Truong Q. Bao

Relative Pareto minimizers for multiobjective problems: existence and optimality conditions

In this paper we introduce and study enhanced notions of relative Pareto minimizers for constrained multiobjective problems that are defined via several kinds of relative interiors of ordering cones and occupy intermediate positions between the classical notions of Pareto and weak Pareto efficiency/minimality. Using advanced tools of variational analysis and generalized differentiation, we establish the existence of relative Pareto minimizers for general multiobjective problems under a refined version of the subdifferential Palais-Smale condition for set-valued mappings with values in partially ordered spaces and then derive necessary optimality conditions for these minimizers (as well as for conventional efficient and weak efficient counterparts) that are new in both finite-dimensional and infinite-dimensional settings. Our proofs are based on variational and extremal principles of variational analysis; in particular, on new versions of the Ekeland variational principle and the subdifferential variational principle for set-valued and single-valued mappings in infinite-dimensional spaces.

Necessary conditions for super minimizers in constrained multiobjective optimization

This paper concerns the study of the so-called super minimizers related to the concept of super efficiency in constrained problems of multiobjective optimization, where cost mappings are generally set-valued. We derive necessary conditions for super minimizers on the base of advanced tools of variational analysis and generalized differentiation that are new in both finite-dimensional and infinite-dimensional settings for problems with single-valued and set-valued objectives.

Set-valued optimization in welfare economics

This paper mainly concerns applications of advanced techniques of variational analysis and generalized differentiation to nonconvex models of welfare economics with finite-dimensional and infinite-dimensional commodity spaces. We pay special attention to establishing new relationships between necessary conditions in multiobjective/set-valued optimization and appropriate extensions of the second fundamental theorem of welfare economics to nonconvex economies with general preference relations. The variational approach developed in this paper allows us to obtain new necessary conditions for various types of local optimal solutions to constrained multiobjective problems and to derive from them new versions of the second welfare theorem applied to Pareto as well as weak, strict, and strong Pareto optimal allocations of nonconvex economies under certain qualification conditions developed in the paper. We also establish relationships of the latter conditions with some versions of Mas-Colell’s uniform properness.

Necessary Nondomination Conditions in Set and Vector Optimization with Variable Ordering Structures

In this paper we study the concept of nondomination in problems of set and vector optimization with variable ordering structures, which reduces to Pareto efficiency when the ordering structure is constant/nonvariable. Based on advanced tools of variational analysis and generalized differentiation, we develop verifiable necessary conditions for nondominated points of sets and for nondominated solutions to vector optimization problems with general geometric constraints that are new in both finite and infinite dimensions. Many examples are provided to illustrate and highlight the major features of the obtained results.

Variational Analysis in Psychological Modeling

This paper develops some mathematical models arising in psychology and some other areas of behavioral sciences that are formalized via general preferences with variable ordering structures. Our considerations are based on the recent variational rationality approach, which unifies numerous theories in different branches of behavioral sciences using, in particular, worthwhile change and stay dynamics and variational traps. In the mathematical framework of this approach, we derive a new variational principle, which can be viewed as an extension of the Ekeland variational principle to the case of set-valued mappings on quasimetric spaces with cone-valued ordering variable structures. Such a general setting is proved to be appropriate for broad applications to the functioning of goal systems in psychology, which are developed in the paper. In this way, we give a certain answer to the following striking question: in the world, where all things change (preferences, motivations, resistances, etc.), where goal systems drive a lot of entwined course pursuits between means and ends, what can stay fixed for a while? The obtained mathematical results and new insights open the door to developing powerful models of adaptive behavior, which strongly depart from pure static general equilibrium models of the Walrasian type, which are typical in economics.

Extended Pareto Optimality in Multiobjective Problems

This chapter largely discusses some major notions of optimal/efficient solutions in multiobjective optimization and studies general necessary conditions for minimal points of sets and for minimizers of constrained set-valued optimization problems with respect to extended Pareto preference relations.

A Projection-Type Algorithm for Pseudomonotone Nonlipschitzian Multivalued Variational Inequalities

We propose a projection-type algorithm for variational inequalities involving multifunction. The algorithm requires two projections on the constraint set only in a part of iterations (one third of the subcases). For the other iterations, only one projection is used. A global convergence is proved under the weak assumption that the multifunction of the problem is pseudomonotone at a solution, closed, lower hemicontinuous, and bounded on each bounded subset (it is not necessarily continuous). Some numerical test problems are implemented by using MATLAB with encouraging effectiveness.

Subdifferential necessary conditions in set-valued optimization problems with equilibrium constraints

This article concerns new subdifferential necessary conditions for local optimal solutions to an important class of general set-valued optimization problems with abstract equilibrium constraints, where the optimality notion is understood in the sense of the generalized order from Definition 5.53 in the book ‘Variational Analysis and Generalized Differentiation II: Applications’ by B. Mordukhovich. This notion is induced by the concept of set extremality and covers all the conventional notions of optimality in vector optimization. Our method is mainly based on advanced tools of variational analysis and generalized differentiation. Our results are formulated in terms of the subdifferential constructions for set-valued mappings. We also provide several important relationships between subdifferentials and coderivatives of set-valued mappings including formulae, sequential normal compactness property, and Lipschitz-like behaviour which are new in vector optimization and even in scalar optimization.

On Extended Versions of Dancs-Hegedus-Medvegyev's Fixed Point Theorem

In this article, we establish some fixed-point (known also as critical point, invariant point) theorems in quasi-metric spaces. Our results unify and further extend in some regards the fixed-point theorem proposed by Dancs, S.; Hegedüs, M.; Medvegyev, P. (A general ordering and fixed-point principle in complete metric space. Acta Sci. Math. 1983;46:381–388), the results given by Khanh, P.Q., Quy D.N. (A generalized distance and enhanced Ekeland?s variational principle for vector functions. Nonlinear Anal. 2010;73:2245–2259), the preorder principles established by Qiu, J.H. (A pre-order principle and set-valued Ekeland variational principle. J. Math. Anal. Appl. 2014;419:904–937) and the results obtained by Bao, T.Q., Mordukhovich, B.S., Soubeyran, A. (Fixed points and variational principles with applications to capability theory of wellbeing via variational rationality. Set-Valued Var. Anal. 2015;23:375–398). In addition, we provide examples to illustrate that the improvements of our results are significant.

Variational principles with generalized distances and the modelization of organizational change

This paper has a twofold focus. The mathematical aspect of the paper shows that new and existing quasimetric and weak -distance versions of Ekeland’s variational principle are equivalent in the sense that one implies the other, and so are their corresponding fixed-point results. The practical aspect of the paper, using a recent variational rationality approach of human behaviour, offers a model of organizational change, where generalized distances model inertia in terms of resistance to change. The formation and breaking of routines relative to hiring and firing workers will be used to illustrate the obtained results.