Characterizing Efficiency on Infinite-dimensional Commodity Spaces with Ordering Cones Having Possibly Empty Interior

Some production models in finance require infinite-dimensional commodity spaces, where efficiency is defined in terms of an ordering cone having possibly empty interior. Since weak efficiency is more tractable than efficiency from a mathematical point of view, this paper characterizes the equality b...

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Bibliographic Details
Published in:	Journal of optimization theory and applications Vol. 164; no. 2; pp. 455 - 478
Main Authors:	Flores-Bazán, Fabián, Flores-Bazán, Fernando, Laengle, Sigifredo
Format:	Journal Article
Language:	English
Published:	Boston Springer US 01.02.2015 Springer Nature B.V
Subjects:	Applications of Mathematics Calculus of Variations and Optimal Control; Optimization Commodities Computational efficiency Computing time Cones Efficiency Engineering Lagrange multiplier Mathematical analysis Mathematical functions Mathematical models Mathematics Mathematics and Statistics Operations Research/Decision Theory Optimization Order disorder Preferences Studies Theory of Computation Vector space Vectors (mathematics) Infinite-dimensional commodity space 90C30 90C46 Efficiency Scalarization 90C29 90C26 Quasi-relative interior Vector optimization
ISSN:	0022-3239, 1573-2878
Online Access:	Get full text
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