Proximal point algorithms for multi-criteria optimization with the difference of convex objective functions

DOI10.1007/s10957-015-0847-0zbMath1342.90175MaRDI QIDQ289089

Robert de Souza, Ying Ji, Mark Goh

Publication date: 27 May 2016

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-015-0847-0

zbMATH Keywords

critical point; portfolio optimization; proximal point algorithm; multi-criteria optimization; DC

Mathematics Subject Classification ID

90C90: Applications of mathematical programming

90C29: Multi-objective and goal programming

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Non-monotonous sequential subgradient projection algorithm for convex feasibility problem, Bundle-based descent method for nonsmooth multiobjective DC optimization with inequality constraints, A parameterized proximal point algorithm for separable convex optimization, A proximal point method for difference of convex functions in multi-objective optimization with application to group dynamic problems

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