A Subgradient Method for Multiobjective Optimization on Riemannian Manifolds

G. C. Bento () and J. X. Cruz Neto ()
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G. C. Bento: Universidade Federal de Goiás
J. X. Cruz Neto: Universidade Federal Piauí

Journal of Optimization Theory and Applications, 2013, vol. 159, issue 1, No 7, 125-137

Abstract: Abstract In this paper, a subgradient-type method for solving nonsmooth multiobjective optimization problems on Riemannian manifolds is proposed and analyzed. This method extends, to the multicriteria case, the classical subgradient method for real-valued minimization proposed by Ferreira and Oliveira (J. Optim. Theory Appl. 97:93–104, 1998). The sequence generated by the method converges to a Pareto optimal point of the problem, provided that the sectional curvature of the manifold is nonnegative and the multicriteria function is convex.

Keywords: Pareto optimality; Multiobjective optimization; Subgradient method; Quasi-Féjer convergence (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (25)

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DOI: 10.1007/s10957-013-0307-7

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