A Newton-Like Method for Variable Order Vector Optimization Problems

A Newton-Like Method for Variable Order Vector Optimization Problems

A Newton approach is proposed for solving variable order smooth constrained vector optimization problems. The concept of strong convexity is presented, and its properties are analyzed. It is thus obtained that the Newton direction is well defined and that the algorithm converges. Moreover, the rate...

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Veröffentlicht in:Journal of optimization theory and applications 2018-04, Vol.177 (1), p.201-221
Hauptverfasser: de Carvalho Bento, Glaydston, Bouza Allende, Gemayqzel, Pereira, Yuri Rafael Leite
Format: Artikel
Sprache:eng
Schlagworte:
Applications of Mathematics
Calculus of Variations and Optimal Control
Optimization
Convergence
Convexity
Engineering
Mathematics
Mathematics and Statistics
Newton methods
Nonlinear programming
Operations Research/Decision Theory
Optimization
Theory of Computation
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Beschreibung
Zusammenfassung:A Newton approach is proposed for solving variable order smooth constrained vector optimization problems. The concept of strong convexity is presented, and its properties are analyzed. It is thus obtained that the Newton direction is well defined and that the algorithm converges. Moreover, the rate of convergence is obtained under ordering structures satisfying a mild hypothesis.
ISSN:0022-3239
1573-2878
DOI:10.1007/s10957-018-1236-2