New merit functions for multiobjective optimization and their properties
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arXiv
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| Hauptverfasser: | , , |
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| Format: | Preprint |
| Veröffentlicht: |
2020
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| _version_ | 1866916471848828928 |
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| author | Tanabe, Hiroki Fukuda, Ellen H. Yamashita, Nobuo |
| author_facet | Tanabe, Hiroki Fukuda, Ellen H. Yamashita, Nobuo |
| contents | A merit (gap) function is a map that returns zero at the solutions of problems and strictly positive values otherwise. Its minimization is equivalent to the original problem by definition, and it can estimate the distance between a given point and the solution set. Ideally, this function should have some properties, including the ease of computation, continuity, differentiability, boundedness of the level set, and error boundedness. In this work, we propose new merit functions for multiobjective optimization with lower semicontinuous objectives, convex objectives, and composite objectives, and we show that they have such desirable properties under reasonable assumptions. |
| format | Preprint |
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arxiv_https___arxiv_org_abs_2010_09333 |
| institution | arXiv |
| publishDate | 2020 |
| record_format | arxiv |
| spellingShingle | New merit functions for multiobjective optimization and their properties Tanabe, Hiroki Fukuda, Ellen H. Yamashita, Nobuo Optimization and Control 90C29, 90C39 A merit (gap) function is a map that returns zero at the solutions of problems and strictly positive values otherwise. Its minimization is equivalent to the original problem by definition, and it can estimate the distance between a given point and the solution set. Ideally, this function should have some properties, including the ease of computation, continuity, differentiability, boundedness of the level set, and error boundedness. In this work, we propose new merit functions for multiobjective optimization with lower semicontinuous objectives, convex objectives, and composite objectives, and we show that they have such desirable properties under reasonable assumptions. |
| title | New merit functions for multiobjective optimization and their properties |
| topic | Optimization and Control 90C29, 90C39 |
| url | https://arxiv.org/abs/2010.09333 |