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Main Authors: Bento, G. C., Neto, J. X. Cruz, Lopes, J. O., Mordukhovich, B. S., Filho, P. R. Silva
Format: Preprint
Published: 2024
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Online Access:https://arxiv.org/abs/2403.09922
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author Bento, G. C.
Neto, J. X. Cruz
Lopes, J. O.
Mordukhovich, B. S.
Filho, P. R. Silva
author_facet Bento, G. C.
Neto, J. X. Cruz
Lopes, J. O.
Mordukhovich, B. S.
Filho, P. R. Silva
contents This paper is devoted to general nonconvex problems of multiobjective optimization in Hilbert spaces. Based on Mordukhovich's limiting subgradients, we define a new notion of Pareto critical points for such problems, establish necessary optimality conditions for them, and then employ these conditions to develop a refined version of the vectorial proximal point algorithm with providing its detailed convergence analysis. The obtained results largely extend those initiated by Bonnel, Iusem and Svaiter \cite{Bonnel2005} for convex vector optimization problems and by Bento et al. \cite{Bento2018} for nonconvex finite-dimensional problems in terms of Clarke's generalized gradients.
format Preprint
id arxiv_https___arxiv_org_abs_2403_09922
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle A Refined Proximal Algorithm for Nonconvex Multiobjective Optimization in Hilbert Spaces
Bento, G. C.
Neto, J. X. Cruz
Lopes, J. O.
Mordukhovich, B. S.
Filho, P. R. Silva
Optimization and Control
90C26, 90C29, 49M05
This paper is devoted to general nonconvex problems of multiobjective optimization in Hilbert spaces. Based on Mordukhovich's limiting subgradients, we define a new notion of Pareto critical points for such problems, establish necessary optimality conditions for them, and then employ these conditions to develop a refined version of the vectorial proximal point algorithm with providing its detailed convergence analysis. The obtained results largely extend those initiated by Bonnel, Iusem and Svaiter \cite{Bonnel2005} for convex vector optimization problems and by Bento et al. \cite{Bento2018} for nonconvex finite-dimensional problems in terms of Clarke's generalized gradients.
title A Refined Proximal Algorithm for Nonconvex Multiobjective Optimization in Hilbert Spaces
topic Optimization and Control
90C26, 90C29, 49M05
url https://arxiv.org/abs/2403.09922