|
|||||
|
|
A Projected Subgradient Method for Nondifferentiable Quasiconvex Multiobjective Optimization Problems |
|
| Authors: | Zhao Xiaopeng Köbis Markus A Yao Yonghong Yao Jen-Chih |
| Institution: | 1.School of Mathematical Sciences, Tiangong University, Tianjin, 300387, China ;2.Norwegian University of Science and Technology, 7030, Trondheim, Norway ;3.Center for General Education, China Medical University, Taichung, 40402, Taiwan ;4.Department of Applied Mathematics, National Sun Yat-sen University, Kaohsiung, 80424, Taiwan ; |
| Abstract: | In this paper, we propose a projected subgradient method for solving constrained nondifferentiable quasiconvex multiobjective optimization problems. The algorithm is based on the Plastria subdifferential to overcome potential shortcomings known from algorithms based on the classical gradient. Under suitable, yet rather general assumptions, we establish the convergence of the full sequence generated by the algorithm to a Pareto efficient solution of the problem. Numerical results are presented to illustrate our findings. |
| Keywords: | |
| 本文献已被 SpringerLink 等数据库收录！ | |