A Projected Subgradient Method for Nondifferentiable Quasiconvex Multiobjective Optimization Problems

Xiaopeng Zhao (), Markus A. Köbis (), Yonghong Yao () and Jen-Chih Yao ()
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Xiaopeng Zhao: Tiangong University
Markus A. Köbis: Norwegian University of Science and Technology
Yonghong Yao: Tiangong University
Jen-Chih Yao: China Medical University

Journal of Optimization Theory and Applications, 2021, vol. 190, issue 1, No 4, 82-107

Abstract: Abstract In this paper, we propose a projected subgradient method for solving constrained nondifferentiable quasiconvex multiobjective optimization problems. The algorithm is based on the Plastria subdifferential to overcome potential shortcomings known from algorithms based on the classical gradient. Under suitable, yet rather general assumptions, we establish the convergence of the full sequence generated by the algorithm to a Pareto efficient solution of the problem. Numerical results are presented to illustrate our findings.

Keywords: Multiobjective optimization; Pareto optimality; Quasiconvex functions; Projected subgradient method; Quasi-Fejér convergence; 49M37; 65K05; 90C26; 90C29 (search for similar items in EconPapers)
Date: 2021
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Citations: View citations in EconPapers (3)

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DOI: 10.1007/s10957-021-01872-5

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