Logarithmic quasi-distance proximal point scalarization method for multi-objective programming

Logarithmic quasi-distance proximal point scalarization method for multi-objective programming

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Article ID: iaor201530266
Volume: 273
Start Page Number: 856
End Page Number: 867
Publication Date: Jan 2016
Journal: Applied Mathematics and Computation
Authors: , , ,
Keywords: programming: multiple criteria, heuristics
Abstract:

Recently, Gregório and Oliveira developed a proximal point scalarization method (applied to multi‐objective optimization problems) for an abstract strict scalar representation with a variant of the logarithmic‐quadratic function of Auslender et al. as regularization. In this study, a variation of this method is proposed, using the regularization with logarithm and quasi‐distance. By restricting it to a certain class of quasi‐distances that are Lipschitz continuous and coercive in any of their arguments, we show that any sequence { ( x k , z k ) } R n × R + + m equ1 generated by the method satisfies: {zk } is convergent; and {xk } is bounded and its accumulation points are weak Pareto solutions of the unconstrained multi‐objective optimization problem

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