1. Introduction
The American statistician John W. Tukey said: “It was better to have an approximate answer to the right question than an exact answer to the approximate question”.
This article is about Pareto’s approximate solutions for the unconstrained vector optimization problem on Hadamard manifolds.
Sometimes, in practice, the best idea is not to get solutions to vector optimization problems by solving them directly but through other problems that are related to the first ones. The variational problems carried out in this intermediate work that this article deals in a novel context such as the Hadamard manifolds. Similarly, sometimes we also have to be satisfied with finding approximate solutions to the vector optimization problem instead of the exact solutions. Those feasible points whose objective values are at a small
distance from the optimal objective vector values are considered an approximate Pareto solution. In some particular problems, the limit of approximate Pareto solutions, when
tends to zero, is a Pareto solution. Besides, many computer algorithms that exactly search for efficient points after finite numbers of steps only reach an approximate solution. Sometimes, obtaining exact solutions is impossible or very expensive in computational time. Thus, the search for approximate efficient points is relevant. In 1979, Kutateladze [
1] introduced the concept of Pareto
-optimal solution. More recently, in 2010, Gutiérrez et al. [
2] have studied the approximate solutions for the multiobjective optimization problem profusely.
Concerning the variational problems, firstly, in 1980, Giannessi [
3] introduced the vector variational inequalities of Stampacchia type and secondly, in 1998, Giannessi [
4] proposed Minty-type inequalities. Later, Giannessi showed the equivalence between efficient solutions of a differentiable convex vector optimization problem and solutions of a Minty vector variational inequality for gradients and he proved the coincidence between solutions of weak Minty type and Stampacchia type vector variational inequalities for gradients and weakly efficient solutions of a differentiable convex vector optimization problem.
To achieve a solution to a vectorial optimization problem, we need appropriate convexity function concepts. In 2000, Ngai et al. [
5] studied the concept of approximate convexity previously introduced in 1998 by Jofré et al. [
6]. In this article, we extend these generalized convex concepts to Hadamard manifolds. Besides, the design flight control architecture in aeroplanes uses generalized approximate geodesic functions and non-smooth optimization problem [
7].
The environment in which we are going to study them is that of Hadamard manifolds. In non-linear spaces, such as the Hadamard manifolds, we extend concepts such as convex sets where geodesic arcs connect two points instead of linear segments. Mathematically, working with Hadamard manifolds has the advantage that sets that are not convex in the usual sense are convex within these manifolds. For example, the set
is not convex in the usual sense with
, but
X is a geodesic convex on the Poincaré upper-plane model
, as it is the image of a geodesic segment. We can transform non-convex problems with Euclidean metrics into convex problems with related metrics [
8]. In this way, we can take advantage of the excellent properties of convex sets.
Within applications, a considerable number of optimization problems related to engineering [
9], stereo vision processing [
10], machine learning, and computer vision in fields such as cancer tissue image analysis use Hadamard manifolds [
11,
12]. The Hadamard manifolds are also used in the social sciences, for example, in economics, within game theory, specifically in the achievement of Nash equilibrium points where strategy sets and payoff functions are geodesically convex, see [
13].
In this article, we look for Stackelberg’s equilibrium points on Hadamard manifolds. Stackelberg games were introduced in 1934 (see [
14]). The Stackelberg competition model is a game in which the leader player moves first, and then the follower player moves sequentially. Unlike Stackelberg’s model, in the Nash model, the two players are competing with each other in the same level. In Novak et al. [
15], the authors propose Stackelberg’s model to describe the fight against terrorism.
State-of-the-art methods are as follows. Our paper has allowed us to extend another one from 2004, by Ruiz-Garzón et al. [
16], where we established the relationships between variational-like inequality vector and optimization problems in Euclidean spaces.
The initial idea for this article comes from two groups of publications. The first is articles dealing with the relations between vector variational inequality problems and non-smooth vector optimization problems using quasi efficient points in n-dimensional Euclidean spaces but not on Hadamard manifolds. Here would be the works of authors like Mishra and Upadhyay [
17] in 2013 and Wang et al. [
18] in 2017.
