The Proximal Point Method for Locally Lipschitz Functions in Multiobjective Optimization with Application to the Compromise Problem
From MaRDI portal
Publication:4637508
DOI10.1137/16M107534XzbMath1388.49013OpenAlexW2796881136MaRDI QIDQ4637508
No author found.
Publication date: 24 April 2018
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/16m107534x
multiobjective optimizationlocally Lipschitz functionproximal point methodPareto critical pointvariational rationalitycompromise problem
Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Multi-objective and goal programming (90C29) Nonsmooth analysis (49J52) Mathematical psychology (91E99)
Related Items
A proximal gradient splitting method for solving convex vector optimization problems, The proximal point method with a vectorial Bregman regularization in multiobjective DC programming, Proximal point methods for Lipschitz functions on Hadamard manifolds: scalar and vectorial cases, A nonmonotone gradient method for constrained multiobjective optimization problems, Isotonicity of the proximity operator and stochastic optimization problems in Hilbert quasi-lattices endowed with Lorentz cones, Abstract regularized equilibria: application to Becker's household behavior theory, Pareto solutions as limits of collective traps: an inexact multiobjective proximal point algorithm, A Newton-type proximal gradient method for nonlinear multi-objective optimization problems, General descent method using w-distance. Application to emergence of habits following worthwhile moves, Isotonicity of the proximity operator and mixed variational inequalities in Hilbert spaces, Conditional gradient method for multiobjective optimization, A strongly convergent proximal point method for vector optimization, A proximal point method for difference of convex functions in multi-objective optimization with application to group dynamic problems, Iteration-complexity and asymptotic analysis of steepest descent method for multiobjective optimization on Riemannian manifolds, Unnamed Item, Combined gradient methods for multiobjective optimization, An improved proximal method with quasi-distance for nonconvex multiobjective optimization problem, Isotonicity of the metric projection with respect to the mutually dual orders and complementarity problems
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- ASMO
- A new scalarization technique to approximate Pareto fronts of problems with disconnected feasible sets
- Generalized inexact proximal algorithms: routine's formation with resistance to change, following worthwhile changes
- Hybrid approximate proximal method with auxiliary variational inequality for vector optimization
- A logarithmic-quadratic proximal point scalarization method for multiobjective programming
- An interior proximal method in vector optimization
- A proximal point-type method for multicriteria optimization
- Extended VIKOR method in comparison with outranking methods
- A scalarization proximal point method for quasiconvex multiobjective minimization
- Compromise solutions and estimation of the noninferior set
- Subdifferentials of nonconvex vector-valued functions
- Weak Pareto-optimal necessary conditions in a nondifferentiable multiobjective program on a Banach space
- On the Clarke subdifferential of the distance function of a closed set
- Convex vector functions and their subdifferential
- Steepest descent methods for multicriteria optimization.
- Variational methods in partially ordered spaces
- Compromise solution by MCDM methods: A comparative analysis of VIKOR and TOPSIS.
- Duality for multiobjective optimization via nonlinear Lagrangian functions
- A steepest descent method for vector optimization
- A projected gradient method for vector optimization problems
- Approximate proximal methods in vector optimization
- A subgradient method for multiobjective optimization
- On the choice of parameters for the weighting method in vector optimization
- Direct Multisearch for Multiobjective Optimization
- On the convergence of the projected gradient method for vector optimization
- A proximal algorithm with quasi distance. Application to habit's formation
- Scalarization in vector optimization
- Newton's Method for Multiobjective Optimization
- An Adaptive Scalarization Method in Multiobjective Optimization
- Generalized Gradients and Applications
- Monotone Operators and the Proximal Point Algorithm
- Normal-Boundary Intersection: A New Method for Generating the Pareto Surface in Nonlinear Multicriteria Optimization Problems
- Proximal Methods in Vector Optimization
- A Subgradient Method for Vector Optimization Problems
- Clarke critical values of subanalytic Lipschitz continuous functions
- Proximité et dualité dans un espace hilbertien
