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Pareto Well-Posedness for Set-Valued Optimization Problems in Geoffroy Spaces

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  • James Larrouy

    (Université des Antilles)

Abstract

In this work, we study the well-posedness of set-valued optimization problems within a new topological conlinear structure called Geoffroy space. We first study the nonemptyness and the closedness of the set of Pareto minimal solutions. Then, we introduce three notions of well-posedness related to this class of minimal solutions and give some necessary and sufficient conditions ensuring the well-posedness of set-valued optimization problems. We conclude our study by applying our theoretical results to non-convex portfolio optimization problems arising in finance.

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  • James Larrouy, 2026. "Pareto Well-Posedness for Set-Valued Optimization Problems in Geoffroy Spaces," Journal of Optimization Theory and Applications, Springer, vol. 208(1), pages 1-52, January.
    • Handle: RePEc:spr:joptap:v:208:y:2026:i:1:d:10.1007_s10957-025-02851-w
    DOI: 10.1007/s10957-025-02851-w
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