The other group of articles are the works in 2016 by Chen and Huang [
19], Chen and Fang [
20] in 2016 and Jayswal, Ahmad, and Kumari [
21] in 2019. This authors study the relations between vector optimization problems and vector variational inequalities and give some existence theorems for weakly efficient solutions on Hadamard manifolds but do not study the approximate solutions.
Hence, this paper comes to fill those two gaps by studying the relations between approximate solutions of vector optimization problems via solutions of variational-like inequalities problems on Hadamard manifolds.
More recently, in 2019, in Ruiz-Garzón et al. [
22], we studied the constrained vector optimization problem as a particular case of the equilibrium vector with constraints problem on Hadamard manifolds. In 2013, Nagy [
23] studied the existence of Stackelberg equilibria points using appropriate variational inequalities in Euclidean spaces. In 2019, Wang et al. [
24] related the mixed variational inequality with the Nash equilibrium problem on Riemannian manifolds. This same year, Ruiz-Garzón et al. [
25] have demonstrated the coincidence of Nash’s critical and equilibrium points on Hadamard context with generalized convex payoff functions. All this is what this article completes.
In 2020, Ansari, Islam, and Yao [
26] are making one of the latest efforts to relate variational and optimization problems where they have proved some existence results for non-smooth variational inequality problem and Minty non-smooth variational inequality problem using fixed point theorem on Hadamard manifolds. So, the topic of this article is currently popular.
Contributions. This work aims to fix the generalized geodesic convex conditions under which we can move from solutions of the variational-like inequalities problems to the local approximate weakly efficient solutions of the vector optimization problem or the Stackelberg equilibrium points because we have assured the coincidence of solutions and on surfaces that do not have to be linear like the Hadamard manifolds.
We have organized the contents of this paper as follows.
Section 2 discusses the elements typical of manifolds: geodesic curve, geodesic convex set, subdifferential, or Hadamard manifold. In
Section 3, we define the concepts of local approximate (weakly) efficient solution for vector optimization problem on Hadamard manifolds. We formulate the Stampacchia and Minty variational-like problems in their strong and weak form and introduce different concepts of generalized approximate geodesic convex functions and illustrate them with examples. In
Section 4, we relate approximate efficient points of vector optimization problem to solutions of Stampacchia and Minty variational-like inequality problems. We characterize the approximate geodesic pseudoconvex and strictly pseudoconvex functions as the minimum requirement for all vector critical point vectors to be approximate weakly efficient and approximate efficient solutions, respectively. We see that under generalized approximate geodesic convex conditions, we can identify critical points, solutions of vector variational-like problems, and locally approximate weakly efficient points of non-smooth vector optimization problems. In
Section 5, we obtain the Stackelberg equilibrium problem via variational problems with geodesic convex loss functions. Finally,
Section 6 presents the conclusions to this study.
2. Elements from Manifolds
We begin by presenting the environment of Hadamard manifolds in which we are going to move in this article. We recall some definitions and notions from manifolds. Let M be a Riemannian manifold endowed with a Riemannian metric on a tangent space . We can define:
- (a)
The corresponding norm is denoted by .
- (b)
The length of a piecewise
curve
is defined by
- (c)
The distance
d that induces the original topology on
M, defined as
This allows us to define the concept of minimal geodesic as any path joining x and y in M such that . If M is complete, then any points in M can be joined by a minimal geodesic.
This work is dedicated to the Hadamard manifolds, a particular case of Riemannian manifolds.
Definition 1. Recall that a simply connected complete Riemannian manifold of nonpositive sectional curvature is called a Hadamard manifold.
For differentiable manifolds, it is possible to define the derivatives of the curves on the manifold. The derivatives at a point x on the manifold lie in a vector space . We denote by the n-dimensional tangent space of M at x, and denote by the tangent bundle of M.
Whereas M is not a linear space, is. Therefore, many proofs are based on transferring properties from the manifold to the tangent space and vice versa through two functions, the Riemannian exponential function and its inverse, exp and , respectively.
Let
be an open neighborhood of
M such that
is defined as
for every
, where
is the geodesic starting at
x with velocity
v (i.e.,
) [
27]. It is easy to see that
. The exponential mapping has inverse
, i.e.,
.
The geodesic distance between x and y is . If then and we denote by the nonnegative orthant of , and .
