$$\epsilon $$ ϵ -Henig proper efficiency of set-valued optimization problems in real ordered linear spaces

Abstract

The aim of this paper is to investigate \(\epsilon \)-Henig proper efficiency of set-valued optimization problems in linear spaces. Firstly, a new notion of \(\epsilon \)-Henig properly efficient point is introduced in linear spaces. Secondly, scalarization theorems of set-valued optimization problems are established in the sense of \(\epsilon \)-Henig proper efficiency. Finally, under the assumption of generalized cone subconvexlikeness, Lagrange multiplier theorems are obtained. Our results generalize some known results in the literature from topological spaces to linear spaces.