Convergence of the projected gradient method for quasiconvex multiobjective optimization |
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Authors: | JY Bello Cruz LR Lucambio Pérez JG Melo |
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Institution: | Instituto de Matemática e Estatística, Universidade Federal de Goiás, Campus Samambaia, CEP 74001-970 GO, Goiânia, Brazil |
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Abstract: | We consider the projected gradient method for solving the problem of finding a Pareto optimum of a quasiconvex multiobjective function. We show convergence of the sequence generated by the algorithm to a stationary point. Furthermore, when the components of the multiobjective function are pseudoconvex, we obtain that the generated sequence converges to a weakly efficient solution. |
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Keywords: | 90C29 90C30 |
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