Prediction of efficient outputs based on GM(1,N) model and weak DEA efficiency

This paper expresses the efficient outputs of decisionmaking unit（DMU） as the sum of ＂average outputs＂ forecasted by a GM（1,N） model and ＂increased outputs＂ which reflect the difficulty to realize efficient outputs.The increased outputs are solved by linear programming using data envelopment analysis efficiency theories,wherein a new sample is introduced whose inputs are equal to the budget in the issue No.n ＋ 1 and outputs are forecasted by the GM（1,N） model.The shortcoming in the existing methods that the forecasted efficient outputs may be less than the possible actual outputs according to developing trends of input-output rate in the periods of pre-n is overcome.The new prediction method provides decision-makers with more decisionmaking information,and the initial conditions are easy to be given.

The weak form market efficiency investigation of American, European and Asian stock markets

This paper investigates the empirical validity of the Weak Form Efficient Market Hypothesis for American, European and Asian stock markets. Random Walk Hypothesis is used to prove weak form efficiency in American, European and Asian stock indices. ADF and PP Unit Root Tests have been used to test unit root in time series of daily data of American, European and Asian stock indices. Results show that sample of stock markets are weak-form efficient in terms of the Random Walk Hypothesis.

EKELAND'S PRINCIPLE FOR SET-VALUED VECTOR EQUILIBRIUM PROBLEMS

In this paper, we introduce a concept of quasi C-lower semicontinuity for setvalued mapping and provide a vector version of Ekeland＇s theorem related to set-valued vector equilibrium problems. As applications, we derive an existence theorem of weakly efficient solution for set-valued vector equilibrium problems without the assumption of convexity of the constraint set and the assumptions of convexity and monotonicity of the set-valued mapping. We also obtain an existence theorem of ε-approximate solution for set-valued vector equilibrium problems without the assumptions of compactness and convexity of the constraint set.

NON-CONFLICTING ORDERING CONES AND VECTOR OPTIMIZATION IN INDUCTIVE LIMITS

Let （E,ξ）=ind（En,ξn） be an inductive limit of a sequence （En,ξn）n∈N of locally convex spaces and let every step （En,ξn） be endowed with a partial order by a pointed convex （solid） cone Sn. In the framework of inductive limits of partially ordered locally convex spaces, the notions of lastingly efficient points, lastingly weakly efficient points and lastingly globally properly efficient points are introduced. For several ordering cones, the notion of non-conflict is introduced. Under the requirement that the sequence （Sn）n∈N of ordering cones is non-conflicting, an existence theorem on lastingly weakly efficient points is presented. From this, an existence theorem on lastingly globally properly efficient points is deduced.

ON MULTIOBJECTIVE FRACTIONAL PROGRAMS

In this paper some optimality criteria are proved and some Mond\|Weir type duality theorem for multiobjective fractional programming problems defined in a Banach space is obtained.

Existence of Weakly Efficient Solutions in Vector Optimization

In this paper, we present an existence result for weak efficient solution for the vector optimization problem. The result is stated for invex strongly compactly Lipschitz functions.

THE WEAK BENSON PROPER EFFICIENT SUBGRADIENT AND THE OPTIMALITY CONDITIONS OF SET-VALUED OPTIMIZATION

The subgradient, under the weak Benson proper efficiency, of a set-valued mapping in ordered Banach space is developed, and the weak Benson proper efficient Hahn-Banach theorem of a set-valued mapping is established, with which the existence of the subgradient is proved and the characterizations of weak Benson proper efficient elements of constrained(unconstrained) vector set-valued optimization problems are presented.

Optimality Conditions for Generalized Convex Nonsmooth Uncertain Multi-objective Fractional Programming

This paper aims at studying optimality conditions of robust weak efficient solutions for a nonsmooth uncertain multi-objective fractional programming problem(NUMFP).The concepts of two types of generalized convex function pairs,called type-I functions and pseudo-quasi-type-I functions,are introduced in this paper for(NUMFP).Under the assumption that(NUMFP)satisfies the robust constraint qualification with respect to Clarke subdifferential,necessary optimality conditions of the robust weak efficient solution are given.Sufficient optimality conditions are obtained under pseudo-quasi-type-I generalized convexity assumption.Furthermore,we introduce the concept of robust weak saddle points to(NUMFP),and prove two theorems about robust weak saddle points.The main results in the present paper are verified by concrete examples.

Necessary Optimality Conditions for a Class of Nonsmooth Vector Optimization

The Kuhn-Tucker type necessary conditions of weak efficiency are given for the problem of mini- mizing a vector function whose each component is the sum of a differentiable function and a convex function, subjcct to a set of differentiable nonlinear inequalities on a convex subset C of R^n, under the conditions similar to the Abadie constraint qualification, or the Kuhn-Tucker constraint qualification, or the Arrow-Hurwicz-Uzawa constraint qualification.

Fenchel-Lagrange Duality and Saddle-Points for Constrained Vector Optimization

The aim of this paper is to apply a perturbation approach to deal with Fenchel- Lagrange duality based on weak efficiency to a constrained vector optimization problem. Under the stability criterion, some relationships between the solutions of primal problem and the Fenchel-Lagrange duality are discussed. Moreover, under the same condition, two saddle-points theorems are proved.

SUFFICIENCY AND DUALITY FOR NONSMOOTH MULTIOBJECTIVE PROGRAMMING PROBLEMS INVOLVING GENERALIZED UNIVEX FUNCTIONS

In this paper, nonsmooth univex, nonsmooth quasiunivex, and nonsmooth pseudounivex functions are introduced. By utilizing these new concepts, sufficient optimality conditions for a weakly efficient solution of the nonsmooth multiobjective programming problem are established. Weak and strong duality theorems axe also derived for Mond-Weir type multiobjective dual programs.

On Relations of Vector Optimization Results with C^(1,1) Data

In this article we prove that some of the sufficient and necessary optimality conditions obtained by Ginchev, Guerraggio, Luc [Appl. Math., 51, 5-36 （2006）] generalize （strictly） those presented by Guerraggio, Luc [J. Optim. Theory Appl., 109, 615-629 （2001）]. While the former paper shows examples for which the conditions given there are effective but the ones from the latter paper fail, it does not prove that generally the conditions it proposes are stronger. In the present note we complete this comparison with the lacking proof.

QUASI－CONVEX MULTIOBJECTIVE GAME－SOLUTION CONCEPTS，EXISTENCE AND SCALARIZATION

This paper deals with the solution concepts,scalarization and existence of solutions formultiobjective generalized game. The scalarization method used in this paper can characterizecompletely the solutions and be applied to prove the existence of solutions for quasi-convexmultiobjective generalized game. On the other hand,a new concept of security strategy isintroduced and its existence is proved.At last,some relations between these solutions areestablished.