An interior proximal method in vector optimization
Kely D.V. Villacorta and
P. Roberto Oliveira
European Journal of Operational Research, 2011, vol. 214, issue 3, 485-492
Abstract:
This paper studies the vector optimization problem of finding weakly efficient points for maps from to , with respect to the partial order induced by a closed, convex, and pointed cone , with nonempty interior. We develop for this problem an extension of the proximal point method for scalar-valued convex optimization problem with a modified convergence sensing condition that allows us to construct an interior proximal method for solving VOP on nonpolyhedral set.
Keywords: Interior; point; methods; Vector; optimization; C-convex; Positively; lower; semicontinuous (search for similar items in EconPapers)
Date: 2011
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Citations: View citations in EconPapers (18)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:ejores:v:214:y:2011:i:3:p:485-492
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