A subgradient method for multiobjective optimization

A subgradient method for multiobjective optimization

A method for solving quasiconvex nondifferentiable unconstrained multiobjective optimization problems is proposed in this paper. This method extends to the multiobjective case of the classical subgradient method for real-valued minimization. Assuming the basically componentwise quasiconvexity of the...

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Veröffentlicht in:Computational optimization and applications 2013-04, Vol.54 (3), p.461-472
Hauptverfasser: Da Cruz Neto, J. X., Da Silva, G. J. P., Ferreira, O. P., Lopes, J. O.
Format: Artikel
Sprache:eng
Schlagworte:
Computation
Convergence
Convex and Discrete Geometry
Euclidean space
Inequality
Management Science
Mathematics
Mathematics and Statistics
Minimization
Operations Research
Operations Research/Decision Theory
Optimization
Pareto optimality
Pareto optimum
Statistics
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Zusammenfassung:A method for solving quasiconvex nondifferentiable unconstrained multiobjective optimization problems is proposed in this paper. This method extends to the multiobjective case of the classical subgradient method for real-valued minimization. Assuming the basically componentwise quasiconvexity of the objective components, full convergence (to Pareto optimal points) of all the sequences produced by the method is established.
ISSN:0926-6003
1573-2894
DOI:10.1007/s10589-012-9494-7