INEXACT PROXIMAL POINT ALGORITHM FOR MULTIOBJECTIVE OPTIMIZATION

Authors

  • FOUZIA AMIR Department of Mathematics, Faculty of Science, Naresuan University, Phitsanulok 65000, Thailand
  • NARIN PETROT Department of Mathematics, Faculty of Science, Naresuan University, Phitsanulok 65000, Thailand

Keywords:

Multiobjective optimization, Quasi-convex functions, Lipschitz continuous function, Clarke subdifferential, Pareto-Clarke critical point

Abstract

The main aim of this article is to present an inexact proximal point algorithm for constrained multiobjective optimization problems under the locally Lipschitz condition of the cost function. Convergence analysis of the considered method, Fritz-John necessary optimality condition of $\epsilon$-quasi weakly Pareto solution in terms of Clarke subdifferential is derived. The suitable conditions to guarantee that the accumulation points of the generated sequences are Pareto-Clarke critical points are provided.

Additional Files

Published

04/06/2020

Issue

Section

Research Articles