Title
An inexact scalarization proximal point method for multiobjective quasiconvex minimization
Date Issued
01 January 2020
Access level
metadata only access
Resource Type
journal article
Author(s)
Publisher(s)
Springer
Abstract
In this paper we present an inexact scalarization proximal point algorithm to solve unconstrained multiobjective minimization problems where the objective functions are quasiconvex and locally Lipschitz. Under some natural assumptions on the problem, we prove that the sequence generated by the algorithm is well defined and converges. Then providing two error criteria we obtain two versions of the algorithm and it is proved that each sequence converges to a Pareto–Clarke critical point of the problem; furthermore, it is also proved that assuming an extra condition, the convergence rate of one of these versions is linear when the regularization parameters are bounded and superlinear when these parameters converge to zero.
Language
English
OCDE Knowledge area
Matemáticas aplicadas
Matemáticas puras
Subjects
Scopus EID
2-s2.0-85084973850
Source
Annals of Operations Research
ISSN of the container
02545330
DOI of the container
10.1007/s10479-020-03622-8
Sources of information:
Directorio de Producción Científica
Scopus