Convergence speed of a inexact scalar proximal point algorithm for multiobjective quasiconvex minimization in Euclidean spaces

Authors

  • Erik Papa Quiroz Universidad Nacional Mayor de San Marcos, Facultad de Ciencias Matemáticas
  • Segundo Cruzado Acu˜na Universidad Nacional Mayor de San Marcos, Facultad de Ciencias Matemáticas

DOI:

https://doi.org/10.15381/pesquimat.v22i2.17228

Keywords:

proximal Point Method, quasiconvex function, multiobjetive optimization

Abstract

In this paper we present a rate of convergence analysis of an inexact proximal point algorithm to solve unconstrained quasiconvex multiobjective minimi-zation problems defined in Euclidean spaces, where the vector functions are locally Lipschitz. Under some natural assumptions, we prove that the sequence generated by the algorithm converges linearly and superlinearly to a critical Pareto-Clarke point of the problem.

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Published

2019-12-20

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Section

Artículos originales

How to Cite

Convergence speed of a inexact scalar proximal point algorithm for multiobjective quasiconvex minimization in Euclidean spaces. (2019). Pesquimat, 22(2), 1-14. https://doi.org/10.15381/pesquimat.v22i2.17228