Skip to main content
Log in

Proximal point method for a special class of nonconvex multiobjective optimization functions

  • Original Paper
  • Published:
Optimization Letters Aims and scope Submit manuscript

Abstract

The proximal point method for a special class of nonconvex multiobjective functions is studied in this paper. We show that the method is well defined and that the accumulation points of any generated sequence, if any, are Pareto–Clarke critical points. Moreover, under additional assumptions, we show the full convergence of the generated sequence.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Apolinário, H.C.F., Papa Quiroz, E.A., Oliveira, P.R.: A scalarization proximal point method for quasiconvex multiobjective minimization. J. Glob. Optim. 64(1), 79–96 (2016)

    Article  MathSciNet  MATH  Google Scholar 

  2. Bao, T.Q., Mordukhovich, B.S.: Relative Pareto minimizers in multiobjective optimization: existence and optimality conditions. Math. Program. 122, 301–347 (2010)

    Article  MathSciNet  MATH  Google Scholar 

  3. Bao, T.Q., Mordukhovich, B.S.: Necessary conditions for super minimizers in constrained multiobjective optimization. J. Glob. Optim. 43, 533–552 (2009)

    Article  MathSciNet  MATH  Google Scholar 

  4. Bento, G.C., Cruz Neto, J.X., Soubeyran, A.: A proximal point-type method for multicriteria optimization. Set-Valued Var. Anal. 22(3), 557–573 (2014)

    Article  MathSciNet  MATH  Google Scholar 

  5. Bertsekas, D.P.: Convex Analysis and Optimization. Athena Scientific, Belmont (2003)

    MATH  Google Scholar 

  6. Bonnel, H., Iusem, A.N., Svaiter, B.F.: Proximal methods in vector optimization. SIAM J. Optim. 15(4), 953–970 (2005)

    Article  MathSciNet  MATH  Google Scholar 

  7. Ceng, L.C., Mordukhovich, B.S., Yao, J.C.: Hybrid approximate proximal method with auxiliary variational inequality for vector optimization. J. Optim. Theory Appl. 146(2), 267–303 (2010)

    Article  MathSciNet  MATH  Google Scholar 

  8. Ceng, L.C., Yao, J.C.: Approximate proximal methods in vector optimization. Eur. J. Oper. Res. 183(1), 1–19 (2007)

    Article  MathSciNet  MATH  Google Scholar 

  9. Chuong, T.D., Mordukhovich, B.S., Yao, J.C.: Hybrid approximate proximal algorithms for efficient solutions in vector optimization. J. Nonlinear Convex Anal. 12(2), 257–286 (2011)

    MathSciNet  MATH  Google Scholar 

  10. Clarke, F.H.: Optimization and Nonsmooth Analysis, Volume 5 of Classics in Applied Mathematics, 2nd edn. Society for Industrial and Applied Mathematics (SIAM), Philadelphia (1990)

    Book  Google Scholar 

  11. Custódio, A.L., Madeira, J.F.A., Vaz, A.I.F., Vicente, L.N.: Direct multisearch for multiobjective optimization. SIAM J. Optim. 21(3), 1109–1140 (2011)

    Article  MathSciNet  MATH  Google Scholar 

  12. Fukushima, M., Mine, H.: A generalized proximal point algorithm for certain nonconvex minimization problems. Int. J. Syst. Sci. 12(8), 989–1000 (1981)

    Article  MathSciNet  MATH  Google Scholar 

  13. Gal, T., Hanne, T.: On the development and future aspects of vector optimization and MCDM. A tutorial. In: Multicriteria Analysis (Coimbra, 1994), pp. 130–145. Springer, Berlin (1997)

  14. Grad, S.M., Pop, E.L.: Vector duality for convex vector optimization problems by means of the quasi-interior of the ordering cone. Optimization 63(1), 21–37 (2014)

    Article  MathSciNet  MATH  Google Scholar 

  15. Kaplan, A., Tichatschke, R.: Proximal point methods and nonconvex optimization. J. Glob. Optim. 13(4), 389–406 (1998)

    Article  MathSciNet  MATH  Google Scholar 

  16. Luc, D.T.: Theory of Vector Optimization, volume 319 of Lecture Notes in Economics and Mathematical Systems. Springer, Berlin (1989)

  17. Mäkelä, M.M., Neittaanmäki, P.: Nonsmooth Optimization. World Scientific Publishing Co., Inc., River Edge (1992)

    Book  MATH  Google Scholar 

  18. Mordukhovich, B.S.: Variational Analysis and Generalized Differentiation, II: Applications. Grundlehren Series in Fundamental Principles of Mathematical Sciences, vol. 331. Springer, Berlin (2006)

  19. Rockafellar, R.T.: Convex Analysis. Princeton Mathematical Series, No. 28. Princeton University Press, Princeton (1970)

  20. Villacorta, K.D.V., Oliveira, P.R.: An interior proximal method in vector optimization. Eur. J. Oper. Res. 214(3), 485–492 (2011)

    Article  MathSciNet  MATH  Google Scholar 

Download references

Acknowledgements

The work was supported by CAPES and CNPq.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to V. L. Sousa Junior.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Bento, G.C., Ferreira, O.P. & Sousa Junior, V.L. Proximal point method for a special class of nonconvex multiobjective optimization functions. Optim Lett 12, 311–320 (2018). https://doi.org/10.1007/s11590-017-1114-0

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s11590-017-1114-0

Keywords

Navigation