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An inexact proximal point method for quasiconvex multiobjective optimization

An inexact proximal point method for quasiconvex multiobjective optimization
An inexact proximal point method for quasiconvex multiobjective optimization

In this work, we propose an inexact proximal point method for solving unconstrained quasiconvex multiobjective optimization problems. Two error criteria (the absolute one and the relative one) of the algorithm are considered, and it is proved under some mild assumptions that the sequence generated by the algorithm in both cases converges to a Pareto stationary point when the objective functions are continuously differentiable, while to a weak Pareto optimal point of the problem when the objective functions are proper convex and lower semicontinuous. Moreover, by using an additional growth condition, we show that the convergence rate of the method under the relative error criteria is linear if the regularization parameters are bounded, and further superlinear if these parameters converge to zero. The main results established in the present work generalize and improve some corresponding ones existing in the literature. Some numerical experiments are also presented.

65K05, 90C26, 90C29, Convergence rate, Multiobjective optimization, Pareto optimality, Proximal point method, Quasiconvex functions
2238-3603
Zhao, Xiaopeng
d7ef05ed-ffbc-42c3-8f8f-9e6fa47809e4
Qi, Min
3d77c81a-40b3-4887-85c7-d987190415e2
Jolaoso, Lateef Olakunle
102467df-eae0-4692-8668-7f73e8e02546
Shehu, Yekini
df727925-5bf0-457a-87fa-f70de3bfd11a
Yao, Jen-Chih
036d51bb-3618-4966-a72f-707a4eb6091b
Yao, Yonghong
e6568469-548a-4420-bfcb-975964d1a738
Zhao, Xiaopeng
d7ef05ed-ffbc-42c3-8f8f-9e6fa47809e4
Qi, Min
3d77c81a-40b3-4887-85c7-d987190415e2
Jolaoso, Lateef Olakunle
102467df-eae0-4692-8668-7f73e8e02546
Shehu, Yekini
df727925-5bf0-457a-87fa-f70de3bfd11a
Yao, Jen-Chih
036d51bb-3618-4966-a72f-707a4eb6091b
Yao, Yonghong
e6568469-548a-4420-bfcb-975964d1a738

Zhao, Xiaopeng, Qi, Min, Jolaoso, Lateef Olakunle, Shehu, Yekini, Yao, Jen-Chih and Yao, Yonghong (2024) An inexact proximal point method for quasiconvex multiobjective optimization. Computational and Applied Mathematics, 43 (5), [309]. (doi:10.1007/s40314-024-02828-x).

Record type: Article

Abstract

In this work, we propose an inexact proximal point method for solving unconstrained quasiconvex multiobjective optimization problems. Two error criteria (the absolute one and the relative one) of the algorithm are considered, and it is proved under some mild assumptions that the sequence generated by the algorithm in both cases converges to a Pareto stationary point when the objective functions are continuously differentiable, while to a weak Pareto optimal point of the problem when the objective functions are proper convex and lower semicontinuous. Moreover, by using an additional growth condition, we show that the convergence rate of the method under the relative error criteria is linear if the regularization parameters are bounded, and further superlinear if these parameters converge to zero. The main results established in the present work generalize and improve some corresponding ones existing in the literature. Some numerical experiments are also presented.

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Accepted/In Press date: 11 June 2024
Published date: 1 July 2024
Keywords: 65K05, 90C26, 90C29, Convergence rate, Multiobjective optimization, Pareto optimality, Proximal point method, Quasiconvex functions

Identifiers

Local EPrints ID: 492782
URI: http://eprints.soton.ac.uk/id/eprint/492782
ISSN: 2238-3603
PURE UUID: a5b1b22f-b946-43b0-9bc3-58179c891781
ORCID for Lateef Olakunle Jolaoso: ORCID iD orcid.org/0000-0002-4838-7465

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Date deposited: 14 Aug 2024 16:30
Last modified: 15 Aug 2024 02:17

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Contributors

Author: Xiaopeng Zhao
Author: Min Qi
Author: Yekini Shehu
Author: Jen-Chih Yao
Author: Yonghong Yao

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