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On composite vector variational-like inequalities and vector optimization problems

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  • Anurag Jayswal
  • Shipra Singh
  • Sarita Choudhury

Abstract

In this paper, we introduce a class of (weak) composite vector variational-like inequality problems and establish its relationship with composite vector optimization problem. We also prove the relation of a vector critical point in composite vector optimization problem with its weak efficient point, under the assumption of composite pseudo invexity. Using KKM Lemma, we derive result for existence of solutions of composite vector variational-like inequality problem. Furthermore, we define a gap function for the composite vector variational-like inequality problem and finally, as an application, we study a system of composite vector optimization problems and system of vector variational-like inequality problems, whose solutions imply the solution of Nash equilibrium problem. Examples are provided to illustrate the derived results. Copyright Springer-Verlag Berlin Heidelberg 2015

Suggested Citation

  • Anurag Jayswal & Shipra Singh & Sarita Choudhury, 2015. "On composite vector variational-like inequalities and vector optimization problems," Computational Management Science, Springer, vol. 12(4), pages 577-594, October.
  • Handle: RePEc:spr:comgts:v:12:y:2015:i:4:p:577-594
    DOI: 10.1007/s10287-015-0239-9
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    References listed on IDEAS

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    1. S. Askar & A. Tiwari, 2009. "First-order optimality conditions and duality results for multi-objective optimisation problems," Annals of Operations Research, Springer, vol. 172(1), pages 277-289, November.
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    3. Jacek Krawczyk, 2007. "Numerical solutions to coupled-constraint (or generalised Nash) equilibrium problems," Computational Management Science, Springer, vol. 4(2), pages 183-204, April.
    4. T. Jabarootian & J. Zafarani, 2008. "Generalized Vector Variational-Like Inequalities," Journal of Optimization Theory and Applications, Springer, vol. 136(1), pages 15-30, January.
    5. Jong-Shi Pang & Masao Fukushima, 2009. "Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games," Computational Management Science, Springer, vol. 6(3), pages 373-375, August.
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