOF. For x * ∈ A + (14) follows immediately from (13). If (2) we may take x, x * = 1 in the second term of (13), getting so (15).…”
Section: Proposition 4 Let a ⊂ X And Setmentioning
confidence: 98%
“…For this reason it is sufficient to study ϕ A,k or ψ A,k . A detailed study of the function ϕ A,k in the case A closed and A = A + R + k is performed in [9, Section 2.3]; other properties of ϕ A,k are established in [13].…”
Section: Gauges and Scalarization Functionsmentioning
confidence: 99%
“…See [11,22,23,27] for basic definitions and concepts for vector optimization. Also, see [19,20,34,41] for some scalarization methods for solving vector optimization problems with respect to fixed order structures and some properties of these scalarization methods.…”
Section: Preliminariesmentioning
confidence: 99%
“…and p k defined in (2.3). Hence, we minimize here the well-known Tammer-Weidner-functional [11,14] which has many important properties, see for instance [17], and which turns out to be very useful in many theoretical and numerical approaches to multi-objective optimization. It is also the base of a very general scalarization in multiobjective optimization and covers several other scalarizations as special cases, see [5] and the recent review [1].…”
Section: Basic Definitions and Algorithm Mhtmentioning
confidence: 99%