locally lipschitz function

The proximal point method for locally Lipschitz functions in multiobjective optimization

  • Glaydston Bento
  • João Xavier da Cruz Neto
  • Antoine Soubeyran
  • João Carlos Souza
  • G. López
    • Categories Applications - OR and Management Sciences, Multi-Criteria Optimization Tags , , , , ,

    This paper studies the constrained multiobjective optimization problem of finding Pareto critical points of vector-valued functions. The proximal point method considered by Bonnel et al. (SIAM J. Optim., 4 (2005), pp. 953-970) is extended to locally Lipschitz functions in the finite dimensional multiobjective setting. To this end, a new approach for convergence analysis of the … Read more