Title: Conectedness and stability of the solution
sets in multiobjective linear fractional programming
Author: Nguyen Dong Yen and Ta
Duy Phuong
Abstract: As it was shown by C. Malivert
(1996) and other authors, in a multiobjective linear fractional programming
problem, any point satisfying the first-order necessary optimality condition
(a stationary point) is a solution. Therefore, solving such a problem is
equivalent to solving a monotone affine vector variational inequality.
This observation allows us to apply the existing results on monotone affine
variational inequality to establish some facts about connectedness and
stability of the solution sets in multiobjective linear fractional programming.
In particular, we are able to solve a question raised by E. U. Choo and
D. R. Atkins (1983) by proving that the set of all the efficient points
(Pareto solutions) of a multiobjective linear fractional programming problem
with a bounded constraint set is connected.