Approximate proper efficiency for multiobjective optimization problems

Abstract

This paper is devoted to the study of a new kind of approximate proper efficiency in terms of proximal normal cone and co-radiant set for multiobjective optimization problem. We derive some properties of the new approximate proper efficiency and discuss the relations with the existing approximate concepts, such as approximate efficiency and approximate Benson proper efficiency. At last, we study the linear scalarizations for the new approximate proper efficiency under the generalized convexity assumption and give some examples to illustrate the main results.