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A vector variational inequality and optimization over an efficient set. (English) Zbl 0693.90091
Some relations are obtained between weak vector minimization, a vector variational inequality, and the optimization of a utility function over a set of efficient points. In order to prove the existence of subgradients a generalized Hahn-Banach extension theorem is introduced. The paper also contains Kuhn-Tucker conditions for optimization over an efficient set.
Reviewer: J.W.Nieuwenhuis

90C31 Sensitivity, stability, parametric optimization
49J40 Variational inequalities
49J52 Nonsmooth analysis
91B16 Utility theory
Full Text: DOI
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