JOURNAL OF GLOBAL OPTIMIZATION, vol.50, no.2, pp.235-247, 2011 (SCI-Expanded)
In this paper, we introduce a construction method of total ordering cone on R(n). It is shown that any total ordering cone on Rn is isomorphic to the cone R(lex)(n). Existence of a total ordering cone that contain given cone with a compact base is shown. By using this cone, a solving method of vector and set valued optimization problems is presented.