Convergence of the projected gradient method for quasiconvex multiobjective optimization

J.G. Melo | Bello Cruz, J.Y. | Lucambio Perez, L.R.

Keywords: Armijo-type search; Multiobjective optimization; Pareto optimality; Projected gradient methods; Quasiconvex multiobjective functions.

We consider the projected gradient method for solving the problem of finding a Pareto optimum of a quasiconvex multiobjective function. We show convergence of the sequence generated by the algorithm to a stationary point. Furthermore, when the components of the multiobjective function are pseudoconvex, we obtain that the generated sequence converges to a weakly efficient solution.

Anexos:

• qv12jan.pdf