A scalarization proximal point method for quasiconvex multiobjective minimization

H. Apolinário (), E. Papa Quiroz () and P. Oliveira ()

Journal of Global Optimization, 2016, vol. 64, issue 1, 79-96

Abstract: In this paper we propose a scalarization proximal point method to solve multiobjective unconstrained minimization problems with locally Lipschitz and quasiconvex vector functions. We prove, under natural assumptions, that the sequence generated by the method is well defined and converges globally to a Pareto-Clarke critical point. Our method may be seen as an extension, for nonconvex case, of the inexact proximal method for multiobjective convex minimization problems studied by Bonnel et al. (SIAM J Optim 15(4):953–970, 2005 ). Copyright Springer Science+Business Media New York 2016

Keywords: Multiobjective minimization; Clarke subdifferential; Quasiconvex functions; Proximal point methods; Fejér convergence; Pareto-Clarke critical point (search for similar items in EconPapers)
Date: 2016
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Citations: View citations in EconPapers (10)

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DOI: 10.1007/s10898-015-0367-3

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