A relaxed projection method for solving multiobjective optimization problems

A.S. Brito, J.X. Cruz Neto, P.S.M. Santos and S.S. Souza

European Journal of Operational Research, 2017, vol. 256, issue 1, 17-23

Abstract: In this paper, we propose an algorithm for solving multiobjective minimization problems on nonempty closed convex subsets of the Euclidean space. The proposed method combines a reflection technique for obtaining a feasible point with a projected subgradient method. Under suitable assumptions, we show that the sequence generated using this method converges to a Pareto optimal point of the problem. We also present some numerical results.

Keywords: Multiple objective programming; Pareto optimality; Projected subgradient method (search for similar items in EconPapers)
Date: 2017
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Citations: View citations in EconPapers (8)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:ejores:v:256:y:2017:i:1:p:17-23

DOI: 10.1016/j.ejor.2016.05.026

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