The inexact projected gradient method for quasiconvex vector optimization problems

arXiv1212.1048MaRDI QIDQ6237754FDOQ6237754

Authors: J. Y. Bello Cruz, G. C. Bento, G. Bouza Allende, R. F. B. Costa 

Publication date: 5 December 2012

Abstract: Vector optimization problems are a generalization of multiobjective optimization in which the preference order is related to an arbitrary closed and convex cone, rather than the nonnegative octant. Due to its real life applications, it is important to have practical solution approaches for computing. In this work, we consider the inexact projected gradient-like method for solving smooth constrained vector optimization problems. Basically, we prove global convergence of any sequence produced by the method to a stationary point assuming that the objective function of the problem is $K$-quasiconvex, instead of the stronger $K$-convexity assumed in the literature.

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Nonconvex programming, global optimization (90C26) Sensitivity, stability, parametric optimization (90C31)

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