Inertial forward–backward methods for solving vector optimization problems

DOI10.1080/02331934.2018.1440553zbMATH Open1402.90163OpenAlexW2790326975WikidataQ90218530 ScholiaQ90218530MaRDI QIDQ3177614FDOQ3177614

Sorin-Mihai Grad, Radu I. Boţ

Publication date: 1 August 2018

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331934.2018.1440553

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zbMATH Keywords

weakly efficient solutionsvector optimization problemsforward-backward algorithmsinertial proximal algorithms

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Interior-point methods (90C51) Programming in abstract spaces (90C48)

Cites Work

• A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
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• Weak convergence of the sequence of successive approximations for nonexpansive mappings
• Convergence of a splitting inertial proximal method for monotone operators
• On the Minimizing Property of a Second Order Dissipative System in Hilbert Spaces
• A Primal-Dual Splitting Algorithm for Finding Zeros of Sums of Maximal Monotone Operators
• A Douglas--Rachford Type Primal-Dual Method for Solving Inclusions with Mixtures of Composite and Parallel-Sum Type Monotone Operators
• Optimality conditions for Henig and globally proper efficient solutions with ordering cone has empty interior
• An inertial proximal method for maximal monotone operators via discretization of a nonlinear oscillator with damping
• Vector duality for convex vector optimization problems by means of the quasi-interior of the ordering cone
• Proximal Methods in Vector Optimization
• An interior proximal method in vector optimization
• A projected gradient method for vector optimization problems
• Newton's Method for Multiobjective Optimization
• Duality in Vector Optimization
• Approximate efficiency and scalar stationarity in unbounded nonsmooth convex vector optimization problems
• On the choice of parameters for the weighting method in vector optimization
• Inertial proximal point regularization algorithm for unconstrained vector convex optimization problems
• Vector Optimization and Monotone Operators via Convex Duality
• Equilibrium analysis in financial markets with countably many securities
• Box-constrained multi-objective optimization: A gradient-like method without ``a priori scalarization

Cited In (11)

• Contiuous time inverse vector optimization problems
• A new approach to strong duality for composite vector optimization problems
• Conditional gradient method for vector optimization
• Title not available (Why is that?)
• A proximal gradient splitting method for solving convex vector optimization problems
• An accelerated proximal gradient method for multiobjective optimization
• The generalized conditional gradient method for composite multiobjective optimization problems on Riemannian manifolds
• A strongly convergent proximal point method for vector optimization
• A descent method for nonsmooth multiobjective optimization in Hilbert spaces
• Inertial version of generalized projected reflected gradient method
• Convergence rates analysis of a multiobjective proximal gradient method

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