The self regulation problem as an inexact steepest descent method for multicriteria optimization

Glaydston Carvalho Bento, Joao Xavier Neto, Paulo Roberto Oliveira and Antoine Soubeyran

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Abstract: In this paper we study an inexact steepest descent method for multicriteria optimization whose step-size comes with Armijo's rule. We show that this method is well-defined. Moreover, by assuming the quasi-convexity of the multicriteria function, we prove full convergence of any generated sequence to a Pareto critical point. As an application, we offer a model for the Psychology's self regulation problem, using a recent variational rationality approach.

Keywords: Multiple objective programming; Quasi-convexity; Self regulation; Steepest descent (search for similar items in EconPapers)
Date: 2014
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Citations: View citations in EconPapers (7)

Published in European Journal of Operational Research, 2014, 235 (3), pp.494--502. ⟨10.1016/j.ejor.2014.01.002⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-01474415

DOI: 10.1016/j.ejor.2014.01.002

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