Abstract: This paper deals with the connectedness of the cone-efficient solution set for vector optimization in locally convex Hausdorff topological vector spaces. The connectedness of the cone-efficient solution set is proved for multiobjective programming defined by a continuous one-to-one cone-quasiconvex mapping on a compact convex set of alternatives. During the proof, the generalized saddle theorem plays a key role.

Key words: multiobjective programming, cone-efficient solution, cone-quasiconvex map