When M is a Hadamard manifold, then, is a diffeomorphism, and for any two points , there exists a unique minimal geodesic for all joining x to y.
At this moment, we are in a position to define a generalization of the convex set concept to Hadamard environment:
Definition 2. [28] A subset X of M is said to be a geodesic convex if, for any two points , the geodesic γ of M joined the endpoints x and y is contained in X; that is, if is a geodesic such that and , then for . We also extend the concept of convex function:
Definition 3. [28] Let M be a Hadamard manifold and let be a geodesic convex set. A function is said to be convex if, for every ,where for every . As we can see, we have replaced the segments with geodesic ones that join two points. Let us now recall the following concepts of Lipschitz function in the non-smooth case.
Definition 4. A real-valued function θ defined on a Hadamard manifold M is said to satisfy a Lipschitz condition of rank k on a given subset X of M if for every .
A function θ is said to be Lipschitz near if it satisfies the Lipschitz condition of some rank on an open neighborhood of x.
A function θ is said to be locally Lipschitz on M if θ is Lipschitz near x for every .
Example 1. The space of positive-definite matrices is an example of Hadamard manifold and with the Riemannian metric the function is Lipschitz on .
In this article, we use non-smooth functions. With Lipschitz functions, generalized gradients, or subdifferentials, replace the classical derivative.
Definition 5. [29] Let be a locally Lipschitz function on a Hadamard manifold M. We define the subdifferential of θ at x, denoted by , as the subset of with the support function given by , i.e., for every , It can be proved that the generalized Jacobian is
where
X is a dense subset of
M on which
is differentiable.
We briefly examine some particular cases:
Obviously, if
is differentiable at
, we define the gradient of
as the unique vector
that satisfies
When
is a locally Lipschitz convex function, we have
for all
. For a convex function
, the directional derivative of
at the point
in the direction
is defined by
and the subdifferential of
at
x is
However, for the vector function , the generalized Jacobian is contained and, in general, is different from the Cartesian product of Clarke subdifferentials of the components of f.
So far all the math tools to work on Hadamard manifolds.
3. Definitions and Formulations
In this section, we consider the unconstrained multiobjective programming problem (
VOP) defined as:
where
, with
for all
, locally Lipschitz functions on the open set
, and
M assumed to be a Hadamard manifold.
In this formulation, the value of the variable is not necessarily a point in Euclidean space but for example, a positive-definite matrix. For the vectorial optimization problem, we define concepts close to efficiency. The following concepts are an extension to Hadamard manifolds of others defined by Mishra and Upadhyay [
17] and Wang et al. [
18] in linear spaces.
Definition 6. A feasible pointis said to be:
- (a)
A local approximate efficient (AE) solution for VOP if there existsand a neighborhoodofsuch that does not exist another feasible pointsuch that - (b)
A local approximate weakly efficient (AWE) solution for VOP if there existsand a neighborhoodofsuch that does not exist another feasible pointsuch that
Obviously, all efficient (resp. weakly efficient) point is approximate efficient (resp. weakly efficient). The reverse may not be true.
Example 2. Let be endowed with the Riemannian metric defined by the scalar product with . It is well known that M is a Hadamard manifold.
The geodesic curve with the initial condition and is given by , implies that and it follows that . The Riemannian distance is given by .
Consider the VOP as follows: For , there exists another feasible point such that Hence, is not a weak efficient solution for VOP.
Now, it is easy to see that for any , there exists such that, for all , does not exist another feasible point such that Therefore, is a local approximate weakly efficient (AWE) solution for VOP.
Variational problem solving is an intermediate step in solving optimization problems since their solutions coincide under convexity assumptions. We can study the vector optimization problem via the vector variational-like inequality problems.
We define the Stampacchia and Minty version of these vector variational-like problems on Hadamard manifold. We consider these problems as “primal” and “dual” version problems due to solutions’ relations, in the same way, that it happens for the mathematical programming problem. Generally, the Minty type formulation is more accessible to resolve than the Stampacchia type.
