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On Optimality Theorems for Semidefinite Linear Vector Optimization Problems

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Recently, semidefinite optimization problems have been intensively studied since many optimization problem can be changed into the problems and the the problems are very computationable. In this paper, we consider a semidefinite linear vector optimization problem (VP) and we establish the optimality theorems for (VP), which holds without any constraint qualification.

Abstract

Recently, semidefinite optimization problems have been intensively studied since many optimization problem can be changed into the problems and the the problems are very computationable. In this paper, we consider a semidefinite linear vector optimization problem (VP) and we establish the optimality theorems for (VP), which holds without any constraint qualification.

참고문헌 (9)

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  2. Etienne de Klerk, "Aspects of Semidefinite Programming: Interior Point Algorithms and Selected Applications" (2002), Kluwer Academic Publishers
  3. A.M. Geoffrion, "Proper efficiency and the theory of vector optimization", Journal of Math-ematical Analysis and Applications, 22, pp.618~630 (1968)
  4. G. Y. Li, "Robust conjugate duality for convex optimization under uncertainty with application to data classification", Nonlinear Anal, 74, pp.2327~2341 (2011)
  5. J. Jahn, "Introduction to the Theory of Nonlinear Optimization" (2007), Springer-Verlag Berlin
  6. J. Jeyakumar, "New sequential Lagrange multiplier conditions characterizing optimality without constraint qualification for convex programs", SIAM J. Optim, 14, pp.534~547 (2003)
  7. M. H. Kim, "On Semidefinite linear fractional optimization problems", J. Nonlinear and Convex Anal
  8. 이규명, "On optimality conditions for abstract convex vector optimization problems", 대한수학회지, 44(4), pp.971~985 (2007), 대한수학회
  9. L. Vandenberghe, "Semidefinite Programming", SIAM Review, 38, pp.49~95 (1996)

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