Logarithmic Quasi-distance Proximal Point Scalarization Method for Multi-Objective Programming

DOI10.1016/J.AMC.2015.10.065MaRDI QIDQ6241744arXivFDO

Authors Rogério Azevedo Rocha, P. R. Oliveira, Ronaldo Malheiros Gregório, Michael Souza

Publication date 7 May 2013

Published in arXiv

Full work available at URL https://doi.org/10.1016/J.AMC.2015.10.065

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Nonsmooth analysis (49J52)

arXiv classification

math.OC

Abstract: Recently, Greg'orio and Oliveira developed a proximal point scalarization method (applied to multi-objective optimization problems) for an abstract strict scalar representation with a variant of the logarithmic-quadratic function of Auslender et al. as regularization. In this study, a variation of this method is proposed, using the regularization with logarithm and quasi-distance, which entails losing important properties, such as convexity and differentiability. However, proceeding differently, it is shown that any sequence {(x^k, z^k)} includ R^n imes R^{m}_{++} generated by the method satisfies: {z^k} is convergent and {x^k} is bounded and its accumulation points are weak pareto solutions of the unconstrained multi-objective optimization problem

This page was built for publication: Logarithmic Quasi-distance Proximal Point Scalarization Method for Multi-Objective Programming

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6241744)