A proximal subgradient algorithm for constrained multiobjective DC-type optimization

Fuente: arXiv
Salvato in:
Dettagli Bibliografici
Autori principali: Van Tuyen, Nguyen, Dao, Minh N., Van Nghi, Tran
Natura: Preprint
Pubblicazione: 2025
Soggetti:
Accesso online:
Tags: Aggiungi Tag
Nessun Tag, puoi essere il primo ad aggiungerne!!
_version_ 1866912797781131264
author Van Tuyen, Nguyen
Dao, Minh N.
Van Nghi, Tran
author_facet Van Tuyen, Nguyen
Dao, Minh N.
Van Nghi, Tran
contents In this paper, we consider a class of constrained multiobjective optimization problems, where each objective function can be expressed by adding a possibly nonsmooth nonconvex function and a differentiable function with Lipschitz continuous gradient, then subtracting a weakly convex function. This encompasses multiobjective optimization problems involving difference-of-convex (DC) functions, which are prevalent in various applications due to their ability to model nonconvex problems. We first establish necessary and sufficient optimality conditions for these problems, providing a theoretical foundation for algorithm development. Building on these conditions, we propose a proximal subgradient algorithm tailored to the structure of the objectives. Under mild assumptions, the sequence generated by the proposed algorithm is bounded and each of its cluster points is a stationary solution.
format Preprint
id arxiv_https___arxiv_org_abs_2512_24717
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle A proximal subgradient algorithm for constrained multiobjective DC-type optimization
Van Tuyen, Nguyen
Dao, Minh N.
Van Nghi, Tran
Optimization and Control
In this paper, we consider a class of constrained multiobjective optimization problems, where each objective function can be expressed by adding a possibly nonsmooth nonconvex function and a differentiable function with Lipschitz continuous gradient, then subtracting a weakly convex function. This encompasses multiobjective optimization problems involving difference-of-convex (DC) functions, which are prevalent in various applications due to their ability to model nonconvex problems. We first establish necessary and sufficient optimality conditions for these problems, providing a theoretical foundation for algorithm development. Building on these conditions, we propose a proximal subgradient algorithm tailored to the structure of the objectives. Under mild assumptions, the sequence generated by the proposed algorithm is bounded and each of its cluster points is a stationary solution.
title A proximal subgradient algorithm for constrained multiobjective DC-type optimization
topic Optimization and Control
url https://arxiv.org/abs/2512.24717