A connectedness result for convex polynomial multi-objective optimization without boundedness

Abstract: We prove that the weak Pareto solution set of a multi-objective optimization problem with convex polynomial objectives and constraints is connected, assuming neither boundedness of the constraint set nor a constraint qualification. Since this set is semi-algebraic, its connectedness implies that it is path-connected whenever it is nonempty. In particular, convex quadratic multi-objective optimization problems have connected weak Pareto solution sets; this answers the weak Pareto part of an open question posed by N.~D.~Yen in \emph{Recent Developments in Vector Optimization} (Springer, 2012).