A weighting subgradient algorithm for multiobjective optimization |
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Authors: | G. C. Bento J. X. Cruz Neto P. S. M. Santos S. S. Souza |
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Affiliation: | 1.IME/UFG,Goiania,Brazil;2.DM/UFPI,Teresina,Brazil;3.CMRV/UFPI,Parnaíba,Brazil |
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Abstract: | We propose a weighting subgradient algorithm for solving multiobjective minimization problems on a nonempty closed convex subset of an Euclidean space. This method combines weighting technique and the classical projected subgradient method, using a divergent series steplength rule. Under the assumption of convexity, we show that the sequence generated by this method converges to a Pareto optimal point of the problem. Some numerical results are presented. |
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