weak efficiency

Inexact projected gradient method for vector optimization

  • Ellen H. Fukuda
  • L. M. Graña Drummond
    • Categories Constrained Nonlinear Optimization, Multi-Criteria Optimization Tags , , ,

    In this work, we propose an inexact projected gradient-like method for solving smooth constrained vector optimization problems. In the unconstrained case, we retrieve the steepest descent method introduced by Graña Drummond and Svaiter. In the constrained setting, the method we present extends the exact one proposed by Graña Drummond and Iusem, since it admits relative … Read more

    On the convergence of the projected gradient method for vector optimization

  • Ellen H. Fukuda
  • L. M. Graña Drummond
    • Categories Constrained Nonlinear Optimization, Multi-Criteria Optimization Tags , , ,

    In 2004, Graña Drummond and Iusem proposed an extension of the projected gradient method for constrained vector optimization problems. In that method, an Armijo-like rule, implemented with a backtracking procedure, was used in order to determine the steplengths. The authors just showed stationarity of all cluster points and, for another version of the algorithm (with … Read more