Definition 7. - (a)
Stampacchia Vector Variational-Like Inequality Problem (SV): Find a point such that there exists no such that - (b)
Stampacchia Weak Vector Variational-Like Inequality Problem (SWV): Find a point such that there exists no such that - (c)
Minty Vector Variational-Like Inequality Problem (MV): Find a point such that there exists no such that - (d)
Minty Weak Vector Variational-Like Inequality Problem (MWV): Find a point such that there exists no such that
Under conditions of generalized convexity it is possible to move from the solution of a vector variational-like problem to another, for this we need the following definitions of generalized convexity on Hadamard manifolds. Inspired by the work of Ngai, Luc, and Thera [
5] where they introduced the concept of approximate convex functions, we present generalized approximate geodesic convex functions on Hadamard manifolds:
Definition 8. Let M be a Hadamard manifold, X is an open geodesic convex subset of M and is a locally Lipschitz function. The function f is said to be:
- (a)
approximate geodesic convex (AGCX) at if for all there exists such that we have - (b)
approximate geodesic strictly convex (AGSCX) at if for all there exists such that we have - (c)
approximate geodesic pseudoconvex (AGPCX) at if for all there exists such that we have - (d)
approximate geodesic strictly pseudoconvex (AGSPCX) at if for all there exists such that we have The function f is said to be approximate geodesic convex (resp. strictly convex, pseudoconvex, strictly pseudoconvex) on X if, for every , f is approximate geodesic convex (resp. strictly convex, pseudoconvex, strictly pseudoconvex) at x on X.
The following examples illustrate the above definitions and relations on Hadamard manifolds.
Example 3. Let be endowed with the Riemannian metric defined by the scalar product with , where .
Let be a function with The function f is approximate geodesic convex on M because its components are linear functions.
Example 4. Let be a function defined aswhere and we can calculate The function f is approximate geodesic pseudoconvex on X because implies that f should be nondecreasing, but is nonincreasing and this previous condition is not satisfied.
Example 5. Let be a function with , where . The function f is approximate geodesic strictly pseudoconvex because is not satisfied for .
We now have all the tools required to discuss approximate solutions of vector optimization problems and vector variational-like inequalities problems.
4. Approximate Solutions of Vector Optimization Problems via Vector Variational-Like Inequality Problems
This section aims to see how to relate the solutions of these problems on Hadamard manifolds.
We set out by endeavoring to calculate the approximate efficient points, starting with the solutions to the Stampacchia vector variational-like inequality problem.
Theorem 1. Let M be a Hadamard manifold, X is an open geodesic convex subset of M, and is a locally Lipschitz and approximate geodesic convex (AGCX) function at . If solves the Stampacchia vector variational-like inequality problem , then is a local approximate efficient (AE) point to the vector optimization problem .
Proof. Suppose that
is not a local approximate efficient (AE) point to
then there exists
and a neighborhood
of
such that there exists another feasible point
such that
Since
f is
AGCX function at
, we have ensured that if for all
there exists
such that
we have
therefore
is not a solution to
. Contradiction. □
The above result extends the Theorem 3.2 given by Wang et al. [
18] and Mishra and Upadhyay [
17] in Euclidean spaces to Hadamard manifolds and the Theorem 3.4 given in Jayswal et al. [
21] to approximate solutions.
Thus is, under conditions of approximate geodesic convexity functions, the solutions of the Stampacchia vector variational-like inequality problem are local approximate efficient points. To prove the sufficient condition, we need to impose stronger assumptions on the approximate geodesic convexity of functions:
Theorem 2. Let M be a Hadamard manifold, X is an open geodesic convex subset of M, and is a locally Lipschitz and that is approximate geodesic strictly convex function. If is a local approximate weakly efficient point then also solves the Stampacchia vector variational-like inequality problem .
Proof. Suppose that is a local AWE solution for , but not the . Then, and such that .
By the approximate geodesic strictly convexity
of
, we have that for all
there exists
such that
we have
being a local
AWE point, what is a contradiction. □
Corollary 1. Let M be a Hadamard manifold, X is an open geodesic convex subset of M, and is a locally Lipschitz and is approximate geodesic strictly convex function. If is a local approximate efficient point then solves the Stampacchia vector variational-like inequality problem .
Proof. Because every local AE point is a local AWE point and by the previous theorem 2, it would be proven. □
Let us now see what the relationship is between the local approximate efficient solutions of and the solutions of Minty vector variational-like inequality problem :
Theorem 3. Let M be a Hadamard manifold, X is an open geodesic convex subset of M, and is a locally Lipschitz and f is approximate geodesic convex function on X. If is a local approximate efficient for the vector optimization problem then solves the Minty vector variational-like inequality problem .
