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A relaxed projection method for solving multiobjective optimization problems

Author:
Brito, A. S.  Cruz Neto, J. X.  Santos, P. S. M.  Souza, S. S.  


Journal:
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH


Issue Date:
2017


Abstract(summary):

In this paper, we propose an algorithm for solving multiobjective minimization problems on nonempty closed convex subsets of the Euclidean space. The proposed method combines a reflection technique for obtaining a feasible point with a projected subgradient method. Under suitable assumptions, we show that the sequence generated using this method converges to a Pareto optimal point of the problem. We also present some numerical results. (C) 2016 Elsevier B.V. All rights reserved.


Page:
17---23


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