A subgradient method for multiobjective optimization

被引：39
|
作者：
Da Cruz Neto, J. X. [1 ]
Da Silva, G. J. P. [2 ]
Ferreira, O. P. [2 ]
Lopes, J. O. [1 ]
机构：
[1] Univ Fed Piaui, DM, BR-64049500 Teresina, PI, Brazil
[2] Univ Fed Goias, IME, BR-74001970 Goiania, Go, Brazil
来源：
COMPUTATIONAL OPTIMIZATION AND APPLICATIONS | 2013年 / 54卷 / 03期
关键词：
Pareto optimality or efficiency; Multiobjective optimization; Subgradient method; Quasi-Fejer convergence;
D O I：
10.1007/s10589-012-9494-7
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
A method for solving quasiconvex nondifferentiable unconstrained multiobjective optimization problems is proposed in this paper. This method extends to the multiobjective case of the classical subgradient method for real-valued minimization. Assuming the basically componentwise quasiconvexity of the objective components, full convergence (to Pareto optimal points) of all the sequences produced by the method is established.
引用
收藏
页码：461 / 472
页数：12
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