A Steepest Descent-Like Method for Variable Order Vector Optimization Problems

J. Y. Bello Cruz () and G. Bouza Allende ()
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J. Y. Bello Cruz: Universidade Federal de Goiás
G. Bouza Allende: Universidad de La Habana

Journal of Optimization Theory and Applications, 2014, vol. 162, issue 2, No 3, 391 pages

Abstract: Abstract In some applications, the comparison between two elements may depend on the point leading to the so called variable order structure. Optimality concepts may be extended to this more general framework. In this paper, we extend the steepest descent-like method for smooth unconstrained vector optimization problems under a variable order structure. Roughly speaking, we see that every accumulation point of the generated sequence satisfies a necessary first order condition. We discuss the consequence of this fact in the convex case.

Keywords: Convexity; Gradient-like method; Variable order; Vector optimization; Weakly efficient points (search for similar items in EconPapers)
Date: 2014
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Citations: View citations in EconPapers (8)

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DOI: 10.1007/s10957-013-0308-6

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