Inexact projected gradient method for vector optimization

dc.creatorFukuda, EH
dc.creatorDrummond, LMG
dc.date2013
dc.dateAPR
dc.date2014-07-30T14:33:23Z
dc.date2015-11-26T16:33:07Z
dc.date2014-07-30T14:33:23Z
dc.date2015-11-26T16:33:07Z
dc.date.accessioned2018-03-28T23:14:50Z
dc.date.available2018-03-28T23:14:50Z
dc.identifierComputational Optimization And Applications. Springer, v. 54, n. 3, n. 473, n. 493, 2013.
dc.identifier0926-6003
dc.identifierWOS:000316079700002
dc.identifier10.1007/s10589-012-9501-z
dc.identifierhttp://www.repositorio.unicamp.br/jspui/handle/REPOSIP/60126
dc.identifierhttp://repositorio.unicamp.br/jspui/handle/REPOSIP/60126
dc.identifier.urihttp://repositorioslatinoamericanos.uchile.cl/handle/2250/1270738
dc.descriptionFundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
dc.descriptionConselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
dc.descriptionIn this work, we propose an inexact projected gradient-like method for solving smooth constrained vector optimization problems. In the unconstrained case, we retrieve the steepest descent method introduced by Graa Drummond and Svaiter. In the constrained setting, the method we present extends the exact one proposed by Graa Drummond and Iusem, since it admits relative errors on the search directions. At each iteration, a decrease of the objective value is obtained by means of an Armijo-like rule. The convergence results of this new method extend those obtained by Fukuda and Graa Drummond for the exact version. For partial orders induced by both pointed and nonpointed cones, under some reasonable hypotheses, global convergence to weakly efficient points of all sequences generated by the inexact projected gradient method is established for convex (respect to the ordering cone) objective functions. In the convergence analysis we also establish a connection between the so-called weighting method and the one we propose.
dc.description54
dc.description3
dc.description473
dc.description493
dc.descriptionFundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
dc.descriptionFundacao de Amparo a Pesquisa do Estado de Rio de Janeiro
dc.descriptionConselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
dc.descriptionFundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
dc.descriptionConselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
dc.descriptionFAPESP [2010/20572-0]
dc.descriptionCNPq [480101/2008-6]
dc.languageen
dc.publisherSpringer
dc.publisherNew York
dc.publisherEUA
dc.relationComputational Optimization And Applications
dc.relationComput. Optim. Appl.
dc.rightsfechado
dc.rightshttp://www.springer.com/open+access/authors+rights?SGWID=0-176704-12-683201-0
dc.sourceWeb of Science
dc.subjectWeak efficiency
dc.subjectMultiobjective optimization
dc.subjectProjected gradient method
dc.subjectVector optimization
dc.subjectMultiobjective Optimization
dc.subjectEquilibrium-analysis
dc.subjectScalarization
dc.titleInexact projected gradient method for vector optimization
dc.typeArtículos de revistas


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