A subgradient method for multiobjective optimization |
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| Authors: | J X Da Cruz Neto G J P Da Silva O P Ferreira J O Lopes |
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| Institution: | 1. DM, Universidade Federal do Piauí, Teresina, PI, 64049-500, Brazil
2. IME, Universidade Federal de Goiás, Campus II, Caixa Postal 131, Goiania, GO, 74001-970, Brazil
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| Abstract: | A method for solving quasiconvex nondifferentiable unconstrained multiobjective optimization problems is proposed in this paper. This method extends to the multiobjective case of the classical subgradient method for real-valued minimization. Assuming the basically componentwise quasiconvexity of the objective components, full convergence (to Pareto optimal points) of all the sequences produced by the method is established. |
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