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A subgradient method for multiobjective optimization

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Abstract

A method for solving quasiconvex nondifferentiable unconstrained multiobjective optimization problems is proposed in this paper. This method extends to the multiobjective case of the classical subgradient method for real-valued minimization. Assuming the basically componentwise quasiconvexity of the objective components, full convergence (to Pareto optimal points) of all the sequences produced by the method is established.

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Authors and Affiliations

  1. DM, Universidade Federal do Piauí, Teresina, PI, 64049-500, Brazil

    J. X. Da Cruz Neto & J. O. Lopes

  2. IME, Universidade Federal de Goiás, Campus II, Caixa Postal 131, Goiânia, GO, 74001-970, Brazil

    G. J. P. Da Silva & O. P. Ferreira

Authors
  1. J. X. Da Cruz Neto
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  2. G. J. P. Da Silva
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  3. O. P. Ferreira
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  4. J. O. Lopes
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Corresponding author

Correspondence to J. X. Da Cruz Neto.

Additional information

J.X. Da Cruz Neto was partially supported by CNPq GRANT 301625-2008 and PRONEX-Optimization (FAPERJ/CNPq).

G.J.P. Da Silva was partially supported by PADCT-CNPq.

O.P. Ferreira was supported in part by FUNAPE/UFG, CNPq Grants 201112/2009-4, 475647/2006-8 and PRONEX-Optimization (FAPERJ/CNPq).

J.O. Lopes was partially supported by INCTMAT-CNPq.

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Da Cruz Neto, J.X., Da Silva, G.J.P., Ferreira, O.P. et al. A subgradient method for multiobjective optimization. Comput Optim Appl 54, 461–472 (2013). https://doi.org/10.1007/s10589-012-9494-7

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  • DOI: https://doi.org/10.1007/s10589-012-9494-7

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