Proof. By contradiction ad absurdum. Suppose that
does not solve
MV then there exists
satisfying
Noticing that
f is AGCX, for all
there exists
such that
such that
If follows that
which leads to a contradiction, since
is an
AE solution. □
Then, in an environment of generalized approximate geodesic convexity we have to:
Thus is, the generalized approximate geodesic convexity allows us to relate solutions of
SV and
MV problems and local approximate efficient solutions of the vector optimization problem on Hadamard manifolds as an extension of what happened in Euclidean spaces, see Ruiz-Garzón et al. [
16].
We go one step further, and we look for when we can identify solutions to Stampacchia weak vector variational-like inequality problem with the local approximate weakly efficient points for VOP.
Theorem 4. Let M be a Hadamard manifold, X is an open geodesic convex subset of M, and is a locally Lipschitz function.
If is local approximate weakly efficient for the vector optimization problem then solves the Stampacchia Weak vector variational-like inequality problem .
If f is a approximate geodesic pseudoconvex function and solves the problem then is a local point for .
Proof. Firstly, we prove the necessary condition. Let
be the local
AWE solution of
, since
X is an geodesic convex set, there exists
and a neighborhood
of
such that there does not exist another feasible point
such that
Dividing the above inequality by t and taking the limit as t tends to 0, we get to does not exist such that , then solve .
Secondly, we prove the reciprocal condition by reductio ad absurdum. If
is not a local
AWE point then there exists
and a neighborhood
of
such that there exists another feasible point
such that
By
AGPCX of
f we have ensured that for all
there exists
such that
we have
Contradiction, with is a solution of the SWV. □
Remark that Wang et al. [
18] only proves the second part of the above theorem and not for Hadamard manifolds. Theorem 4.3 given in Ruiz-Garzón et al. [
16] in n-dimensional Euclidean space is a particular case of the result proven here.
Every approximate efficient point is approximate weakly efficient, but when the reverse condition occurs. The following theorem proves it:
Theorem 5. Let M be a Hadamard manifold, X is an open geodesic convex subset of M, is a locally Lipschitz and approximate geodesic strictly convex function on X. If is a local approximate weakly efficient for vector optimization problem then is a local approximate efficient (AE) for vector optimization problem .
Proof. Suppose that
is a local
AWE point for
VOP, but not a local
AE point. Then, there exists
and a neighborhood
of
such that there exists another feasible point
such that
By the
AGSCX of
f we have that for all
there exists
such that
we have
which is to say,
, such that
, therefore,
does not solve the
SWV problem.
The contradiction arises from, on the other hand, the earlier theorem 4, we have that if is a local AWE for VOP then solves also the SWV. □
We know that we look for among the critical points to find solutions to optimization problems. In Ruiz-Garzón et al. [
30], the following definition is given:
Definition 9. Let M be a Hadamard manifold, X is an open geodesic convex subset of M, and is a locally Lipschitz function. A feasible point is said to be a vector critical point (VCP) if there exist some and such that In the following theorem, we show that the key to the relationship between vectorial critical points and local AWE solutions for VOP is the approximate geodesic pseudoconvexity :
Theorem 6. Let M be a Hadamard manifold, X is an open geodesic convex subset of M, and is a locally Lipschitz function. Every is a local approximate weakly efficient solution for if and only if the function f is approximate geodesic pseudoconvex on X.
Proof. Firstly, we prove that if very VCP is a local approximate weakly efficient solution AWE for VOP then the function f is AGPCX at .
Let
be a local
AWE for
VOP then there exists
and a neighborhood
of
such that
has no solution
.
On the other hand, if
is a vector critical point for some
,
, and
we have
By Gordan’s alternative theorem there exists a vector
such that the following system
has no solution.
Therefore, the systems (
1) and (
2) are equivalent, hence, for all
there exists
such that
we have
Thus is, f is AGPCX at .
