dc.creator | Bento, Glaydston de Carvalho | es |
dc.creator | Cruz Neto, João Xavier | es |
dc.creator | López Acedo, Genaro | es |
dc.creator | Soubeyran, Antoine | es |
dc.creator | Oliveira Souza, Joao Carlos de | es |
dc.date.accessioned | 2018-09-10T07:43:46Z | |
dc.date.available | 2018-09-10T07:43:46Z | |
dc.date.issued | 2018 | |
dc.identifier.citation | Bento, G.d.C., Cruz Neto, J.X., López Acedo, G., Soubeyran, A. y Oliveira Souza, J.C.d. (2018). The proximal point method for locally lipschitz functions in multiobjective optimization with application to the compromise problem. SIAM Journal on Optimization, 28 (2), 1104-1120. | |
dc.identifier.issn | 1052-6234 | es |
dc.identifier.issn | 1095-7189 | es |
dc.identifier.uri | https://hdl.handle.net/11441/78385 | |
dc.description.abstract | This paper studies the constrained multiobjective optimization problem of finding Pareto critical points of vector-valued functions. The proximal point method considered by Bonnel, Iusem, and Svaiter [SIAM J. Optim., 15 (2005), pp. 953–970] is extended to locally Lipschitz functions in the finite dimensional multiobjective setting. To this end, a new (scalarization-free) approach for convergence analysis of the method is proposed where the first-order optimality condition of the scalarized problem is replaced by a necessary condition for weak Pareto points of a multiobjective problem. As a consequence, this has allowed us to consider the method without any assumption of convexity over the constraint sets that determine the vectorial improvement steps. This is very important for applications; for example, to extend to a dynamic setting the famous compromise problem in management sciences and game theory. | es |
dc.description.sponsorship | Fundação de Amparo à Pesquisa do Estado de Goiás | es |
dc.description.sponsorship | Conselho Nacional de Desenvolvimento Científico e Tecnológico | es |
dc.description.sponsorship | Coordenação de Aperfeiçoamento de Pessoal de Nivel Superior | es |
dc.description.sponsorship | Ministerio de Economía y Competitividad | es |
dc.description.sponsorship | Agence nationale de la recherche | es |
dc.format | application/pdf | es |
dc.language.iso | eng | es |
dc.publisher | Society for Industrial and Applied Mathematics | es |
dc.relation.ispartof | SIAM Journal on Optimization, 28 (2), 1104-1120. | |
dc.rights | Attribution-NonCommercial-NoDerivatives 4.0 Internacional | * |
dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/4.0/ | * |
dc.subject | Proximal point method | es |
dc.subject | Multiobjective optimization | es |
dc.subject | Locally Lipschitz function | es |
dc.subject | Pareto critical point | es |
dc.subject | Compromise problem | es |
dc.subject | Variational rationality | es |
dc.title | The proximal point method for locally lipschitz functions in multiobjective optimization with application to the compromise problem | es |
dc.type | info:eu-repo/semantics/article | es |
dcterms.identifier | https://ror.org/03yxnpp24 | |
dc.type.version | info:eu-repo/semantics/publishedVersion | es |
dc.rights.accessRights | info:eu-repo/semantics/openAccess | es |
dc.contributor.affiliation | Universidad de Sevilla. Departamento de Análisis Matemático | es |
dc.relation.projectID | 201210267000909 - 05/2012 | es |
dc.relation.projectID | 458479/2014-4 | es |
dc.relation.projectID | 471815/2012-8 | es |
dc.relation.projectID | 312077/2014-9 | es |
dc.relation.projectID | 88881.117595/2016-01 | es |
dc.relation.projectID | 305462/2014-8 | es |
dc.relation.projectID | MTM2015-65242-C2-1-P | es |
dc.relation.projectID | ANR-16-CE03-0005 | es |
dc.relation.projectID | 203360/2014-1 | es |
dc.relation.publisherversion | https://epubs.siam.org/doi/pdf/10.1137/16M107534X | es |
dc.identifier.doi | 10.1137/16M107534X | es |
dc.contributor.group | Universidad de Sevilla. FQM127: Análisis Funcional no Lineal | es |
idus.format.extent | 17 p. | es |
dc.journaltitle | SIAM Journal on Optimization | es |
dc.publication.volumen | 28 | es |
dc.publication.issue | 2 | es |
dc.publication.initialPage | 1104 | es |
dc.publication.endPage | 1120 | es |