A Refined Proximal Algorithm for Nonconvex Multiobjective Optimization in Hilbert Spaces

Autor: Bento, G. C., Neto, J. X. Cruz, Lopes, J. O., Mordukhovich, B. S., Filho, P. R. Silva
Rok vydání: 2024
Předmět:
Druh dokumentu: Working Paper
Popis: 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.
Comment: 18 pages
Databáze: arXiv