We prove the sufficient condition. We assume by hypothesis that
f is
AGPCX and that
is a
VCP. Thus,
for some
,
, and
and we need to prove that
is a local
AWE point. By reductio ad absurdum, suppose that
is not a local weakly approximate efficient solution
AWE for
VOP. Then, there exists another feasible point
such that
Using the fact that
f is
AGPCX at
on
X, we have
, and so
which contradicts (
3). □
Therefore, we have extended Theorem 4.2 given by Wang et al. [
18], Theorem 3.5 given by Mishra and Upadhyay [
17], and Theorem 4.5 given by Ruiz-Garzón et al. [
16] for Euclidean spaces to Hadamard manifolds with local approximate weakly efficient (
AWE) points and approximate geodesic pseudoconvex (
AGPCX) functions.
For local approximate efficient solutions, the approximate geodesic strictly approximate pseudoconvexity replaces the role of approximate geodesic pseudoconvexity . Thus, in the same way, we can prove the following corollary.
Corollary 2. Let M be a Hadamard manifold, X is an open geodesic convex subset of M, and is a locally Lipschitz function. Every VCP is a local approximate efficient solution (AE) for VOP if and only if the function f is approximate geodesic strictly pseudoconvex (AGSPCX) on X.
We must emphasize that Theorem 6 and Corollary 2 show that approximate geodesic pseudoconvexity (resp. approximate geodesic strictly pseudoconvexity) is a minimal requirement for the property that every VCP is a local weakly approximate efficient (resp. approximate efficient) solution of problem VOP on a Hadamard manifold in the non-smooth case.
The following theorem tries to check what the relationships are between Stampacchia and Minty weak type problems.
Theorem 7. Let M be a Hadamard manifold, X is an open geodesic convex subset of M, is a locally Lipschitz and approximate geodesic convex function. If is a local approximate weakly efficient point then solves Minty weak vector variational-like inequality problem .
Proof. By reductio ad absurdum. Suppose that
is not a solution for (
MWV), then there exists
such that
Since
f is
AGCX on
X, for all
there exists
such that
we have
Froms (
4) and (
5), there exists another feasible point
such that
which gives us a contradiction that
is a
AWE point for
VOP. □
We also know that:
Theorem 8. Let M be a Hadamard manifold, X is an open geodesic convex subset of M, is a locally Lipschitz. The point if solves Minty weak vector variational-like inequality problem then solves the Stampacchia weak vector variational-like inequality problem .
Proof. This condition is Theorem 3.4 proved in Chen and Huang [
19]. □
Therefore, the relationship between SWV and MWV problems on Hadamard manifolds is maintained. This relationship is at the base of the theorems of existence for local approximate weak efficient solutions for VOP, for which it is sufficient to prove that SWV problem has a solution.
Moreover, we obtain as a final result:
Corollary 3. Let M be a Hadamard manifold, X is an open geodesic convex subset of M, is a locally Lipschitz and approximate geodesic convex . The point is a local approximate weakly efficient (AWE) if and only if is a vector critical point (VCP) if and only if solves a Stampacchia weak vector variational-like inequality problem (WSV) if and only if solves a Minty weak vector variational-like inequality problem (WMV).
Proof. It is the result of applying the Theorems 4, 6, 7 and 8 and that AGCX implies AGPCX. □
To sum up:
The above theorem is an extension to local approximative weak efficient (
AWE) points of the relationships obtained by Chen and Huang [
19] in Theorem 3.8 for weakly efficient points.
Under approximate geodesic pseudoconvex conditions, we can identify vector critical points, approximate weakly efficient points of VOP and solutions of Weak Stamppacchia variational-like inequalities problems just as we did with finite-dimensional Euclidean spaces. Let us look at an illustrative example.
Example 6. Letbe endowed with the Riemannian metric defined by the productwith. It is well known thatand the Riemannian distance is given by. Consider:where let f be a function defined asand we can calculatesimilarly, we get Obviously, the functions and are locally Lipschitz on X. Now, for the function at and , we have Similarly, one can check for function at and , we get Therefore, the functions and are AGCX and therefore AGPCX at with constant on X.
The point is a vector critical point (VCP) since there exist some and such that Further, is a solution for problemand is a solution for WMV problem because Also, for , we get Therefore, is a weak efficient solution for VOP and is a local approximate weakly efficient (AWE) solution; the corollary 3 is verified.